Trading Metrics calculated at close of trading on 07-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2009 |
07-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
4,745.0 |
4,740.0 |
-5.0 |
-0.1% |
4,624.0 |
High |
4,750.0 |
4,747.0 |
-3.0 |
-0.1% |
4,806.0 |
Low |
4,691.0 |
4,654.0 |
-37.0 |
-0.8% |
4,624.0 |
Close |
4,706.0 |
4,673.0 |
-33.0 |
-0.7% |
4,706.0 |
Range |
59.0 |
93.0 |
34.0 |
57.6% |
182.0 |
ATR |
73.4 |
74.8 |
1.4 |
1.9% |
0.0 |
Volume |
26,354 |
27,370 |
1,016 |
3.9% |
136,501 |
|
Daily Pivots for day following 07-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,970.3 |
4,914.7 |
4,724.2 |
|
R3 |
4,877.3 |
4,821.7 |
4,698.6 |
|
R2 |
4,784.3 |
4,784.3 |
4,690.1 |
|
R1 |
4,728.7 |
4,728.7 |
4,681.5 |
4,710.0 |
PP |
4,691.3 |
4,691.3 |
4,691.3 |
4,682.0 |
S1 |
4,635.7 |
4,635.7 |
4,664.5 |
4,617.0 |
S2 |
4,598.3 |
4,598.3 |
4,656.0 |
|
S3 |
4,505.3 |
4,542.7 |
4,647.4 |
|
S4 |
4,412.3 |
4,449.7 |
4,621.9 |
|
|
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 |
4,654.0 |
152.0 |
3.3% |
56.0 |
1.2% |
13% |
False |
True |
25,384 |
10 |
4,806.0 |
4,567.0 |
239.0 |
5.1% |
64.1 |
1.4% |
44% |
False |
False |
27,144 |
20 |
4,820.0 |
4,567.0 |
253.0 |
5.4% |
55.2 |
1.2% |
42% |
False |
False |
25,384 |
40 |
4,900.0 |
4,501.0 |
399.0 |
8.5% |
53.0 |
1.1% |
43% |
False |
False |
25,817 |
60 |
4,900.0 |
4,501.0 |
399.0 |
8.5% |
54.0 |
1.2% |
43% |
False |
False |
27,295 |
80 |
4,900.0 |
4,260.0 |
640.0 |
13.7% |
50.7 |
1.1% |
65% |
False |
False |
21,503 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,142.3 |
2.618 |
4,990.5 |
1.618 |
4,897.5 |
1.000 |
4,840.0 |
0.618 |
4,804.5 |
HIGH |
4,747.0 |
0.618 |
4,711.5 |
0.500 |
4,700.5 |
0.382 |
4,689.5 |
LOW |
4,654.0 |
0.618 |
4,596.5 |
1.000 |
4,561.0 |
1.618 |
4,503.5 |
2.618 |
4,410.5 |
4.250 |
4,258.8 |
|
|
Fisher Pivots for day following 07-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
4,700.5 |
4,724.5 |
PP |
4,691.3 |
4,707.3 |
S1 |
4,682.2 |
4,690.2 |
|