Trading Metrics calculated at close of trading on 10-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2009 |
10-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
4,610.0 |
4,631.0 |
21.0 |
0.5% |
4,624.0 |
High |
4,643.0 |
4,656.0 |
13.0 |
0.3% |
4,806.0 |
Low |
4,595.0 |
4,596.0 |
1.0 |
0.0% |
4,624.0 |
Close |
4,630.0 |
4,613.0 |
-17.0 |
-0.4% |
4,706.0 |
Range |
48.0 |
60.0 |
12.0 |
25.0% |
182.0 |
ATR |
72.9 |
71.9 |
-0.9 |
-1.3% |
0.0 |
Volume |
24,118 |
25,427 |
1,309 |
5.4% |
136,501 |
|
Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,801.7 |
4,767.3 |
4,646.0 |
|
R3 |
4,741.7 |
4,707.3 |
4,629.5 |
|
R2 |
4,681.7 |
4,681.7 |
4,624.0 |
|
R1 |
4,647.3 |
4,647.3 |
4,618.5 |
4,634.5 |
PP |
4,621.7 |
4,621.7 |
4,621.7 |
4,615.3 |
S1 |
4,587.3 |
4,587.3 |
4,607.5 |
4,574.5 |
S2 |
4,561.7 |
4,561.7 |
4,602.0 |
|
S3 |
4,501.7 |
4,527.3 |
4,596.5 |
|
S4 |
4,441.7 |
4,467.3 |
4,580.0 |
|
|
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 |
4,750.0 |
4,595.0 |
155.0 |
3.4% |
61.4 |
1.3% |
12% |
False |
False |
24,951 |
10 |
4,806.0 |
4,567.0 |
239.0 |
5.2% |
59.9 |
1.3% |
19% |
False |
False |
27,162 |
20 |
4,820.0 |
4,567.0 |
253.0 |
5.5% |
55.9 |
1.2% |
18% |
False |
False |
24,636 |
40 |
4,888.0 |
4,501.0 |
387.0 |
8.4% |
53.5 |
1.2% |
29% |
False |
False |
26,129 |
60 |
4,900.0 |
4,501.0 |
399.0 |
8.6% |
53.1 |
1.2% |
28% |
False |
False |
25,518 |
80 |
4,900.0 |
4,260.0 |
640.0 |
13.9% |
51.6 |
1.1% |
55% |
False |
False |
22,387 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,911.0 |
2.618 |
4,813.1 |
1.618 |
4,753.1 |
1.000 |
4,716.0 |
0.618 |
4,693.1 |
HIGH |
4,656.0 |
0.618 |
4,633.1 |
0.500 |
4,626.0 |
0.382 |
4,618.9 |
LOW |
4,596.0 |
0.618 |
4,558.9 |
1.000 |
4,536.0 |
1.618 |
4,498.9 |
2.618 |
4,438.9 |
4.250 |
4,341.0 |
|
|
Fisher Pivots for day following 10-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
4,626.0 |
4,649.5 |
PP |
4,621.7 |
4,637.3 |
S1 |
4,617.3 |
4,625.2 |
|