Trading Metrics calculated at close of trading on 08-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2009 |
08-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1,160.3 |
1,159.8 |
-0.5 |
0.0% |
1,182.0 |
High |
1,166.2 |
1,170.2 |
4.0 |
0.3% |
1,227.5 |
Low |
1,136.1 |
1,125.3 |
-10.8 |
-1.0% |
1,147.4 |
Close |
1,164.0 |
1,143.4 |
-20.6 |
-1.8% |
1,169.5 |
Range |
30.1 |
44.9 |
14.8 |
49.2% |
80.1 |
ATR |
26.0 |
27.3 |
1.4 |
5.2% |
0.0 |
Volume |
366,076 |
276,335 |
-89,741 |
-24.5% |
1,038,710 |
|
Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,281.0 |
1,257.1 |
1,168.1 |
|
R3 |
1,236.1 |
1,212.2 |
1,155.7 |
|
R2 |
1,191.2 |
1,191.2 |
1,151.6 |
|
R1 |
1,167.3 |
1,167.3 |
1,147.5 |
1,156.8 |
PP |
1,146.3 |
1,146.3 |
1,146.3 |
1,141.1 |
S1 |
1,122.4 |
1,122.4 |
1,139.3 |
1,111.9 |
S2 |
1,101.4 |
1,101.4 |
1,135.2 |
|
S3 |
1,056.5 |
1,077.5 |
1,131.1 |
|
S4 |
1,011.6 |
1,032.6 |
1,118.7 |
|
|
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 |
1,125.3 |
102.2 |
8.9% |
37.1 |
3.2% |
18% |
False |
True |
246,165 |
10 |
1,227.5 |
1,125.3 |
102.2 |
8.9% |
33.4 |
2.9% |
18% |
False |
True |
200,772 |
20 |
1,227.5 |
1,098.6 |
128.9 |
11.3% |
25.6 |
2.2% |
35% |
False |
False |
113,038 |
40 |
1,227.5 |
1,028.0 |
199.5 |
17.4% |
21.2 |
1.9% |
58% |
False |
False |
59,569 |
60 |
1,227.5 |
987.3 |
240.2 |
21.0% |
19.0 |
1.7% |
65% |
False |
False |
40,489 |
80 |
1,227.5 |
933.5 |
294.0 |
25.7% |
17.6 |
1.5% |
71% |
False |
False |
30,671 |
100 |
1,227.5 |
929.2 |
298.3 |
26.1% |
16.1 |
1.4% |
72% |
False |
False |
24,846 |
120 |
1,227.5 |
909.5 |
318.0 |
27.8% |
15.0 |
1.3% |
74% |
False |
False |
20,800 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,361.0 |
2.618 |
1,287.7 |
1.618 |
1,242.8 |
1.000 |
1,215.1 |
0.618 |
1,197.9 |
HIGH |
1,170.2 |
0.618 |
1,153.0 |
0.500 |
1,147.8 |
0.382 |
1,142.5 |
LOW |
1,125.3 |
0.618 |
1,097.6 |
1.000 |
1,080.4 |
1.618 |
1,052.7 |
2.618 |
1,007.8 |
4.250 |
934.5 |
|
|
Fisher Pivots for day following 08-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,147.8 |
1,169.6 |
PP |
1,146.3 |
1,160.9 |
S1 |
1,144.9 |
1,152.1 |
|