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 |
5,166.5 |
5,158.0 |
-8.5 |
-0.2% |
5,205.5 |
High |
5,203.0 |
5,210.5 |
7.5 |
0.1% |
5,330.0 |
Low |
5,135.0 |
5,154.0 |
19.0 |
0.4% |
5,140.0 |
Close |
5,166.5 |
5,196.0 |
29.5 |
0.6% |
5,278.0 |
Range |
68.0 |
56.5 |
-11.5 |
-16.9% |
190.0 |
ATR |
84.5 |
82.5 |
-2.0 |
-2.4% |
0.0 |
Volume |
3,947 |
26,621 |
22,674 |
574.5% |
6,377 |
|
Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,356.5 |
5,332.5 |
5,227.0 |
|
R3 |
5,300.0 |
5,276.0 |
5,211.5 |
|
R2 |
5,243.5 |
5,243.5 |
5,206.5 |
|
R1 |
5,219.5 |
5,219.5 |
5,201.0 |
5,231.5 |
PP |
5,187.0 |
5,187.0 |
5,187.0 |
5,193.0 |
S1 |
5,163.0 |
5,163.0 |
5,191.0 |
5,175.0 |
S2 |
5,130.5 |
5,130.5 |
5,185.5 |
|
S3 |
5,074.0 |
5,106.5 |
5,180.5 |
|
S4 |
5,017.5 |
5,050.0 |
5,165.0 |
|
|
Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,819.5 |
5,738.5 |
5,382.5 |
|
R3 |
5,629.5 |
5,548.5 |
5,330.0 |
|
R2 |
5,439.5 |
5,439.5 |
5,313.0 |
|
R1 |
5,358.5 |
5,358.5 |
5,295.5 |
5,399.0 |
PP |
5,249.5 |
5,249.5 |
5,249.5 |
5,269.5 |
S1 |
5,168.5 |
5,168.5 |
5,260.5 |
5,209.0 |
S2 |
5,059.5 |
5,059.5 |
5,243.0 |
|
S3 |
4,869.5 |
4,978.5 |
5,226.0 |
|
S4 |
4,679.5 |
4,788.5 |
5,173.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,330.0 |
5,135.0 |
195.0 |
3.8% |
80.5 |
1.6% |
31% |
False |
False |
6,909 |
10 |
5,330.0 |
5,061.0 |
269.0 |
5.2% |
87.0 |
1.7% |
50% |
False |
False |
4,147 |
20 |
5,339.5 |
5,061.0 |
278.5 |
5.4% |
75.0 |
1.4% |
48% |
False |
False |
2,589 |
40 |
5,339.5 |
4,915.0 |
424.5 |
8.2% |
71.5 |
1.4% |
66% |
False |
False |
1,690 |
60 |
5,339.5 |
4,884.5 |
455.0 |
8.8% |
62.5 |
1.2% |
68% |
False |
False |
1,193 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,450.5 |
2.618 |
5,358.5 |
1.618 |
5,302.0 |
1.000 |
5,267.0 |
0.618 |
5,245.5 |
HIGH |
5,210.5 |
0.618 |
5,189.0 |
0.500 |
5,182.0 |
0.382 |
5,175.5 |
LOW |
5,154.0 |
0.618 |
5,119.0 |
1.000 |
5,097.5 |
1.618 |
5,062.5 |
2.618 |
5,006.0 |
4.250 |
4,914.0 |
|
|
Fisher Pivots for day following 10-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5,191.5 |
5,207.5 |
PP |
5,187.0 |
5,203.5 |
S1 |
5,182.0 |
5,200.0 |
|