Trading Metrics calculated at close of trading on 10-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2009 |
10-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
5,670.0 |
5,648.0 |
-22.0 |
-0.4% |
5,694.0 |
High |
5,719.5 |
5,743.5 |
24.0 |
0.4% |
5,862.0 |
Low |
5,604.5 |
5,637.0 |
32.5 |
0.6% |
5,608.0 |
Close |
5,657.5 |
5,705.5 |
48.0 |
0.8% |
5,817.5 |
Range |
115.0 |
106.5 |
-8.5 |
-7.4% |
254.0 |
ATR |
120.8 |
119.8 |
-1.0 |
-0.8% |
0.0 |
Volume |
190,849 |
149,102 |
-41,747 |
-21.9% |
751,754 |
|
Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,014.8 |
5,966.7 |
5,764.1 |
|
R3 |
5,908.3 |
5,860.2 |
5,734.8 |
|
R2 |
5,801.8 |
5,801.8 |
5,725.0 |
|
R1 |
5,753.7 |
5,753.7 |
5,715.3 |
5,777.8 |
PP |
5,695.3 |
5,695.3 |
5,695.3 |
5,707.4 |
S1 |
5,647.2 |
5,647.2 |
5,695.7 |
5,671.3 |
S2 |
5,588.8 |
5,588.8 |
5,686.0 |
|
S3 |
5,482.3 |
5,540.7 |
5,676.2 |
|
S4 |
5,375.8 |
5,434.2 |
5,646.9 |
|
|
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 |
4.5% |
116.8 |
2.0% |
39% |
False |
False |
163,624 |
10 |
5,862.0 |
5,509.5 |
352.5 |
6.2% |
122.7 |
2.1% |
56% |
False |
False |
159,513 |
20 |
5,862.0 |
5,509.5 |
352.5 |
6.2% |
105.5 |
1.8% |
56% |
False |
False |
147,503 |
40 |
5,894.0 |
5,316.0 |
578.0 |
10.1% |
113.6 |
2.0% |
67% |
False |
False |
159,389 |
60 |
5,894.0 |
5,316.0 |
578.0 |
10.1% |
109.1 |
1.9% |
67% |
False |
False |
156,461 |
80 |
5,894.0 |
5,165.0 |
729.0 |
12.8% |
105.1 |
1.8% |
74% |
False |
False |
119,941 |
100 |
5,894.0 |
5,057.0 |
837.0 |
14.7% |
106.5 |
1.9% |
77% |
False |
False |
96,153 |
120 |
5,894.0 |
4,540.0 |
1,354.0 |
23.7% |
106.7 |
1.9% |
86% |
False |
False |
80,210 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,196.1 |
2.618 |
6,022.3 |
1.618 |
5,915.8 |
1.000 |
5,850.0 |
0.618 |
5,809.3 |
HIGH |
5,743.5 |
0.618 |
5,702.8 |
0.500 |
5,690.3 |
0.382 |
5,677.7 |
LOW |
5,637.0 |
0.618 |
5,571.2 |
1.000 |
5,530.5 |
1.618 |
5,464.7 |
2.618 |
5,358.2 |
4.250 |
5,184.4 |
|
|
Fisher Pivots for day following 10-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5,700.4 |
5,708.3 |
PP |
5,695.3 |
5,707.3 |
S1 |
5,690.3 |
5,706.4 |
|