Trading Metrics calculated at close of trading on 09-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2009 |
09-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1,159.8 |
1,129.5 |
-30.3 |
-2.6% |
1,182.0 |
High |
1,170.2 |
1,148.4 |
-21.8 |
-1.9% |
1,227.5 |
Low |
1,125.3 |
1,117.0 |
-8.3 |
-0.7% |
1,147.4 |
Close |
1,143.4 |
1,120.9 |
-22.5 |
-2.0% |
1,169.5 |
Range |
44.9 |
31.4 |
-13.5 |
-30.1% |
80.1 |
ATR |
27.3 |
27.6 |
0.3 |
1.1% |
0.0 |
Volume |
276,335 |
239,293 |
-37,042 |
-13.4% |
1,038,710 |
|
Daily Pivots for day following 09-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,223.0 |
1,203.3 |
1,138.2 |
|
R3 |
1,191.6 |
1,171.9 |
1,129.5 |
|
R2 |
1,160.2 |
1,160.2 |
1,126.7 |
|
R1 |
1,140.5 |
1,140.5 |
1,123.8 |
1,134.7 |
PP |
1,128.8 |
1,128.8 |
1,128.8 |
1,125.8 |
S1 |
1,109.1 |
1,109.1 |
1,118.0 |
1,103.3 |
S2 |
1,097.4 |
1,097.4 |
1,115.1 |
|
S3 |
1,066.0 |
1,077.7 |
1,112.3 |
|
S4 |
1,034.6 |
1,046.3 |
1,103.6 |
|
|
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 |
1,117.0 |
110.5 |
9.9% |
39.0 |
3.5% |
4% |
False |
True |
259,300 |
10 |
1,227.5 |
1,117.0 |
110.5 |
9.9% |
35.2 |
3.1% |
4% |
False |
True |
216,977 |
20 |
1,227.5 |
1,102.6 |
124.9 |
11.1% |
26.5 |
2.4% |
15% |
False |
False |
124,150 |
40 |
1,227.5 |
1,028.0 |
199.5 |
17.8% |
21.5 |
1.9% |
47% |
False |
False |
65,466 |
60 |
1,227.5 |
987.3 |
240.2 |
21.4% |
19.3 |
1.7% |
56% |
False |
False |
44,463 |
80 |
1,227.5 |
935.0 |
292.5 |
26.1% |
17.8 |
1.6% |
64% |
False |
False |
33,636 |
100 |
1,227.5 |
929.2 |
298.3 |
26.6% |
16.3 |
1.5% |
64% |
False |
False |
27,237 |
120 |
1,227.5 |
909.5 |
318.0 |
28.4% |
15.3 |
1.4% |
66% |
False |
False |
22,788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,281.9 |
2.618 |
1,230.6 |
1.618 |
1,199.2 |
1.000 |
1,179.8 |
0.618 |
1,167.8 |
HIGH |
1,148.4 |
0.618 |
1,136.4 |
0.500 |
1,132.7 |
0.382 |
1,129.0 |
LOW |
1,117.0 |
0.618 |
1,097.6 |
1.000 |
1,085.6 |
1.618 |
1,066.2 |
2.618 |
1,034.8 |
4.250 |
983.6 |
|
|
Fisher Pivots for day following 09-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,132.7 |
1,143.6 |
PP |
1,128.8 |
1,136.0 |
S1 |
1,124.8 |
1,128.5 |
|