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 |
5,803.0 |
5,790.0 |
-13.0 |
-0.2% |
5,697.5 |
High |
5,818.5 |
5,817.0 |
-1.5 |
0.0% |
5,865.0 |
Low |
5,751.0 |
5,664.0 |
-87.0 |
-1.5% |
5,620.0 |
Close |
5,790.0 |
5,701.0 |
-89.0 |
-1.5% |
5,823.0 |
Range |
67.5 |
153.0 |
85.5 |
126.7% |
245.0 |
ATR |
111.8 |
114.8 |
2.9 |
2.6% |
0.0 |
Volume |
1,854 |
4,282 |
2,428 |
131.0% |
4,294 |
|
Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,186.3 |
6,096.7 |
5,785.2 |
|
R3 |
6,033.3 |
5,943.7 |
5,743.1 |
|
R2 |
5,880.3 |
5,880.3 |
5,729.1 |
|
R1 |
5,790.7 |
5,790.7 |
5,715.0 |
5,759.0 |
PP |
5,727.3 |
5,727.3 |
5,727.3 |
5,711.5 |
S1 |
5,637.7 |
5,637.7 |
5,687.0 |
5,606.0 |
S2 |
5,574.3 |
5,574.3 |
5,673.0 |
|
S3 |
5,421.3 |
5,484.7 |
5,658.9 |
|
S4 |
5,268.3 |
5,331.7 |
5,616.9 |
|
|
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 |
5,664.0 |
201.0 |
3.5% |
105.7 |
1.9% |
18% |
False |
True |
1,860 |
10 |
5,865.0 |
5,519.0 |
346.0 |
6.1% |
118.5 |
2.1% |
53% |
False |
False |
1,185 |
20 |
5,865.0 |
5,519.0 |
346.0 |
6.1% |
98.9 |
1.7% |
53% |
False |
False |
1,186 |
40 |
5,895.0 |
5,324.0 |
571.0 |
10.0% |
107.0 |
1.9% |
66% |
False |
False |
904 |
60 |
5,895.0 |
5,324.0 |
571.0 |
10.0% |
101.7 |
1.8% |
66% |
False |
False |
1,180 |
80 |
5,895.0 |
5,171.0 |
724.0 |
12.7% |
98.2 |
1.7% |
73% |
False |
False |
1,097 |
100 |
5,895.0 |
5,065.0 |
830.0 |
14.6% |
99.3 |
1.7% |
77% |
False |
False |
916 |
120 |
5,895.0 |
4,558.0 |
1,337.0 |
23.5% |
94.7 |
1.7% |
85% |
False |
False |
778 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,467.3 |
2.618 |
6,217.6 |
1.618 |
6,064.6 |
1.000 |
5,970.0 |
0.618 |
5,911.6 |
HIGH |
5,817.0 |
0.618 |
5,758.6 |
0.500 |
5,740.5 |
0.382 |
5,722.4 |
LOW |
5,664.0 |
0.618 |
5,569.4 |
1.000 |
5,511.0 |
1.618 |
5,416.4 |
2.618 |
5,263.4 |
4.250 |
5,013.8 |
|
|
Fisher Pivots for day following 08-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5,740.5 |
5,764.5 |
PP |
5,727.3 |
5,743.3 |
S1 |
5,714.2 |
5,722.2 |
|