Trading Metrics calculated at close of trading on 08-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2009 |
08-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
5,796.0 |
5,795.0 |
-1.0 |
0.0% |
5,694.0 |
High |
5,814.5 |
5,812.0 |
-2.5 |
0.0% |
5,862.0 |
Low |
5,744.0 |
5,657.5 |
-86.5 |
-1.5% |
5,608.0 |
Close |
5,784.0 |
5,695.0 |
-89.0 |
-1.5% |
5,817.5 |
Range |
70.5 |
154.5 |
84.0 |
119.1% |
254.0 |
ATR |
118.7 |
121.3 |
2.6 |
2.2% |
0.0 |
Volume |
123,227 |
189,277 |
66,050 |
53.6% |
751,754 |
|
Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,185.0 |
6,094.5 |
5,780.0 |
|
R3 |
6,030.5 |
5,940.0 |
5,737.5 |
|
R2 |
5,876.0 |
5,876.0 |
5,723.3 |
|
R1 |
5,785.5 |
5,785.5 |
5,709.2 |
5,753.5 |
PP |
5,721.5 |
5,721.5 |
5,721.5 |
5,705.5 |
S1 |
5,631.0 |
5,631.0 |
5,680.8 |
5,599.0 |
S2 |
5,567.0 |
5,567.0 |
5,666.7 |
|
S3 |
5,412.5 |
5,476.5 |
5,652.5 |
|
S4 |
5,258.0 |
5,322.0 |
5,610.0 |
|
|
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 |
5,657.5 |
204.5 |
3.6% |
111.5 |
2.0% |
18% |
False |
True |
149,185 |
10 |
5,862.0 |
5,509.5 |
352.5 |
6.2% |
115.8 |
2.0% |
53% |
False |
False |
152,052 |
20 |
5,862.0 |
5,509.5 |
352.5 |
6.2% |
100.4 |
1.8% |
53% |
False |
False |
144,611 |
40 |
5,894.0 |
5,316.0 |
578.0 |
10.1% |
112.5 |
2.0% |
66% |
False |
False |
158,443 |
60 |
5,894.0 |
5,316.0 |
578.0 |
10.1% |
107.8 |
1.9% |
66% |
False |
False |
152,471 |
80 |
5,894.0 |
5,165.0 |
729.0 |
12.8% |
104.2 |
1.8% |
73% |
False |
False |
115,725 |
100 |
5,894.0 |
5,012.5 |
881.5 |
15.5% |
105.8 |
1.9% |
77% |
False |
False |
92,759 |
120 |
5,894.0 |
4,540.0 |
1,354.0 |
23.8% |
107.1 |
1.9% |
85% |
False |
False |
77,385 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,468.6 |
2.618 |
6,216.5 |
1.618 |
6,062.0 |
1.000 |
5,966.5 |
0.618 |
5,907.5 |
HIGH |
5,812.0 |
0.618 |
5,753.0 |
0.500 |
5,734.8 |
0.382 |
5,716.5 |
LOW |
5,657.5 |
0.618 |
5,562.0 |
1.000 |
5,503.0 |
1.618 |
5,407.5 |
2.618 |
5,253.0 |
4.250 |
5,000.9 |
|
|
Fisher Pivots for day following 08-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5,734.8 |
5,759.8 |
PP |
5,721.5 |
5,738.2 |
S1 |
5,708.3 |
5,716.6 |
|