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 |
10,440 |
10,347 |
-93 |
-0.9% |
10,309 |
High |
10,500 |
10,509 |
9 |
0.1% |
10,509 |
Low |
10,338 |
10,300 |
-38 |
-0.4% |
10,251 |
Close |
10,352 |
10,400 |
48 |
0.5% |
10,400 |
Range |
162 |
209 |
47 |
29.0% |
258 |
ATR |
151 |
155 |
4 |
2.8% |
0 |
Volume |
105,251 |
131,396 |
26,145 |
24.8% |
647,002 |
|
Daily Pivots for day following 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,030 |
10,924 |
10,515 |
|
R3 |
10,821 |
10,715 |
10,458 |
|
R2 |
10,612 |
10,612 |
10,438 |
|
R1 |
10,506 |
10,506 |
10,419 |
10,559 |
PP |
10,403 |
10,403 |
10,403 |
10,430 |
S1 |
10,297 |
10,297 |
10,381 |
10,350 |
S2 |
10,194 |
10,194 |
10,362 |
|
S3 |
9,985 |
10,088 |
10,343 |
|
S4 |
9,776 |
9,879 |
10,285 |
|
|
Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,161 |
11,038 |
10,542 |
|
R3 |
10,903 |
10,780 |
10,471 |
|
R2 |
10,645 |
10,645 |
10,447 |
|
R1 |
10,522 |
10,522 |
10,424 |
10,584 |
PP |
10,387 |
10,387 |
10,387 |
10,417 |
S1 |
10,264 |
10,264 |
10,376 |
10,326 |
S2 |
10,129 |
10,129 |
10,353 |
|
S3 |
9,871 |
10,006 |
10,329 |
|
S4 |
9,613 |
9,748 |
10,258 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,509 |
10,251 |
258 |
2.5% |
152 |
1.5% |
58% |
True |
False |
129,400 |
10 |
10,509 |
10,116 |
393 |
3.8% |
152 |
1.5% |
72% |
True |
False |
121,116 |
20 |
10,509 |
9,874 |
635 |
6.1% |
142 |
1.4% |
83% |
True |
False |
124,583 |
40 |
10,509 |
9,596 |
913 |
8.8% |
155 |
1.5% |
88% |
True |
False |
143,801 |
60 |
10,509 |
9,336 |
1,173 |
11.3% |
149 |
1.4% |
91% |
True |
False |
143,343 |
80 |
10,509 |
9,033 |
1,476 |
14.2% |
148 |
1.4% |
93% |
True |
False |
107,740 |
100 |
10,509 |
8,440 |
2,069 |
19.9% |
146 |
1.4% |
95% |
True |
False |
86,215 |
120 |
10,509 |
7,961 |
2,548 |
24.5% |
146 |
1.4% |
96% |
True |
False |
71,852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,397 |
2.618 |
11,056 |
1.618 |
10,847 |
1.000 |
10,718 |
0.618 |
10,638 |
HIGH |
10,509 |
0.618 |
10,429 |
0.500 |
10,405 |
0.382 |
10,380 |
LOW |
10,300 |
0.618 |
10,171 |
1.000 |
10,091 |
1.618 |
9,962 |
2.618 |
9,753 |
4.250 |
9,412 |
|
|
Fisher Pivots for day following 04-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
10,405 |
10,405 |
PP |
10,403 |
10,403 |
S1 |
10,402 |
10,402 |
|