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 |
1,768.75 |
1,791.50 |
22.75 |
1.3% |
1,763.00 |
High |
1,792.75 |
1,808.50 |
15.75 |
0.9% |
1,816.25 |
Low |
1,758.75 |
1,786.25 |
27.50 |
1.6% |
1,750.25 |
Close |
1,792.50 |
1,800.00 |
7.50 |
0.4% |
1,795.00 |
Range |
34.00 |
22.25 |
-11.75 |
-34.6% |
66.00 |
ATR |
30.55 |
29.96 |
-0.59 |
-1.9% |
0.00 |
Volume |
350,189 |
364,559 |
14,370 |
4.1% |
1,363,223 |
|
Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,865.00 |
1,854.75 |
1,812.25 |
|
R3 |
1,842.75 |
1,832.50 |
1,806.00 |
|
R2 |
1,820.50 |
1,820.50 |
1,804.00 |
|
R1 |
1,810.25 |
1,810.25 |
1,802.00 |
1,815.50 |
PP |
1,798.25 |
1,798.25 |
1,798.25 |
1,800.75 |
S1 |
1,788.00 |
1,788.00 |
1,798.00 |
1,793.00 |
S2 |
1,776.00 |
1,776.00 |
1,796.00 |
|
S3 |
1,753.75 |
1,765.75 |
1,794.00 |
|
S4 |
1,731.50 |
1,743.50 |
1,787.75 |
|
|
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% |
30.00 |
1.7% |
72% |
False |
False |
329,161 |
10 |
1,816.25 |
1,722.25 |
94.00 |
5.2% |
32.25 |
1.8% |
83% |
False |
False |
289,687 |
20 |
1,816.25 |
1,722.25 |
94.00 |
5.2% |
28.50 |
1.6% |
83% |
False |
False |
277,357 |
40 |
1,816.25 |
1,650.25 |
166.00 |
9.2% |
31.00 |
1.7% |
90% |
False |
False |
308,986 |
60 |
1,816.25 |
1,649.75 |
166.50 |
9.3% |
29.75 |
1.7% |
90% |
False |
False |
303,374 |
80 |
1,816.25 |
1,563.00 |
253.25 |
14.1% |
29.75 |
1.6% |
94% |
False |
False |
241,933 |
100 |
1,816.25 |
1,544.25 |
272.00 |
15.1% |
29.50 |
1.6% |
94% |
False |
False |
193,608 |
120 |
1,816.25 |
1,391.25 |
425.00 |
23.6% |
29.00 |
1.6% |
96% |
False |
False |
161,356 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,903.00 |
2.618 |
1,866.75 |
1.618 |
1,844.50 |
1.000 |
1,830.75 |
0.618 |
1,822.25 |
HIGH |
1,808.50 |
0.618 |
1,800.00 |
0.500 |
1,797.50 |
0.382 |
1,794.75 |
LOW |
1,786.25 |
0.618 |
1,772.50 |
1.000 |
1,764.00 |
1.618 |
1,750.25 |
2.618 |
1,728.00 |
4.250 |
1,691.75 |
|
|
Fisher Pivots for day following 10-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,799.00 |
1,794.50 |
PP |
1,798.25 |
1,789.00 |
S1 |
1,797.50 |
1,783.50 |
|