Trading Metrics calculated at close of trading on 04-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2009 |
04-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
5,363.0 |
5,299.0 |
-64.0 |
-1.2% |
5,254.0 |
High |
5,373.0 |
5,376.0 |
3.0 |
0.1% |
5,376.0 |
Low |
5,280.5 |
5,273.0 |
-7.5 |
-0.1% |
5,181.0 |
Close |
5,317.5 |
5,320.5 |
3.0 |
0.1% |
5,320.5 |
Range |
92.5 |
103.0 |
10.5 |
11.4% |
195.0 |
ATR |
96.0 |
96.5 |
0.5 |
0.5% |
0.0 |
Volume |
86,873 |
98,093 |
11,220 |
12.9% |
541,197 |
|
Daily Pivots for day following 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,632.0 |
5,579.5 |
5,377.0 |
|
R3 |
5,529.0 |
5,476.5 |
5,349.0 |
|
R2 |
5,426.0 |
5,426.0 |
5,339.5 |
|
R1 |
5,373.5 |
5,373.5 |
5,330.0 |
5,400.0 |
PP |
5,323.0 |
5,323.0 |
5,323.0 |
5,336.5 |
S1 |
5,270.5 |
5,270.5 |
5,311.0 |
5,297.0 |
S2 |
5,220.0 |
5,220.0 |
5,301.5 |
|
S3 |
5,117.0 |
5,167.5 |
5,292.0 |
|
S4 |
5,014.0 |
5,064.5 |
5,264.0 |
|
|
Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,877.5 |
5,794.0 |
5,428.0 |
|
R3 |
5,682.5 |
5,599.0 |
5,374.0 |
|
R2 |
5,487.5 |
5,487.5 |
5,356.0 |
|
R1 |
5,404.0 |
5,404.0 |
5,338.5 |
5,446.0 |
PP |
5,292.5 |
5,292.5 |
5,292.5 |
5,313.5 |
S1 |
5,209.0 |
5,209.0 |
5,302.5 |
5,251.0 |
S2 |
5,097.5 |
5,097.5 |
5,285.0 |
|
S3 |
4,902.5 |
5,014.0 |
5,267.0 |
|
S4 |
4,707.5 |
4,819.0 |
5,213.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,376.0 |
5,181.0 |
195.0 |
3.7% |
87.0 |
1.6% |
72% |
True |
False |
108,239 |
10 |
5,380.0 |
5,081.0 |
299.0 |
5.6% |
92.0 |
1.7% |
80% |
False |
False |
101,316 |
20 |
5,386.0 |
5,055.5 |
330.5 |
6.2% |
77.0 |
1.4% |
80% |
False |
False |
94,489 |
40 |
5,386.0 |
4,954.5 |
431.5 |
8.1% |
83.5 |
1.6% |
85% |
False |
False |
102,181 |
60 |
5,386.0 |
4,922.0 |
464.0 |
8.7% |
82.5 |
1.5% |
86% |
False |
False |
106,375 |
80 |
5,386.0 |
4,568.0 |
818.0 |
15.4% |
76.5 |
1.4% |
92% |
False |
False |
80,619 |
100 |
5,386.0 |
4,195.0 |
1,191.0 |
22.4% |
72.5 |
1.4% |
95% |
False |
False |
64,521 |
120 |
5,386.0 |
4,041.0 |
1,345.0 |
25.3% |
71.0 |
1.3% |
95% |
False |
False |
53,800 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,814.0 |
2.618 |
5,645.5 |
1.618 |
5,542.5 |
1.000 |
5,479.0 |
0.618 |
5,439.5 |
HIGH |
5,376.0 |
0.618 |
5,336.5 |
0.500 |
5,324.5 |
0.382 |
5,312.5 |
LOW |
5,273.0 |
0.618 |
5,209.5 |
1.000 |
5,170.0 |
1.618 |
5,106.5 |
2.618 |
5,003.5 |
4.250 |
4,835.0 |
|
|
Fisher Pivots for day following 04-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5,324.5 |
5,324.5 |
PP |
5,323.0 |
5,323.0 |
S1 |
5,322.0 |
5,322.0 |
|