Trading Metrics calculated at close of trading on 08-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2009 |
08-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1,166.3 |
1,162.5 |
-3.8 |
-0.3% |
1,175.0 |
High |
1,168.0 |
1,171.8 |
3.8 |
0.3% |
1,230.0 |
Low |
1,139.0 |
1,128.5 |
-10.5 |
-0.9% |
1,152.0 |
Close |
1,166.3 |
1,145.6 |
-20.7 |
-1.8% |
1,171.9 |
Range |
29.0 |
43.3 |
14.3 |
49.3% |
78.0 |
ATR |
24.6 |
25.9 |
1.3 |
5.4% |
0.0 |
Volume |
5,573 |
2,774 |
-2,799 |
-50.2% |
9,865 |
|
Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,278.5 |
1,255.4 |
1,169.4 |
|
R3 |
1,235.2 |
1,212.1 |
1,157.5 |
|
R2 |
1,191.9 |
1,191.9 |
1,153.5 |
|
R1 |
1,168.8 |
1,168.8 |
1,149.6 |
1,158.7 |
PP |
1,148.6 |
1,148.6 |
1,148.6 |
1,143.6 |
S1 |
1,125.5 |
1,125.5 |
1,141.6 |
1,115.4 |
S2 |
1,105.3 |
1,105.3 |
1,137.7 |
|
S3 |
1,062.0 |
1,082.2 |
1,133.7 |
|
S4 |
1,018.7 |
1,038.9 |
1,121.8 |
|
|
Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,418.6 |
1,373.3 |
1,214.8 |
|
R3 |
1,340.6 |
1,295.3 |
1,193.4 |
|
R2 |
1,262.6 |
1,262.6 |
1,186.2 |
|
R1 |
1,217.3 |
1,217.3 |
1,179.1 |
1,201.0 |
PP |
1,184.6 |
1,184.6 |
1,184.6 |
1,176.5 |
S1 |
1,139.3 |
1,139.3 |
1,164.8 |
1,123.0 |
S2 |
1,106.6 |
1,106.6 |
1,157.6 |
|
S3 |
1,028.6 |
1,061.3 |
1,150.5 |
|
S4 |
950.6 |
983.3 |
1,129.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,230.0 |
1,128.5 |
101.5 |
8.9% |
35.4 |
3.1% |
17% |
False |
True |
2,847 |
10 |
1,230.0 |
1,128.5 |
101.5 |
8.9% |
31.5 |
2.8% |
17% |
False |
True |
3,032 |
20 |
1,230.0 |
1,101.8 |
128.2 |
11.2% |
23.6 |
2.1% |
34% |
False |
False |
2,603 |
40 |
1,230.0 |
1,030.0 |
200.0 |
17.5% |
19.0 |
1.7% |
58% |
False |
False |
1,777 |
60 |
1,230.0 |
989.3 |
240.7 |
21.0% |
16.9 |
1.5% |
65% |
False |
False |
1,320 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,355.8 |
2.618 |
1,285.2 |
1.618 |
1,241.9 |
1.000 |
1,215.1 |
0.618 |
1,198.6 |
HIGH |
1,171.8 |
0.618 |
1,155.3 |
0.500 |
1,150.2 |
0.382 |
1,145.0 |
LOW |
1,128.5 |
0.618 |
1,101.7 |
1.000 |
1,085.2 |
1.618 |
1,058.4 |
2.618 |
1,015.1 |
4.250 |
944.5 |
|
|
Fisher Pivots for day following 08-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,150.2 |
1,171.4 |
PP |
1,148.6 |
1,162.8 |
S1 |
1,147.1 |
1,154.2 |
|