Trading Metrics calculated at close of trading on 04-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2009 |
04-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
10,455.63 |
10,368.57 |
-87.06 |
-0.8% |
10,309.77 |
High |
10,507.63 |
10,516.70 |
9.07 |
0.1% |
10,516.70 |
Low |
10,350.05 |
10,311.81 |
-38.24 |
-0.4% |
10,263.29 |
Close |
10,366.15 |
10,388.90 |
22.75 |
0.2% |
10,388.90 |
Range |
157.58 |
204.89 |
47.31 |
30.0% |
253.41 |
ATR |
133.30 |
138.41 |
5.11 |
3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,020.47 |
10,909.58 |
10,501.59 |
|
R3 |
10,815.58 |
10,704.69 |
10,445.24 |
|
R2 |
10,610.69 |
10,610.69 |
10,426.46 |
|
R1 |
10,499.80 |
10,499.80 |
10,407.68 |
10,555.25 |
PP |
10,405.80 |
10,405.80 |
10,405.80 |
10,433.53 |
S1 |
10,294.91 |
10,294.91 |
10,370.12 |
10,350.36 |
S2 |
10,200.91 |
10,200.91 |
10,351.34 |
|
S3 |
9,996.02 |
10,090.02 |
10,332.56 |
|
S4 |
9,791.13 |
9,885.13 |
10,276.21 |
|
|
Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,149.86 |
11,022.79 |
10,528.28 |
|
R3 |
10,896.45 |
10,769.38 |
10,458.59 |
|
R2 |
10,643.04 |
10,643.04 |
10,435.36 |
|
R1 |
10,515.97 |
10,515.97 |
10,412.13 |
10,579.51 |
PP |
10,389.63 |
10,389.63 |
10,389.63 |
10,421.40 |
S1 |
10,262.56 |
10,262.56 |
10,365.67 |
10,326.10 |
S2 |
10,136.22 |
10,136.22 |
10,342.44 |
|
S3 |
9,882.81 |
10,009.15 |
10,319.21 |
|
S4 |
9,629.40 |
9,755.74 |
10,249.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,516.70 |
10,263.29 |
253.41 |
2.4% |
142.68 |
1.4% |
50% |
True |
False |
|
10 |
10,516.70 |
10,231.25 |
285.45 |
2.7% |
133.59 |
1.3% |
55% |
True |
False |
|
20 |
10,516.70 |
9,936.81 |
579.89 |
5.6% |
127.95 |
1.2% |
78% |
True |
False |
|
40 |
10,516.70 |
9,678.95 |
837.75 |
8.1% |
138.68 |
1.3% |
85% |
True |
False |
|
60 |
10,516.70 |
9,430.08 |
1,086.62 |
10.5% |
132.30 |
1.3% |
88% |
True |
False |
|
80 |
10,516.70 |
9,116.52 |
1,400.18 |
13.5% |
131.35 |
1.3% |
91% |
True |
False |
|
100 |
10,516.70 |
8,584.40 |
1,932.30 |
18.6% |
129.32 |
1.2% |
93% |
True |
False |
|
120 |
10,516.70 |
8,087.19 |
2,429.51 |
23.4% |
131.60 |
1.3% |
95% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,387.48 |
2.618 |
11,053.10 |
1.618 |
10,848.21 |
1.000 |
10,721.59 |
0.618 |
10,643.32 |
HIGH |
10,516.70 |
0.618 |
10,438.43 |
0.500 |
10,414.26 |
0.382 |
10,390.08 |
LOW |
10,311.81 |
0.618 |
10,185.19 |
1.000 |
10,106.92 |
1.618 |
9,980.30 |
2.618 |
9,775.41 |
4.250 |
9,441.03 |
|
|
Fisher Pivots for day following 04-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
10,414.26 |
10,414.26 |
PP |
10,405.80 |
10,405.80 |
S1 |
10,397.35 |
10,397.35 |
|