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 |
5,790.0 |
5,674.0 |
-116.0 |
-2.0% |
5,697.5 |
High |
5,817.0 |
5,720.0 |
-97.0 |
-1.7% |
5,865.0 |
Low |
5,664.0 |
5,611.0 |
-53.0 |
-0.9% |
5,620.0 |
Close |
5,701.0 |
5,663.0 |
-38.0 |
-0.7% |
5,823.0 |
Range |
153.0 |
109.0 |
-44.0 |
-28.8% |
245.0 |
ATR |
114.8 |
114.3 |
-0.4 |
-0.4% |
0.0 |
Volume |
4,282 |
4,689 |
407 |
9.5% |
4,294 |
|
Daily Pivots for day following 09-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,991.7 |
5,936.3 |
5,723.0 |
|
R3 |
5,882.7 |
5,827.3 |
5,693.0 |
|
R2 |
5,773.7 |
5,773.7 |
5,683.0 |
|
R1 |
5,718.3 |
5,718.3 |
5,673.0 |
5,691.5 |
PP |
5,664.7 |
5,664.7 |
5,664.7 |
5,651.3 |
S1 |
5,609.3 |
5,609.3 |
5,653.0 |
5,582.5 |
S2 |
5,555.7 |
5,555.7 |
5,643.0 |
|
S3 |
5,446.7 |
5,500.3 |
5,633.0 |
|
S4 |
5,337.7 |
5,391.3 |
5,603.1 |
|
|
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 |
5,611.0 |
254.0 |
4.5% |
116.1 |
2.1% |
20% |
False |
True |
2,759 |
10 |
5,865.0 |
5,519.0 |
346.0 |
6.1% |
123.3 |
2.2% |
42% |
False |
False |
1,616 |
20 |
5,865.0 |
5,519.0 |
346.0 |
6.1% |
102.2 |
1.8% |
42% |
False |
False |
1,305 |
40 |
5,895.0 |
5,324.0 |
571.0 |
10.1% |
107.5 |
1.9% |
59% |
False |
False |
964 |
60 |
5,895.0 |
5,324.0 |
571.0 |
10.1% |
102.0 |
1.8% |
59% |
False |
False |
1,170 |
80 |
5,895.0 |
5,275.0 |
620.0 |
10.9% |
98.4 |
1.7% |
63% |
False |
False |
1,154 |
100 |
5,895.0 |
5,117.0 |
778.0 |
13.7% |
99.6 |
1.8% |
70% |
False |
False |
962 |
120 |
5,895.0 |
4,558.0 |
1,337.0 |
23.6% |
94.6 |
1.7% |
83% |
False |
False |
817 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,183.3 |
2.618 |
6,005.4 |
1.618 |
5,896.4 |
1.000 |
5,829.0 |
0.618 |
5,787.4 |
HIGH |
5,720.0 |
0.618 |
5,678.4 |
0.500 |
5,665.5 |
0.382 |
5,652.6 |
LOW |
5,611.0 |
0.618 |
5,543.6 |
1.000 |
5,502.0 |
1.618 |
5,434.6 |
2.618 |
5,325.6 |
4.250 |
5,147.8 |
|
|
Fisher Pivots for day following 09-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5,665.5 |
5,714.8 |
PP |
5,664.7 |
5,697.5 |
S1 |
5,663.8 |
5,680.3 |
|