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 |
5,305.5 |
5,285.0 |
-20.5 |
-0.4% |
5,254.0 |
High |
5,331.0 |
5,325.0 |
-6.0 |
-0.1% |
5,376.0 |
Low |
5,250.0 |
5,205.0 |
-45.0 |
-0.9% |
5,181.0 |
Close |
5,308.0 |
5,231.0 |
-77.0 |
-1.5% |
5,320.5 |
Range |
81.0 |
120.0 |
39.0 |
48.1% |
195.0 |
ATR |
95.4 |
97.2 |
1.8 |
1.8% |
0.0 |
Volume |
116,950 |
83,316 |
-33,634 |
-28.8% |
541,197 |
|
Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,613.5 |
5,542.5 |
5,297.0 |
|
R3 |
5,493.5 |
5,422.5 |
5,264.0 |
|
R2 |
5,373.5 |
5,373.5 |
5,253.0 |
|
R1 |
5,302.5 |
5,302.5 |
5,242.0 |
5,278.0 |
PP |
5,253.5 |
5,253.5 |
5,253.5 |
5,241.5 |
S1 |
5,182.5 |
5,182.5 |
5,220.0 |
5,158.0 |
S2 |
5,133.5 |
5,133.5 |
5,209.0 |
|
S3 |
5,013.5 |
5,062.5 |
5,198.0 |
|
S4 |
4,893.5 |
4,942.5 |
5,165.0 |
|
|
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 |
5,205.0 |
171.0 |
3.3% |
93.0 |
1.8% |
15% |
False |
True |
95,891 |
10 |
5,376.5 |
5,081.0 |
295.5 |
5.6% |
94.5 |
1.8% |
51% |
False |
False |
101,267 |
20 |
5,386.0 |
5,081.0 |
305.0 |
5.8% |
78.5 |
1.5% |
49% |
False |
False |
94,628 |
40 |
5,386.0 |
4,954.5 |
431.5 |
8.2% |
86.0 |
1.6% |
64% |
False |
False |
102,447 |
60 |
5,386.0 |
4,922.5 |
463.5 |
8.9% |
83.5 |
1.6% |
67% |
False |
False |
108,228 |
80 |
5,386.0 |
4,568.0 |
818.0 |
15.6% |
78.0 |
1.5% |
81% |
False |
False |
83,117 |
100 |
5,386.0 |
4,319.0 |
1,067.0 |
20.4% |
72.5 |
1.4% |
85% |
False |
False |
66,521 |
120 |
5,386.0 |
4,041.0 |
1,345.0 |
25.7% |
71.5 |
1.4% |
88% |
False |
False |
55,458 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,835.0 |
2.618 |
5,639.0 |
1.618 |
5,519.0 |
1.000 |
5,445.0 |
0.618 |
5,399.0 |
HIGH |
5,325.0 |
0.618 |
5,279.0 |
0.500 |
5,265.0 |
0.382 |
5,251.0 |
LOW |
5,205.0 |
0.618 |
5,131.0 |
1.000 |
5,085.0 |
1.618 |
5,011.0 |
2.618 |
4,891.0 |
4.250 |
4,695.0 |
|
|
Fisher Pivots for day following 08-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5,265.0 |
5,290.5 |
PP |
5,253.5 |
5,270.5 |
S1 |
5,242.5 |
5,251.0 |
|