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 |
5,747.0 |
5,803.0 |
56.0 |
1.0% |
5,697.5 |
High |
5,865.0 |
5,818.5 |
-46.5 |
-0.8% |
5,865.0 |
Low |
5,735.0 |
5,751.0 |
16.0 |
0.3% |
5,620.0 |
Close |
5,823.0 |
5,790.0 |
-33.0 |
-0.6% |
5,823.0 |
Range |
130.0 |
67.5 |
-62.5 |
-48.1% |
245.0 |
ATR |
114.9 |
111.8 |
-3.1 |
-2.7% |
0.0 |
Volume |
1,292 |
1,854 |
562 |
43.5% |
4,294 |
|
Daily Pivots for day following 07-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,989.0 |
5,957.0 |
5,827.1 |
|
R3 |
5,921.5 |
5,889.5 |
5,808.6 |
|
R2 |
5,854.0 |
5,854.0 |
5,802.4 |
|
R1 |
5,822.0 |
5,822.0 |
5,796.2 |
5,804.3 |
PP |
5,786.5 |
5,786.5 |
5,786.5 |
5,777.6 |
S1 |
5,754.5 |
5,754.5 |
5,783.8 |
5,736.8 |
S2 |
5,719.0 |
5,719.0 |
5,777.6 |
|
S3 |
5,651.5 |
5,687.0 |
5,771.4 |
|
S4 |
5,584.0 |
5,619.5 |
5,752.9 |
|
|
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 |
5,679.5 |
185.5 |
3.2% |
98.5 |
1.7% |
60% |
False |
False |
1,112 |
10 |
5,865.0 |
5,519.0 |
346.0 |
6.0% |
109.7 |
1.9% |
78% |
False |
False |
1,037 |
20 |
5,865.0 |
5,519.0 |
346.0 |
6.0% |
93.8 |
1.6% |
78% |
False |
False |
980 |
40 |
5,895.0 |
5,324.0 |
571.0 |
9.9% |
105.4 |
1.8% |
82% |
False |
False |
804 |
60 |
5,895.0 |
5,324.0 |
571.0 |
9.9% |
100.2 |
1.7% |
82% |
False |
False |
1,153 |
80 |
5,895.0 |
5,171.0 |
724.0 |
12.5% |
96.8 |
1.7% |
85% |
False |
False |
1,049 |
100 |
5,895.0 |
5,057.5 |
837.5 |
14.5% |
98.7 |
1.7% |
87% |
False |
False |
874 |
120 |
5,895.0 |
4,558.0 |
1,337.0 |
23.1% |
93.5 |
1.6% |
92% |
False |
False |
744 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,105.4 |
2.618 |
5,995.2 |
1.618 |
5,927.7 |
1.000 |
5,886.0 |
0.618 |
5,860.2 |
HIGH |
5,818.5 |
0.618 |
5,792.7 |
0.500 |
5,784.8 |
0.382 |
5,776.8 |
LOW |
5,751.0 |
0.618 |
5,709.3 |
1.000 |
5,683.5 |
1.618 |
5,641.8 |
2.618 |
5,574.3 |
4.250 |
5,464.1 |
|
|
Fisher Pivots for day following 07-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5,788.3 |
5,800.0 |
PP |
5,786.5 |
5,796.7 |
S1 |
5,784.8 |
5,793.3 |
|