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 |
1,785.25 |
1,768.75 |
-16.50 |
-0.9% |
1,763.00 |
High |
1,789.75 |
1,792.75 |
3.00 |
0.2% |
1,816.25 |
Low |
1,760.00 |
1,758.75 |
-1.25 |
-0.1% |
1,750.25 |
Close |
1,768.50 |
1,792.50 |
24.00 |
1.4% |
1,795.00 |
Range |
29.75 |
34.00 |
4.25 |
14.3% |
66.00 |
ATR |
30.29 |
30.55 |
0.27 |
0.9% |
0.00 |
Volume |
239,154 |
350,189 |
111,035 |
46.4% |
1,363,223 |
|
Daily Pivots for day following 09-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,883.25 |
1,872.00 |
1,811.25 |
|
R3 |
1,849.25 |
1,838.00 |
1,801.75 |
|
R2 |
1,815.25 |
1,815.25 |
1,798.75 |
|
R1 |
1,804.00 |
1,804.00 |
1,795.50 |
1,809.50 |
PP |
1,781.25 |
1,781.25 |
1,781.25 |
1,784.25 |
S1 |
1,770.00 |
1,770.00 |
1,789.50 |
1,775.50 |
S2 |
1,747.25 |
1,747.25 |
1,786.25 |
|
S3 |
1,713.25 |
1,736.00 |
1,783.25 |
|
S4 |
1,679.25 |
1,702.00 |
1,773.75 |
|
|
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 |
1,758.75 |
57.50 |
3.2% |
31.25 |
1.7% |
59% |
False |
True |
305,508 |
10 |
1,816.25 |
1,722.25 |
94.00 |
5.2% |
31.50 |
1.8% |
75% |
False |
False |
275,272 |
20 |
1,816.25 |
1,722.25 |
94.00 |
5.2% |
28.50 |
1.6% |
75% |
False |
False |
271,927 |
40 |
1,816.25 |
1,650.25 |
166.00 |
9.3% |
31.00 |
1.7% |
86% |
False |
False |
305,341 |
60 |
1,816.25 |
1,649.75 |
166.50 |
9.3% |
30.00 |
1.7% |
86% |
False |
False |
302,778 |
80 |
1,816.25 |
1,562.75 |
253.50 |
14.1% |
29.75 |
1.7% |
91% |
False |
False |
237,378 |
100 |
1,816.25 |
1,527.00 |
289.25 |
16.1% |
29.50 |
1.7% |
92% |
False |
False |
189,965 |
120 |
1,816.25 |
1,391.25 |
425.00 |
23.7% |
29.00 |
1.6% |
94% |
False |
False |
158,318 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,937.25 |
2.618 |
1,881.75 |
1.618 |
1,847.75 |
1.000 |
1,826.75 |
0.618 |
1,813.75 |
HIGH |
1,792.75 |
0.618 |
1,779.75 |
0.500 |
1,775.75 |
0.382 |
1,771.75 |
LOW |
1,758.75 |
0.618 |
1,737.75 |
1.000 |
1,724.75 |
1.618 |
1,703.75 |
2.618 |
1,669.75 |
4.250 |
1,614.25 |
|
|
Fisher Pivots for day following 09-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,787.00 |
1,788.00 |
PP |
1,781.25 |
1,783.50 |
S1 |
1,775.75 |
1,779.00 |
|