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 |
3,368 |
3,400 |
32 |
1.0% |
3,277 |
High |
3,419 |
3,423 |
4 |
0.1% |
3,424 |
Low |
3,363 |
3,384 |
21 |
0.6% |
3,246 |
Close |
3,411 |
3,417 |
6 |
0.2% |
3,376 |
Range |
56 |
39 |
-17 |
-30.4% |
178 |
ATR |
73 |
71 |
-2 |
-3.3% |
0 |
Volume |
4,354 |
8,130 |
3,776 |
86.7% |
31,928 |
|
Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,525 |
3,510 |
3,438 |
|
R3 |
3,486 |
3,471 |
3,428 |
|
R2 |
3,447 |
3,447 |
3,424 |
|
R1 |
3,432 |
3,432 |
3,421 |
3,440 |
PP |
3,408 |
3,408 |
3,408 |
3,412 |
S1 |
3,393 |
3,393 |
3,413 |
3,401 |
S2 |
3,369 |
3,369 |
3,410 |
|
S3 |
3,330 |
3,354 |
3,406 |
|
S4 |
3,291 |
3,315 |
3,396 |
|
|
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 |
3,327 |
97 |
2.8% |
51 |
1.5% |
93% |
False |
False |
5,920 |
10 |
3,424 |
3,246 |
178 |
5.2% |
62 |
1.8% |
96% |
False |
False |
6,154 |
20 |
3,424 |
3,103 |
321 |
9.4% |
69 |
2.0% |
98% |
False |
False |
7,348 |
40 |
3,439 |
3,102 |
337 |
9.9% |
72 |
2.1% |
93% |
False |
False |
5,976 |
60 |
3,439 |
2,950 |
489 |
14.3% |
80 |
2.3% |
96% |
False |
False |
4,590 |
80 |
3,439 |
2,725 |
714 |
20.9% |
80 |
2.3% |
97% |
False |
False |
3,704 |
100 |
3,439 |
2,725 |
714 |
20.9% |
79 |
2.3% |
97% |
False |
False |
3,162 |
120 |
3,439 |
2,466 |
973 |
28.5% |
75 |
2.2% |
98% |
False |
False |
2,756 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,589 |
2.618 |
3,525 |
1.618 |
3,486 |
1.000 |
3,462 |
0.618 |
3,447 |
HIGH |
3,423 |
0.618 |
3,408 |
0.500 |
3,404 |
0.382 |
3,399 |
LOW |
3,384 |
0.618 |
3,360 |
1.000 |
3,345 |
1.618 |
3,321 |
2.618 |
3,282 |
4.250 |
3,218 |
|
|
Fisher Pivots for day following 10-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
3,413 |
3,405 |
PP |
3,408 |
3,394 |
S1 |
3,404 |
3,382 |
|