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 |
10,347 |
10,398 |
51 |
0.5% |
10,309 |
High |
10,509 |
10,435 |
-74 |
-0.7% |
10,509 |
Low |
10,300 |
10,325 |
25 |
0.2% |
10,251 |
Close |
10,400 |
10,391 |
-9 |
-0.1% |
10,400 |
Range |
209 |
110 |
-99 |
-47.4% |
258 |
ATR |
155 |
152 |
-3 |
-2.1% |
0 |
Volume |
131,396 |
207,479 |
76,083 |
57.9% |
647,002 |
|
Daily Pivots for day following 07-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,714 |
10,662 |
10,452 |
|
R3 |
10,604 |
10,552 |
10,421 |
|
R2 |
10,494 |
10,494 |
10,411 |
|
R1 |
10,442 |
10,442 |
10,401 |
10,413 |
PP |
10,384 |
10,384 |
10,384 |
10,369 |
S1 |
10,332 |
10,332 |
10,381 |
10,303 |
S2 |
10,274 |
10,274 |
10,371 |
|
S3 |
10,164 |
10,222 |
10,361 |
|
S4 |
10,054 |
10,112 |
10,331 |
|
|
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 |
10,300 |
209 |
2.0% |
151 |
1.4% |
44% |
False |
False |
142,888 |
10 |
10,509 |
10,116 |
393 |
3.8% |
154 |
1.5% |
70% |
False |
False |
128,511 |
20 |
10,509 |
9,969 |
540 |
5.2% |
141 |
1.4% |
78% |
False |
False |
127,022 |
40 |
10,509 |
9,596 |
913 |
8.8% |
155 |
1.5% |
87% |
False |
False |
145,745 |
60 |
10,509 |
9,336 |
1,173 |
11.3% |
149 |
1.4% |
90% |
False |
False |
145,553 |
80 |
10,509 |
9,033 |
1,476 |
14.2% |
148 |
1.4% |
92% |
False |
False |
110,332 |
100 |
10,509 |
8,553 |
1,956 |
18.8% |
145 |
1.4% |
94% |
False |
False |
88,288 |
120 |
10,509 |
7,961 |
2,548 |
24.5% |
146 |
1.4% |
95% |
False |
False |
73,581 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,903 |
2.618 |
10,723 |
1.618 |
10,613 |
1.000 |
10,545 |
0.618 |
10,503 |
HIGH |
10,435 |
0.618 |
10,393 |
0.500 |
10,380 |
0.382 |
10,367 |
LOW |
10,325 |
0.618 |
10,257 |
1.000 |
10,215 |
1.618 |
10,147 |
2.618 |
10,037 |
4.250 |
9,858 |
|
|
Fisher Pivots for day following 07-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
10,387 |
10,405 |
PP |
10,384 |
10,400 |
S1 |
10,380 |
10,396 |
|