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 |
1,099.50 |
1,085.00 |
-14.50 |
-1.3% |
1,083.00 |
High |
1,102.50 |
1,092.50 |
-10.00 |
-0.9% |
1,114.25 |
Low |
1,082.75 |
1,080.50 |
-2.25 |
-0.2% |
1,080.00 |
Close |
1,085.25 |
1,091.00 |
5.75 |
0.5% |
1,103.25 |
Range |
19.75 |
12.00 |
-7.75 |
-39.2% |
34.25 |
ATR |
17.78 |
17.37 |
-0.41 |
-2.3% |
0.00 |
Volume |
44,683 |
169,424 |
124,741 |
279.2% |
75,354 |
|
Daily Pivots for day following 09-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,124.00 |
1,119.50 |
1,097.50 |
|
R3 |
1,112.00 |
1,107.50 |
1,094.25 |
|
R2 |
1,100.00 |
1,100.00 |
1,093.25 |
|
R1 |
1,095.50 |
1,095.50 |
1,092.00 |
1,097.75 |
PP |
1,088.00 |
1,088.00 |
1,088.00 |
1,089.00 |
S1 |
1,083.50 |
1,083.50 |
1,090.00 |
1,085.75 |
S2 |
1,076.00 |
1,076.00 |
1,088.75 |
|
S3 |
1,064.00 |
1,071.50 |
1,087.75 |
|
S4 |
1,052.00 |
1,059.50 |
1,084.50 |
|
|
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 |
1,080.50 |
33.75 |
3.1% |
17.25 |
1.6% |
31% |
False |
True |
60,598 |
10 |
1,114.25 |
1,062.25 |
52.00 |
4.8% |
18.25 |
1.7% |
55% |
False |
False |
33,597 |
20 |
1,114.25 |
1,062.25 |
52.00 |
4.8% |
16.50 |
1.5% |
55% |
False |
False |
19,247 |
40 |
1,114.25 |
1,021.00 |
93.25 |
8.5% |
18.50 |
1.7% |
75% |
False |
False |
11,797 |
60 |
1,114.25 |
1,007.25 |
107.00 |
9.8% |
17.50 |
1.6% |
78% |
False |
False |
8,210 |
80 |
1,114.25 |
970.00 |
144.25 |
13.2% |
16.25 |
1.5% |
84% |
False |
False |
6,164 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,143.50 |
2.618 |
1,124.00 |
1.618 |
1,112.00 |
1.000 |
1,104.50 |
0.618 |
1,100.00 |
HIGH |
1,092.50 |
0.618 |
1,088.00 |
0.500 |
1,086.50 |
0.382 |
1,085.00 |
LOW |
1,080.50 |
0.618 |
1,073.00 |
1.000 |
1,068.50 |
1.618 |
1,061.00 |
2.618 |
1,049.00 |
4.250 |
1,029.50 |
|
|
Fisher Pivots for day following 09-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,089.50 |
1,093.25 |
PP |
1,088.00 |
1,092.50 |
S1 |
1,086.50 |
1,091.75 |
|