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 |
4,740.0 |
4,671.0 |
-69.0 |
-1.5% |
4,624.0 |
High |
4,747.0 |
4,704.0 |
-43.0 |
-0.9% |
4,806.0 |
Low |
4,654.0 |
4,657.0 |
3.0 |
0.1% |
4,624.0 |
Close |
4,673.0 |
4,669.0 |
-4.0 |
-0.1% |
4,706.0 |
Range |
93.0 |
47.0 |
-46.0 |
-49.5% |
182.0 |
ATR |
74.8 |
72.8 |
-2.0 |
-2.7% |
0.0 |
Volume |
27,370 |
21,488 |
-5,882 |
-21.5% |
136,501 |
|
Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,817.7 |
4,790.3 |
4,694.9 |
|
R3 |
4,770.7 |
4,743.3 |
4,681.9 |
|
R2 |
4,723.7 |
4,723.7 |
4,677.6 |
|
R1 |
4,696.3 |
4,696.3 |
4,673.3 |
4,686.5 |
PP |
4,676.7 |
4,676.7 |
4,676.7 |
4,671.8 |
S1 |
4,649.3 |
4,649.3 |
4,664.7 |
4,639.5 |
S2 |
4,629.7 |
4,629.7 |
4,660.4 |
|
S3 |
4,582.7 |
4,602.3 |
4,656.1 |
|
S4 |
4,535.7 |
4,555.3 |
4,643.2 |
|
|
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% |
55.4 |
1.2% |
10% |
False |
False |
24,538 |
10 |
4,806.0 |
4,567.0 |
239.0 |
5.1% |
60.1 |
1.3% |
43% |
False |
False |
26,669 |
20 |
4,820.0 |
4,567.0 |
253.0 |
5.4% |
54.8 |
1.2% |
40% |
False |
False |
24,752 |
40 |
4,900.0 |
4,501.0 |
399.0 |
8.5% |
53.2 |
1.1% |
42% |
False |
False |
25,948 |
60 |
4,900.0 |
4,501.0 |
399.0 |
8.5% |
53.8 |
1.2% |
42% |
False |
False |
26,270 |
80 |
4,900.0 |
4,260.0 |
640.0 |
13.7% |
51.0 |
1.1% |
64% |
False |
False |
21,769 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,903.8 |
2.618 |
4,827.0 |
1.618 |
4,780.0 |
1.000 |
4,751.0 |
0.618 |
4,733.0 |
HIGH |
4,704.0 |
0.618 |
4,686.0 |
0.500 |
4,680.5 |
0.382 |
4,675.0 |
LOW |
4,657.0 |
0.618 |
4,628.0 |
1.000 |
4,610.0 |
1.618 |
4,581.0 |
2.618 |
4,534.0 |
4.250 |
4,457.3 |
|
|
Fisher Pivots for day following 08-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
4,680.5 |
4,702.0 |
PP |
4,676.7 |
4,691.0 |
S1 |
4,672.8 |
4,680.0 |
|