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 |
1,102.75 |
1,099.50 |
-3.25 |
-0.3% |
1,083.00 |
High |
1,106.00 |
1,102.50 |
-3.50 |
-0.3% |
1,114.25 |
Low |
1,094.00 |
1,082.75 |
-11.25 |
-1.0% |
1,080.00 |
Close |
1,099.00 |
1,085.25 |
-13.75 |
-1.3% |
1,103.25 |
Range |
12.00 |
19.75 |
7.75 |
64.6% |
34.25 |
ATR |
17.63 |
17.78 |
0.15 |
0.9% |
0.00 |
Volume |
39,314 |
44,683 |
5,369 |
13.7% |
75,354 |
|
Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,149.50 |
1,137.00 |
1,096.00 |
|
R3 |
1,129.75 |
1,117.25 |
1,090.75 |
|
R2 |
1,110.00 |
1,110.00 |
1,088.75 |
|
R1 |
1,097.50 |
1,097.50 |
1,087.00 |
1,094.00 |
PP |
1,090.25 |
1,090.25 |
1,090.25 |
1,088.25 |
S1 |
1,077.75 |
1,077.75 |
1,083.50 |
1,074.00 |
S2 |
1,070.50 |
1,070.50 |
1,081.75 |
|
S3 |
1,050.75 |
1,058.00 |
1,079.75 |
|
S4 |
1,031.00 |
1,038.25 |
1,074.50 |
|
|
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 |
1,082.75 |
31.50 |
2.9% |
17.00 |
1.6% |
8% |
False |
True |
28,835 |
10 |
1,114.25 |
1,062.25 |
52.00 |
4.8% |
18.00 |
1.7% |
44% |
False |
False |
17,159 |
20 |
1,114.25 |
1,062.25 |
52.00 |
4.8% |
16.50 |
1.5% |
44% |
False |
False |
10,961 |
40 |
1,114.25 |
1,021.00 |
93.25 |
8.6% |
18.50 |
1.7% |
69% |
False |
False |
7,585 |
60 |
1,114.25 |
1,007.25 |
107.00 |
9.9% |
17.50 |
1.6% |
73% |
False |
False |
5,389 |
80 |
1,114.25 |
970.00 |
144.25 |
13.3% |
16.25 |
1.5% |
80% |
False |
False |
4,046 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,186.50 |
2.618 |
1,154.25 |
1.618 |
1,134.50 |
1.000 |
1,122.25 |
0.618 |
1,114.75 |
HIGH |
1,102.50 |
0.618 |
1,095.00 |
0.500 |
1,092.50 |
0.382 |
1,090.25 |
LOW |
1,082.75 |
0.618 |
1,070.50 |
1.000 |
1,063.00 |
1.618 |
1,050.75 |
2.618 |
1,031.00 |
4.250 |
998.75 |
|
|
Fisher Pivots for day following 08-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,092.50 |
1,098.50 |
PP |
1,090.25 |
1,094.00 |
S1 |
1,087.75 |
1,089.75 |
|