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 |
1,164.7 |
1,131.0 |
-33.7 |
-2.9% |
1,181.7 |
High |
1,171.3 |
1,148.7 |
-22.6 |
-1.9% |
1,229.0 |
Low |
1,126.8 |
1,118.4 |
-8.4 |
-0.7% |
1,150.0 |
Close |
1,144.6 |
1,122.1 |
-22.5 |
-2.0% |
1,170.8 |
Range |
44.5 |
30.3 |
-14.2 |
-31.9% |
79.0 |
ATR |
27.0 |
27.2 |
0.2 |
0.9% |
0.0 |
Volume |
3,702 |
4,197 |
495 |
13.4% |
21,850 |
|
Daily Pivots for day following 09-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,220.6 |
1,201.7 |
1,138.8 |
|
R3 |
1,190.3 |
1,171.4 |
1,130.4 |
|
R2 |
1,160.0 |
1,160.0 |
1,127.7 |
|
R1 |
1,141.1 |
1,141.1 |
1,124.9 |
1,135.4 |
PP |
1,129.7 |
1,129.7 |
1,129.7 |
1,126.9 |
S1 |
1,110.8 |
1,110.8 |
1,119.3 |
1,105.1 |
S2 |
1,099.4 |
1,099.4 |
1,116.5 |
|
S3 |
1,069.1 |
1,080.5 |
1,113.8 |
|
S4 |
1,038.8 |
1,050.2 |
1,105.4 |
|
|
Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,420.3 |
1,374.5 |
1,214.3 |
|
R3 |
1,341.3 |
1,295.5 |
1,192.5 |
|
R2 |
1,262.3 |
1,262.3 |
1,185.3 |
|
R1 |
1,216.5 |
1,216.5 |
1,178.0 |
1,199.9 |
PP |
1,183.3 |
1,183.3 |
1,183.3 |
1,175.0 |
S1 |
1,137.5 |
1,137.5 |
1,163.6 |
1,120.9 |
S2 |
1,104.3 |
1,104.3 |
1,156.3 |
|
S3 |
1,025.3 |
1,058.5 |
1,149.1 |
|
S4 |
946.3 |
979.5 |
1,127.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,229.0 |
1,118.4 |
110.6 |
9.9% |
38.0 |
3.4% |
3% |
False |
True |
5,481 |
10 |
1,229.0 |
1,118.4 |
110.6 |
9.9% |
34.9 |
3.1% |
3% |
False |
True |
4,961 |
20 |
1,229.0 |
1,104.6 |
124.4 |
11.1% |
25.8 |
2.3% |
14% |
False |
False |
4,116 |
40 |
1,229.0 |
1,029.0 |
200.0 |
17.8% |
20.9 |
1.9% |
47% |
False |
False |
2,847 |
60 |
1,229.0 |
989.3 |
239.7 |
21.4% |
18.8 |
1.7% |
55% |
False |
False |
2,335 |
80 |
1,229.0 |
937.5 |
291.5 |
26.0% |
17.4 |
1.5% |
63% |
False |
False |
1,997 |
100 |
1,229.0 |
930.9 |
298.1 |
26.6% |
16.2 |
1.4% |
64% |
False |
False |
1,745 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,277.5 |
2.618 |
1,228.0 |
1.618 |
1,197.7 |
1.000 |
1,179.0 |
0.618 |
1,167.4 |
HIGH |
1,148.7 |
0.618 |
1,137.1 |
0.500 |
1,133.6 |
0.382 |
1,130.0 |
LOW |
1,118.4 |
0.618 |
1,099.7 |
1.000 |
1,088.1 |
1.618 |
1,069.4 |
2.618 |
1,039.1 |
4.250 |
989.6 |
|
|
Fisher Pivots for day following 09-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,133.6 |
1,144.9 |
PP |
1,129.7 |
1,137.3 |
S1 |
1,125.9 |
1,129.7 |
|