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 |
1,779.50 |
1,795.00 |
15.50 |
0.9% |
1,763.00 |
High |
1,816.25 |
1,799.00 |
-17.25 |
-0.9% |
1,816.25 |
Low |
1,772.75 |
1,779.00 |
6.25 |
0.4% |
1,750.25 |
Close |
1,795.00 |
1,784.00 |
-11.00 |
-0.6% |
1,795.00 |
Range |
43.50 |
20.00 |
-23.50 |
-54.0% |
66.00 |
ATR |
31.13 |
30.33 |
-0.79 |
-2.6% |
0.00 |
Volume |
282,247 |
409,656 |
127,409 |
45.1% |
1,363,223 |
|
Daily Pivots for day following 07-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,847.25 |
1,835.75 |
1,795.00 |
|
R3 |
1,827.25 |
1,815.75 |
1,789.50 |
|
R2 |
1,807.25 |
1,807.25 |
1,787.75 |
|
R1 |
1,795.75 |
1,795.75 |
1,785.75 |
1,791.50 |
PP |
1,787.25 |
1,787.25 |
1,787.25 |
1,785.25 |
S1 |
1,775.75 |
1,775.75 |
1,782.25 |
1,771.50 |
S2 |
1,767.25 |
1,767.25 |
1,780.25 |
|
S3 |
1,747.25 |
1,755.75 |
1,778.50 |
|
S4 |
1,727.25 |
1,735.75 |
1,773.00 |
|
|
Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,985.25 |
1,956.00 |
1,831.25 |
|
R3 |
1,919.25 |
1,890.00 |
1,813.25 |
|
R2 |
1,853.25 |
1,853.25 |
1,807.00 |
|
R1 |
1,824.00 |
1,824.00 |
1,801.00 |
1,838.50 |
PP |
1,787.25 |
1,787.25 |
1,787.25 |
1,794.50 |
S1 |
1,758.00 |
1,758.00 |
1,789.00 |
1,772.50 |
S2 |
1,721.25 |
1,721.25 |
1,783.00 |
|
S3 |
1,655.25 |
1,692.00 |
1,776.75 |
|
S4 |
1,589.25 |
1,626.00 |
1,758.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,816.25 |
1,765.00 |
51.25 |
2.9% |
29.50 |
1.6% |
37% |
False |
False |
303,243 |
10 |
1,816.25 |
1,722.25 |
94.00 |
5.3% |
30.75 |
1.7% |
66% |
False |
False |
265,053 |
20 |
1,816.25 |
1,722.25 |
94.00 |
5.3% |
28.25 |
1.6% |
66% |
False |
False |
270,949 |
40 |
1,816.25 |
1,650.25 |
166.00 |
9.3% |
30.25 |
1.7% |
81% |
False |
False |
300,261 |
60 |
1,816.25 |
1,649.75 |
166.50 |
9.3% |
29.75 |
1.7% |
81% |
False |
False |
301,834 |
80 |
1,816.25 |
1,559.25 |
257.00 |
14.4% |
30.00 |
1.7% |
87% |
False |
False |
230,019 |
100 |
1,816.25 |
1,503.50 |
312.75 |
17.5% |
29.50 |
1.6% |
90% |
False |
False |
184,072 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,884.00 |
2.618 |
1,851.25 |
1.618 |
1,831.25 |
1.000 |
1,819.00 |
0.618 |
1,811.25 |
HIGH |
1,799.00 |
0.618 |
1,791.25 |
0.500 |
1,789.00 |
0.382 |
1,786.75 |
LOW |
1,779.00 |
0.618 |
1,766.75 |
1.000 |
1,759.00 |
1.618 |
1,746.75 |
2.618 |
1,726.75 |
4.250 |
1,694.00 |
|
|
Fisher Pivots for day following 07-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,789.00 |
1,794.50 |
PP |
1,787.25 |
1,791.00 |
S1 |
1,785.75 |
1,787.50 |
|