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 |
1,795.00 |
1,785.25 |
-9.75 |
-0.5% |
1,763.00 |
High |
1,799.00 |
1,789.75 |
-9.25 |
-0.5% |
1,816.25 |
Low |
1,779.00 |
1,760.00 |
-19.00 |
-1.1% |
1,750.25 |
Close |
1,784.00 |
1,768.50 |
-15.50 |
-0.9% |
1,795.00 |
Range |
20.00 |
29.75 |
9.75 |
48.8% |
66.00 |
ATR |
30.33 |
30.29 |
-0.04 |
-0.1% |
0.00 |
Volume |
409,656 |
239,154 |
-170,502 |
-41.6% |
1,363,223 |
|
Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,862.00 |
1,845.00 |
1,784.75 |
|
R3 |
1,832.25 |
1,815.25 |
1,776.75 |
|
R2 |
1,802.50 |
1,802.50 |
1,774.00 |
|
R1 |
1,785.50 |
1,785.50 |
1,771.25 |
1,779.00 |
PP |
1,772.75 |
1,772.75 |
1,772.75 |
1,769.50 |
S1 |
1,755.75 |
1,755.75 |
1,765.75 |
1,749.50 |
S2 |
1,743.00 |
1,743.00 |
1,763.00 |
|
S3 |
1,713.25 |
1,726.00 |
1,760.25 |
|
S4 |
1,683.50 |
1,696.25 |
1,752.25 |
|
|
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 |
1,760.00 |
56.25 |
3.2% |
28.50 |
1.6% |
15% |
False |
True |
289,241 |
10 |
1,816.25 |
1,722.25 |
94.00 |
5.3% |
30.00 |
1.7% |
49% |
False |
False |
266,395 |
20 |
1,816.25 |
1,722.25 |
94.00 |
5.3% |
27.75 |
1.6% |
49% |
False |
False |
268,252 |
40 |
1,816.25 |
1,650.25 |
166.00 |
9.4% |
30.50 |
1.7% |
71% |
False |
False |
301,054 |
60 |
1,816.25 |
1,649.75 |
166.50 |
9.4% |
29.75 |
1.7% |
71% |
False |
False |
301,029 |
80 |
1,816.25 |
1,559.25 |
257.00 |
14.5% |
29.75 |
1.7% |
81% |
False |
False |
233,005 |
100 |
1,816.25 |
1,522.00 |
294.25 |
16.6% |
29.50 |
1.7% |
84% |
False |
False |
186,464 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,916.25 |
2.618 |
1,867.75 |
1.618 |
1,838.00 |
1.000 |
1,819.50 |
0.618 |
1,808.25 |
HIGH |
1,789.75 |
0.618 |
1,778.50 |
0.500 |
1,775.00 |
0.382 |
1,771.25 |
LOW |
1,760.00 |
0.618 |
1,741.50 |
1.000 |
1,730.25 |
1.618 |
1,711.75 |
2.618 |
1,682.00 |
4.250 |
1,633.50 |
|
|
Fisher Pivots for day following 08-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,775.00 |
1,788.00 |
PP |
1,772.75 |
1,781.50 |
S1 |
1,770.50 |
1,775.00 |
|