Trading Metrics calculated at close of trading on 09-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2009 |
09-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
4,671.0 |
4,610.0 |
-61.0 |
-1.3% |
4,624.0 |
High |
4,704.0 |
4,643.0 |
-61.0 |
-1.3% |
4,806.0 |
Low |
4,657.0 |
4,595.0 |
-62.0 |
-1.3% |
4,624.0 |
Close |
4,669.0 |
4,630.0 |
-39.0 |
-0.8% |
4,706.0 |
Range |
47.0 |
48.0 |
1.0 |
2.1% |
182.0 |
ATR |
72.8 |
72.9 |
0.1 |
0.1% |
0.0 |
Volume |
21,488 |
24,118 |
2,630 |
12.2% |
136,501 |
|
Daily Pivots for day following 09-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,766.7 |
4,746.3 |
4,656.4 |
|
R3 |
4,718.7 |
4,698.3 |
4,643.2 |
|
R2 |
4,670.7 |
4,670.7 |
4,638.8 |
|
R1 |
4,650.3 |
4,650.3 |
4,634.4 |
4,660.5 |
PP |
4,622.7 |
4,622.7 |
4,622.7 |
4,627.8 |
S1 |
4,602.3 |
4,602.3 |
4,625.6 |
4,612.5 |
S2 |
4,574.7 |
4,574.7 |
4,621.2 |
|
S3 |
4,526.7 |
4,554.3 |
4,616.8 |
|
S4 |
4,478.7 |
4,506.3 |
4,603.6 |
|
|
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 |
4,795.0 |
4,595.0 |
200.0 |
4.3% |
56.2 |
1.2% |
18% |
False |
True |
23,783 |
10 |
4,806.0 |
4,567.0 |
239.0 |
5.2% |
59.5 |
1.3% |
26% |
False |
False |
26,446 |
20 |
4,820.0 |
4,567.0 |
253.0 |
5.5% |
55.8 |
1.2% |
25% |
False |
False |
24,550 |
40 |
4,900.0 |
4,501.0 |
399.0 |
8.6% |
53.0 |
1.1% |
32% |
False |
False |
25,981 |
60 |
4,900.0 |
4,501.0 |
399.0 |
8.6% |
53.1 |
1.1% |
32% |
False |
False |
25,708 |
80 |
4,900.0 |
4,260.0 |
640.0 |
13.8% |
51.2 |
1.1% |
58% |
False |
False |
22,069 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,847.0 |
2.618 |
4,768.7 |
1.618 |
4,720.7 |
1.000 |
4,691.0 |
0.618 |
4,672.7 |
HIGH |
4,643.0 |
0.618 |
4,624.7 |
0.500 |
4,619.0 |
0.382 |
4,613.3 |
LOW |
4,595.0 |
0.618 |
4,565.3 |
1.000 |
4,547.0 |
1.618 |
4,517.3 |
2.618 |
4,469.3 |
4.250 |
4,391.0 |
|
|
Fisher Pivots for day following 09-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
4,626.3 |
4,671.0 |
PP |
4,622.7 |
4,657.3 |
S1 |
4,619.0 |
4,643.7 |
|