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 |
4,764.0 |
4,745.0 |
-19.0 |
-0.4% |
4,624.0 |
High |
4,795.0 |
4,750.0 |
-45.0 |
-0.9% |
4,806.0 |
Low |
4,761.0 |
4,691.0 |
-70.0 |
-1.5% |
4,624.0 |
Close |
4,788.0 |
4,706.0 |
-82.0 |
-1.7% |
4,706.0 |
Range |
34.0 |
59.0 |
25.0 |
73.5% |
182.0 |
ATR |
71.5 |
73.4 |
1.8 |
2.5% |
0.0 |
Volume |
19,588 |
26,354 |
6,766 |
34.5% |
136,501 |
|
Daily Pivots for day following 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,892.7 |
4,858.3 |
4,738.5 |
|
R3 |
4,833.7 |
4,799.3 |
4,722.2 |
|
R2 |
4,774.7 |
4,774.7 |
4,716.8 |
|
R1 |
4,740.3 |
4,740.3 |
4,711.4 |
4,728.0 |
PP |
4,715.7 |
4,715.7 |
4,715.7 |
4,709.5 |
S1 |
4,681.3 |
4,681.3 |
4,700.6 |
4,669.0 |
S2 |
4,656.7 |
4,656.7 |
4,695.2 |
|
S3 |
4,597.7 |
4,622.3 |
4,689.8 |
|
S4 |
4,538.7 |
4,563.3 |
4,673.6 |
|
|
Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,258.0 |
5,164.0 |
4,806.1 |
|
R3 |
5,076.0 |
4,982.0 |
4,756.1 |
|
R2 |
4,894.0 |
4,894.0 |
4,739.4 |
|
R1 |
4,800.0 |
4,800.0 |
4,722.7 |
4,847.0 |
PP |
4,712.0 |
4,712.0 |
4,712.0 |
4,735.5 |
S1 |
4,618.0 |
4,618.0 |
4,689.3 |
4,665.0 |
S2 |
4,530.0 |
4,530.0 |
4,672.6 |
|
S3 |
4,348.0 |
4,436.0 |
4,656.0 |
|
S4 |
4,166.0 |
4,254.0 |
4,605.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,806.0 |
4,624.0 |
182.0 |
3.9% |
56.6 |
1.2% |
45% |
False |
False |
27,300 |
10 |
4,806.0 |
4,567.0 |
239.0 |
5.1% |
59.5 |
1.3% |
58% |
False |
False |
26,070 |
20 |
4,820.0 |
4,567.0 |
253.0 |
5.4% |
54.5 |
1.2% |
55% |
False |
False |
25,658 |
40 |
4,900.0 |
4,501.0 |
399.0 |
8.5% |
52.1 |
1.1% |
51% |
False |
False |
25,489 |
60 |
4,900.0 |
4,501.0 |
399.0 |
8.5% |
53.6 |
1.1% |
51% |
False |
False |
27,824 |
80 |
4,900.0 |
4,260.0 |
640.0 |
13.6% |
50.3 |
1.1% |
70% |
False |
False |
21,162 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,000.8 |
2.618 |
4,904.5 |
1.618 |
4,845.5 |
1.000 |
4,809.0 |
0.618 |
4,786.5 |
HIGH |
4,750.0 |
0.618 |
4,727.5 |
0.500 |
4,720.5 |
0.382 |
4,713.5 |
LOW |
4,691.0 |
0.618 |
4,654.5 |
1.000 |
4,632.0 |
1.618 |
4,595.5 |
2.618 |
4,536.5 |
4.250 |
4,440.3 |
|
|
Fisher Pivots for day following 04-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
4,720.5 |
4,748.5 |
PP |
4,715.7 |
4,734.3 |
S1 |
4,710.8 |
4,720.2 |
|