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 |
1,091.25 |
1,102.75 |
11.50 |
1.1% |
1,083.00 |
High |
1,114.25 |
1,106.00 |
-8.25 |
-0.7% |
1,114.25 |
Low |
1,090.75 |
1,094.00 |
3.25 |
0.3% |
1,080.00 |
Close |
1,103.25 |
1,099.00 |
-4.25 |
-0.4% |
1,103.25 |
Range |
23.50 |
12.00 |
-11.50 |
-48.9% |
34.25 |
ATR |
18.06 |
17.63 |
-0.43 |
-2.4% |
0.00 |
Volume |
33,271 |
39,314 |
6,043 |
18.2% |
75,354 |
|
Daily Pivots for day following 07-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,135.75 |
1,129.25 |
1,105.50 |
|
R3 |
1,123.75 |
1,117.25 |
1,102.25 |
|
R2 |
1,111.75 |
1,111.75 |
1,101.25 |
|
R1 |
1,105.25 |
1,105.25 |
1,100.00 |
1,102.50 |
PP |
1,099.75 |
1,099.75 |
1,099.75 |
1,098.25 |
S1 |
1,093.25 |
1,093.25 |
1,098.00 |
1,090.50 |
S2 |
1,087.75 |
1,087.75 |
1,096.75 |
|
S3 |
1,075.75 |
1,081.25 |
1,095.75 |
|
S4 |
1,063.75 |
1,069.25 |
1,092.50 |
|
|
Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,202.00 |
1,186.75 |
1,122.00 |
|
R3 |
1,167.75 |
1,152.50 |
1,112.75 |
|
R2 |
1,133.50 |
1,133.50 |
1,109.50 |
|
R1 |
1,118.25 |
1,118.25 |
1,106.50 |
1,126.00 |
PP |
1,099.25 |
1,099.25 |
1,099.25 |
1,103.00 |
S1 |
1,084.00 |
1,084.00 |
1,100.00 |
1,091.50 |
S2 |
1,065.00 |
1,065.00 |
1,097.00 |
|
S3 |
1,030.75 |
1,049.75 |
1,093.75 |
|
S4 |
996.50 |
1,015.50 |
1,084.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,114.25 |
1,087.50 |
26.75 |
2.4% |
17.00 |
1.6% |
43% |
False |
False |
21,675 |
10 |
1,114.25 |
1,062.25 |
52.00 |
4.7% |
18.50 |
1.7% |
71% |
False |
False |
13,296 |
20 |
1,114.25 |
1,060.75 |
53.50 |
4.9% |
16.75 |
1.5% |
71% |
False |
False |
8,857 |
40 |
1,114.25 |
1,021.00 |
93.25 |
8.5% |
18.25 |
1.7% |
84% |
False |
False |
6,503 |
60 |
1,114.25 |
1,007.25 |
107.00 |
9.7% |
17.50 |
1.6% |
86% |
False |
False |
4,645 |
80 |
1,114.25 |
970.00 |
144.25 |
13.1% |
16.00 |
1.5% |
89% |
False |
False |
3,487 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,157.00 |
2.618 |
1,137.50 |
1.618 |
1,125.50 |
1.000 |
1,118.00 |
0.618 |
1,113.50 |
HIGH |
1,106.00 |
0.618 |
1,101.50 |
0.500 |
1,100.00 |
0.382 |
1,098.50 |
LOW |
1,094.00 |
0.618 |
1,086.50 |
1.000 |
1,082.00 |
1.618 |
1,074.50 |
2.618 |
1,062.50 |
4.250 |
1,043.00 |
|
|
Fisher Pivots for day following 07-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,100.00 |
1,102.50 |
PP |
1,099.75 |
1,101.25 |
S1 |
1,099.25 |
1,100.25 |
|