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 |
3,400 |
3,371 |
-29 |
-0.9% |
3,277 |
High |
3,424 |
3,385 |
-39 |
-1.1% |
3,424 |
Low |
3,360 |
3,327 |
-33 |
-1.0% |
3,246 |
Close |
3,376 |
3,378 |
2 |
0.1% |
3,376 |
Range |
64 |
58 |
-6 |
-9.4% |
178 |
ATR |
79 |
77 |
-1 |
-1.9% |
0 |
Volume |
5,655 |
7,322 |
1,667 |
29.5% |
31,928 |
|
Daily Pivots for day following 07-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,537 |
3,516 |
3,410 |
|
R3 |
3,479 |
3,458 |
3,394 |
|
R2 |
3,421 |
3,421 |
3,389 |
|
R1 |
3,400 |
3,400 |
3,383 |
3,411 |
PP |
3,363 |
3,363 |
3,363 |
3,369 |
S1 |
3,342 |
3,342 |
3,373 |
3,353 |
S2 |
3,305 |
3,305 |
3,367 |
|
S3 |
3,247 |
3,284 |
3,362 |
|
S4 |
3,189 |
3,226 |
3,346 |
|
|
Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,883 |
3,807 |
3,474 |
|
R3 |
3,705 |
3,629 |
3,425 |
|
R2 |
3,527 |
3,527 |
3,409 |
|
R1 |
3,451 |
3,451 |
3,392 |
3,489 |
PP |
3,349 |
3,349 |
3,349 |
3,368 |
S1 |
3,273 |
3,273 |
3,360 |
3,311 |
S2 |
3,171 |
3,171 |
3,343 |
|
S3 |
2,993 |
3,095 |
3,327 |
|
S4 |
2,815 |
2,917 |
3,278 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,424 |
3,262 |
162 |
4.8% |
67 |
2.0% |
72% |
False |
False |
6,372 |
10 |
3,424 |
3,175 |
249 |
7.4% |
73 |
2.1% |
82% |
False |
False |
6,293 |
20 |
3,424 |
3,102 |
322 |
9.5% |
75 |
2.2% |
86% |
False |
False |
7,835 |
40 |
3,439 |
3,077 |
362 |
10.7% |
77 |
2.3% |
83% |
False |
False |
5,747 |
60 |
3,439 |
2,950 |
489 |
14.5% |
80 |
2.4% |
88% |
False |
False |
4,368 |
80 |
3,439 |
2,725 |
714 |
21.1% |
81 |
2.4% |
91% |
False |
False |
3,554 |
100 |
3,439 |
2,700 |
739 |
21.9% |
79 |
2.3% |
92% |
False |
False |
3,026 |
120 |
3,439 |
2,466 |
973 |
28.8% |
75 |
2.2% |
94% |
False |
False |
2,633 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,632 |
2.618 |
3,537 |
1.618 |
3,479 |
1.000 |
3,443 |
0.618 |
3,421 |
HIGH |
3,385 |
0.618 |
3,363 |
0.500 |
3,356 |
0.382 |
3,349 |
LOW |
3,327 |
0.618 |
3,291 |
1.000 |
3,269 |
1.618 |
3,233 |
2.618 |
3,175 |
4.250 |
3,081 |
|
|
Fisher Pivots for day following 07-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
3,371 |
3,377 |
PP |
3,363 |
3,376 |
S1 |
3,356 |
3,376 |
|