Trading Metrics calculated at close of trading on 09-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2009 |
09-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
5,795.0 |
5,670.0 |
-125.0 |
-2.2% |
5,694.0 |
High |
5,812.0 |
5,719.5 |
-92.5 |
-1.6% |
5,862.0 |
Low |
5,657.5 |
5,604.5 |
-53.0 |
-0.9% |
5,608.0 |
Close |
5,695.0 |
5,657.5 |
-37.5 |
-0.7% |
5,817.5 |
Range |
154.5 |
115.0 |
-39.5 |
-25.6% |
254.0 |
ATR |
121.3 |
120.8 |
-0.4 |
-0.4% |
0.0 |
Volume |
189,277 |
190,849 |
1,572 |
0.8% |
751,754 |
|
Daily Pivots for day following 09-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,005.5 |
5,946.5 |
5,720.8 |
|
R3 |
5,890.5 |
5,831.5 |
5,689.1 |
|
R2 |
5,775.5 |
5,775.5 |
5,678.6 |
|
R1 |
5,716.5 |
5,716.5 |
5,668.0 |
5,688.5 |
PP |
5,660.5 |
5,660.5 |
5,660.5 |
5,646.5 |
S1 |
5,601.5 |
5,601.5 |
5,647.0 |
5,573.5 |
S2 |
5,545.5 |
5,545.5 |
5,636.4 |
|
S3 |
5,430.5 |
5,486.5 |
5,625.9 |
|
S4 |
5,315.5 |
5,371.5 |
5,594.3 |
|
|
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 |
5,604.5 |
257.5 |
4.6% |
122.0 |
2.2% |
21% |
False |
True |
163,207 |
10 |
5,862.0 |
5,509.5 |
352.5 |
6.2% |
120.2 |
2.1% |
42% |
False |
False |
157,746 |
20 |
5,862.0 |
5,509.5 |
352.5 |
6.2% |
103.3 |
1.8% |
42% |
False |
False |
147,326 |
40 |
5,894.0 |
5,316.0 |
578.0 |
10.2% |
113.0 |
2.0% |
59% |
False |
False |
159,527 |
60 |
5,894.0 |
5,316.0 |
578.0 |
10.2% |
108.7 |
1.9% |
59% |
False |
False |
154,947 |
80 |
5,894.0 |
5,165.0 |
729.0 |
12.9% |
104.4 |
1.8% |
68% |
False |
False |
118,091 |
100 |
5,894.0 |
5,038.5 |
855.5 |
15.1% |
106.5 |
1.9% |
72% |
False |
False |
94,666 |
120 |
5,894.0 |
4,540.0 |
1,354.0 |
23.9% |
106.4 |
1.9% |
83% |
False |
False |
78,971 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,208.3 |
2.618 |
6,020.6 |
1.618 |
5,905.6 |
1.000 |
5,834.5 |
0.618 |
5,790.6 |
HIGH |
5,719.5 |
0.618 |
5,675.6 |
0.500 |
5,662.0 |
0.382 |
5,648.4 |
LOW |
5,604.5 |
0.618 |
5,533.4 |
1.000 |
5,489.5 |
1.618 |
5,418.4 |
2.618 |
5,303.4 |
4.250 |
5,115.8 |
|
|
Fisher Pivots for day following 09-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5,662.0 |
5,709.5 |
PP |
5,660.5 |
5,692.2 |
S1 |
5,659.0 |
5,674.8 |
|