Trading Metrics calculated at close of trading on 07-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2009 |
07-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
5,744.0 |
5,796.0 |
52.0 |
0.9% |
5,694.0 |
High |
5,862.0 |
5,814.5 |
-47.5 |
-0.8% |
5,862.0 |
Low |
5,724.5 |
5,744.0 |
19.5 |
0.3% |
5,608.0 |
Close |
5,817.5 |
5,784.0 |
-33.5 |
-0.6% |
5,817.5 |
Range |
137.5 |
70.5 |
-67.0 |
-48.7% |
254.0 |
ATR |
122.2 |
118.7 |
-3.5 |
-2.8% |
0.0 |
Volume |
165,668 |
123,227 |
-42,441 |
-25.6% |
751,754 |
|
Daily Pivots for day following 07-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,992.3 |
5,958.7 |
5,822.8 |
|
R3 |
5,921.8 |
5,888.2 |
5,803.4 |
|
R2 |
5,851.3 |
5,851.3 |
5,796.9 |
|
R1 |
5,817.7 |
5,817.7 |
5,790.5 |
5,799.3 |
PP |
5,780.8 |
5,780.8 |
5,780.8 |
5,771.6 |
S1 |
5,747.2 |
5,747.2 |
5,777.5 |
5,728.8 |
S2 |
5,710.3 |
5,710.3 |
5,771.1 |
|
S3 |
5,639.8 |
5,676.7 |
5,764.6 |
|
S4 |
5,569.3 |
5,606.2 |
5,745.2 |
|
|
Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,524.5 |
6,425.0 |
5,957.2 |
|
R3 |
6,270.5 |
6,171.0 |
5,887.4 |
|
R2 |
6,016.5 |
6,016.5 |
5,864.1 |
|
R1 |
5,917.0 |
5,917.0 |
5,840.8 |
5,966.8 |
PP |
5,762.5 |
5,762.5 |
5,762.5 |
5,787.4 |
S1 |
5,663.0 |
5,663.0 |
5,794.2 |
5,712.8 |
S2 |
5,508.5 |
5,508.5 |
5,770.9 |
|
S3 |
5,254.5 |
5,409.0 |
5,747.7 |
|
S4 |
5,000.5 |
5,155.0 |
5,677.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,862.0 |
5,673.0 |
189.0 |
3.3% |
104.4 |
1.8% |
59% |
False |
False |
139,898 |
10 |
5,862.0 |
5,509.5 |
352.5 |
6.1% |
112.0 |
1.9% |
78% |
False |
False |
145,994 |
20 |
5,862.0 |
5,509.5 |
352.5 |
6.1% |
99.1 |
1.7% |
78% |
False |
False |
141,634 |
40 |
5,894.0 |
5,316.0 |
578.0 |
10.0% |
110.8 |
1.9% |
81% |
False |
False |
156,549 |
60 |
5,894.0 |
5,316.0 |
578.0 |
10.0% |
107.1 |
1.9% |
81% |
False |
False |
149,788 |
80 |
5,894.0 |
5,165.0 |
729.0 |
12.6% |
104.1 |
1.8% |
85% |
False |
False |
113,364 |
100 |
5,894.0 |
4,965.5 |
928.5 |
16.1% |
104.8 |
1.8% |
88% |
False |
False |
90,868 |
120 |
5,894.0 |
4,540.0 |
1,354.0 |
23.4% |
106.3 |
1.8% |
92% |
False |
False |
75,835 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,114.1 |
2.618 |
5,999.1 |
1.618 |
5,928.6 |
1.000 |
5,885.0 |
0.618 |
5,858.1 |
HIGH |
5,814.5 |
0.618 |
5,787.6 |
0.500 |
5,779.3 |
0.382 |
5,770.9 |
LOW |
5,744.0 |
0.618 |
5,700.4 |
1.000 |
5,673.5 |
1.618 |
5,629.9 |
2.618 |
5,559.4 |
4.250 |
5,444.4 |
|
|
Fisher Pivots for day following 07-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5,782.4 |
5,793.0 |
PP |
5,780.8 |
5,790.0 |
S1 |
5,779.3 |
5,787.0 |
|