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 |
1,216.5 |
1,208.7 |
-7.8 |
-0.6% |
1,182.0 |
High |
1,227.5 |
1,213.9 |
-13.6 |
-1.1% |
1,227.5 |
Low |
1,205.2 |
1,147.4 |
-57.8 |
-4.8% |
1,147.4 |
Close |
1,218.3 |
1,169.5 |
-48.8 |
-4.0% |
1,169.5 |
Range |
22.3 |
66.5 |
44.2 |
198.2% |
80.1 |
ATR |
21.9 |
25.4 |
3.5 |
16.0% |
0.0 |
Volume |
191,901 |
222,895 |
30,994 |
16.2% |
1,038,710 |
|
Daily Pivots for day following 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,376.4 |
1,339.5 |
1,206.1 |
|
R3 |
1,309.9 |
1,273.0 |
1,187.8 |
|
R2 |
1,243.4 |
1,243.4 |
1,181.7 |
|
R1 |
1,206.5 |
1,206.5 |
1,175.6 |
1,191.7 |
PP |
1,176.9 |
1,176.9 |
1,176.9 |
1,169.6 |
S1 |
1,140.0 |
1,140.0 |
1,163.4 |
1,125.2 |
S2 |
1,110.4 |
1,110.4 |
1,157.3 |
|
S3 |
1,043.9 |
1,073.5 |
1,151.2 |
|
S4 |
977.4 |
1,007.0 |
1,132.9 |
|
|
Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,421.8 |
1,375.7 |
1,213.6 |
|
R3 |
1,341.7 |
1,295.6 |
1,191.5 |
|
R2 |
1,261.6 |
1,261.6 |
1,184.2 |
|
R1 |
1,215.5 |
1,215.5 |
1,176.8 |
1,198.5 |
PP |
1,181.5 |
1,181.5 |
1,181.5 |
1,173.0 |
S1 |
1,135.4 |
1,135.4 |
1,162.2 |
1,118.4 |
S2 |
1,101.4 |
1,101.4 |
1,154.8 |
|
S3 |
1,021.3 |
1,055.3 |
1,147.5 |
|
S4 |
941.2 |
975.2 |
1,125.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,227.5 |
1,147.4 |
80.1 |
6.8% |
31.7 |
2.7% |
28% |
False |
True |
207,742 |
10 |
1,227.5 |
1,134.2 |
93.3 |
8.0% |
30.0 |
2.6% |
38% |
False |
False |
144,547 |
20 |
1,227.5 |
1,088.4 |
139.1 |
11.9% |
23.4 |
2.0% |
58% |
False |
False |
82,618 |
40 |
1,227.5 |
1,028.0 |
199.5 |
17.1% |
19.8 |
1.7% |
71% |
False |
False |
43,683 |
60 |
1,227.5 |
987.3 |
240.2 |
20.5% |
18.3 |
1.6% |
76% |
False |
False |
29,838 |
80 |
1,227.5 |
933.5 |
294.0 |
25.1% |
17.0 |
1.5% |
80% |
False |
False |
22,669 |
100 |
1,227.5 |
929.2 |
298.3 |
25.5% |
15.5 |
1.3% |
81% |
False |
False |
18,433 |
120 |
1,227.5 |
909.5 |
318.0 |
27.2% |
14.5 |
1.2% |
82% |
False |
False |
15,490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,496.5 |
2.618 |
1,388.0 |
1.618 |
1,321.5 |
1.000 |
1,280.4 |
0.618 |
1,255.0 |
HIGH |
1,213.9 |
0.618 |
1,188.5 |
0.500 |
1,180.7 |
0.382 |
1,172.8 |
LOW |
1,147.4 |
0.618 |
1,106.3 |
1.000 |
1,080.9 |
1.618 |
1,039.8 |
2.618 |
973.3 |
4.250 |
864.8 |
|
|
Fisher Pivots for day following 04-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,180.7 |
1,187.5 |
PP |
1,176.9 |
1,181.5 |
S1 |
1,173.2 |
1,175.5 |
|