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 |
5,832.5 |
5,747.0 |
-85.5 |
-1.5% |
5,697.5 |
High |
5,856.0 |
5,865.0 |
9.0 |
0.2% |
5,865.0 |
Low |
5,735.0 |
5,735.0 |
0.0 |
0.0% |
5,620.0 |
Close |
5,777.5 |
5,823.0 |
45.5 |
0.8% |
5,823.0 |
Range |
121.0 |
130.0 |
9.0 |
7.4% |
245.0 |
ATR |
113.7 |
114.9 |
1.2 |
1.0% |
0.0 |
Volume |
1,682 |
1,292 |
-390 |
-23.2% |
4,294 |
|
Daily Pivots for day following 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,197.7 |
6,140.3 |
5,894.5 |
|
R3 |
6,067.7 |
6,010.3 |
5,858.8 |
|
R2 |
5,937.7 |
5,937.7 |
5,846.8 |
|
R1 |
5,880.3 |
5,880.3 |
5,834.9 |
5,909.0 |
PP |
5,807.7 |
5,807.7 |
5,807.7 |
5,822.0 |
S1 |
5,750.3 |
5,750.3 |
5,811.1 |
5,779.0 |
S2 |
5,677.7 |
5,677.7 |
5,799.2 |
|
S3 |
5,547.7 |
5,620.3 |
5,787.3 |
|
S4 |
5,417.7 |
5,490.3 |
5,751.5 |
|
|
Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,504.3 |
6,408.7 |
5,957.8 |
|
R3 |
6,259.3 |
6,163.7 |
5,890.4 |
|
R2 |
6,014.3 |
6,014.3 |
5,867.9 |
|
R1 |
5,918.7 |
5,918.7 |
5,845.5 |
5,966.5 |
PP |
5,769.3 |
5,769.3 |
5,769.3 |
5,793.3 |
S1 |
5,673.7 |
5,673.7 |
5,800.5 |
5,721.5 |
S2 |
5,524.3 |
5,524.3 |
5,778.1 |
|
S3 |
5,279.3 |
5,428.7 |
5,755.6 |
|
S4 |
5,034.3 |
5,183.7 |
5,688.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,865.0 |
5,620.0 |
245.0 |
4.2% |
106.0 |
1.8% |
83% |
True |
False |
858 |
10 |
5,865.0 |
5,519.0 |
346.0 |
5.9% |
113.9 |
2.0% |
88% |
True |
False |
960 |
20 |
5,865.0 |
5,519.0 |
346.0 |
5.9% |
96.6 |
1.7% |
88% |
True |
False |
929 |
40 |
5,895.0 |
5,324.0 |
571.0 |
9.8% |
105.5 |
1.8% |
87% |
False |
False |
763 |
60 |
5,895.0 |
5,324.0 |
571.0 |
9.8% |
100.9 |
1.7% |
87% |
False |
False |
1,173 |
80 |
5,895.0 |
5,171.0 |
724.0 |
12.4% |
97.2 |
1.7% |
90% |
False |
False |
1,028 |
100 |
5,895.0 |
5,035.5 |
859.5 |
14.8% |
98.4 |
1.7% |
92% |
False |
False |
856 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,417.5 |
2.618 |
6,205.3 |
1.618 |
6,075.3 |
1.000 |
5,995.0 |
0.618 |
5,945.3 |
HIGH |
5,865.0 |
0.618 |
5,815.3 |
0.500 |
5,800.0 |
0.382 |
5,784.7 |
LOW |
5,735.0 |
0.618 |
5,654.7 |
1.000 |
5,605.0 |
1.618 |
5,524.7 |
2.618 |
5,394.7 |
4.250 |
5,182.5 |
|
|
Fisher Pivots for day following 04-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5,815.3 |
5,815.3 |
PP |
5,807.7 |
5,807.7 |
S1 |
5,800.0 |
5,800.0 |
|