Trading Metrics calculated at close of trading on 10-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2009 |
10-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
5,674.0 |
5,657.0 |
-17.0 |
-0.3% |
5,697.5 |
High |
5,720.0 |
5,745.0 |
25.0 |
0.4% |
5,865.0 |
Low |
5,611.0 |
5,644.0 |
33.0 |
0.6% |
5,620.0 |
Close |
5,663.0 |
5,711.0 |
48.0 |
0.8% |
5,823.0 |
Range |
109.0 |
101.0 |
-8.0 |
-7.3% |
245.0 |
ATR |
114.3 |
113.4 |
-1.0 |
-0.8% |
0.0 |
Volume |
4,689 |
7,390 |
2,701 |
57.6% |
4,294 |
|
Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,003.0 |
5,958.0 |
5,766.6 |
|
R3 |
5,902.0 |
5,857.0 |
5,738.8 |
|
R2 |
5,801.0 |
5,801.0 |
5,729.5 |
|
R1 |
5,756.0 |
5,756.0 |
5,720.3 |
5,778.5 |
PP |
5,700.0 |
5,700.0 |
5,700.0 |
5,711.3 |
S1 |
5,655.0 |
5,655.0 |
5,701.7 |
5,677.5 |
S2 |
5,599.0 |
5,599.0 |
5,692.5 |
|
S3 |
5,498.0 |
5,554.0 |
5,683.2 |
|
S4 |
5,397.0 |
5,453.0 |
5,655.5 |
|
|
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 |
5,611.0 |
254.0 |
4.4% |
112.1 |
2.0% |
39% |
False |
False |
3,901 |
10 |
5,865.0 |
5,519.0 |
346.0 |
6.1% |
116.4 |
2.0% |
55% |
False |
False |
2,310 |
20 |
5,865.0 |
5,519.0 |
346.0 |
6.1% |
103.2 |
1.8% |
55% |
False |
False |
1,612 |
40 |
5,895.0 |
5,324.0 |
571.0 |
10.0% |
108.6 |
1.9% |
68% |
False |
False |
1,139 |
60 |
5,895.0 |
5,324.0 |
571.0 |
10.0% |
102.9 |
1.8% |
68% |
False |
False |
1,045 |
80 |
5,895.0 |
5,275.0 |
620.0 |
10.9% |
98.9 |
1.7% |
70% |
False |
False |
1,240 |
100 |
5,895.0 |
5,166.5 |
728.5 |
12.8% |
99.0 |
1.7% |
75% |
False |
False |
1,034 |
120 |
5,895.0 |
4,558.0 |
1,337.0 |
23.4% |
95.2 |
1.7% |
86% |
False |
False |
877 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,174.3 |
2.618 |
6,009.4 |
1.618 |
5,908.4 |
1.000 |
5,846.0 |
0.618 |
5,807.4 |
HIGH |
5,745.0 |
0.618 |
5,706.4 |
0.500 |
5,694.5 |
0.382 |
5,682.6 |
LOW |
5,644.0 |
0.618 |
5,581.6 |
1.000 |
5,543.0 |
1.618 |
5,480.6 |
2.618 |
5,379.6 |
4.250 |
5,214.8 |
|
|
Fisher Pivots for day following 10-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5,705.5 |
5,714.0 |
PP |
5,700.0 |
5,713.0 |
S1 |
5,694.5 |
5,712.0 |
|