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 |
1,208.7 |
1,160.3 |
-48.4 |
-4.0% |
1,182.0 |
High |
1,213.9 |
1,166.2 |
-47.7 |
-3.9% |
1,227.5 |
Low |
1,147.4 |
1,136.1 |
-11.3 |
-1.0% |
1,147.4 |
Close |
1,169.5 |
1,164.0 |
-5.5 |
-0.5% |
1,169.5 |
Range |
66.5 |
30.1 |
-36.4 |
-54.7% |
80.1 |
ATR |
25.4 |
26.0 |
0.6 |
2.3% |
0.0 |
Volume |
222,895 |
366,076 |
143,181 |
64.2% |
1,038,710 |
|
Daily Pivots for day following 07-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,245.7 |
1,235.0 |
1,180.6 |
|
R3 |
1,215.6 |
1,204.9 |
1,172.3 |
|
R2 |
1,185.5 |
1,185.5 |
1,169.5 |
|
R1 |
1,174.8 |
1,174.8 |
1,166.8 |
1,180.2 |
PP |
1,155.4 |
1,155.4 |
1,155.4 |
1,158.1 |
S1 |
1,144.7 |
1,144.7 |
1,161.2 |
1,150.1 |
S2 |
1,125.3 |
1,125.3 |
1,158.5 |
|
S3 |
1,095.2 |
1,114.6 |
1,155.7 |
|
S4 |
1,065.1 |
1,084.5 |
1,147.4 |
|
|
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 |
1,136.1 |
91.4 |
7.9% |
33.7 |
2.9% |
31% |
False |
True |
225,772 |
10 |
1,227.5 |
1,135.8 |
91.7 |
7.9% |
31.1 |
2.7% |
31% |
False |
False |
177,145 |
20 |
1,227.5 |
1,095.8 |
131.7 |
11.3% |
24.2 |
2.1% |
52% |
False |
False |
100,531 |
40 |
1,227.5 |
1,028.0 |
199.5 |
17.1% |
20.3 |
1.7% |
68% |
False |
False |
52,729 |
60 |
1,227.5 |
987.3 |
240.2 |
20.6% |
18.5 |
1.6% |
74% |
False |
False |
35,895 |
80 |
1,227.5 |
933.5 |
294.0 |
25.3% |
17.3 |
1.5% |
78% |
False |
False |
27,235 |
100 |
1,227.5 |
929.2 |
298.3 |
25.6% |
15.7 |
1.4% |
79% |
False |
False |
22,087 |
120 |
1,227.5 |
909.5 |
318.0 |
27.3% |
14.7 |
1.3% |
80% |
False |
False |
18,519 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,294.1 |
2.618 |
1,245.0 |
1.618 |
1,214.9 |
1.000 |
1,196.3 |
0.618 |
1,184.8 |
HIGH |
1,166.2 |
0.618 |
1,154.7 |
0.500 |
1,151.2 |
0.382 |
1,147.6 |
LOW |
1,136.1 |
0.618 |
1,117.5 |
1.000 |
1,106.0 |
1.618 |
1,087.4 |
2.618 |
1,057.3 |
4.250 |
1,008.2 |
|
|
Fisher Pivots for day following 07-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,159.7 |
1,181.8 |
PP |
1,155.4 |
1,175.9 |
S1 |
1,151.2 |
1,169.9 |
|