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 |
10,385.42 |
10,282.85 |
-102.57 |
-1.0% |
10,309.77 |
High |
10,385.65 |
10,342.27 |
-43.38 |
-0.4% |
10,516.70 |
Low |
10,249.84 |
10,235.63 |
-14.21 |
-0.1% |
10,263.29 |
Close |
10,285.97 |
10,337.05 |
51.08 |
0.5% |
10,388.90 |
Range |
135.81 |
106.64 |
-29.17 |
-21.5% |
253.41 |
ATR |
134.87 |
132.85 |
-2.02 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,624.90 |
10,587.62 |
10,395.70 |
|
R3 |
10,518.26 |
10,480.98 |
10,366.38 |
|
R2 |
10,411.62 |
10,411.62 |
10,356.60 |
|
R1 |
10,374.34 |
10,374.34 |
10,346.83 |
10,392.98 |
PP |
10,304.98 |
10,304.98 |
10,304.98 |
10,314.31 |
S1 |
10,267.70 |
10,267.70 |
10,327.27 |
10,286.34 |
S2 |
10,198.34 |
10,198.34 |
10,317.50 |
|
S3 |
10,091.70 |
10,161.06 |
10,307.72 |
|
S4 |
9,985.06 |
10,054.42 |
10,278.40 |
|
|
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 |
10,235.63 |
281.07 |
2.7% |
137.58 |
1.3% |
36% |
False |
True |
|
10 |
10,516.70 |
10,231.25 |
285.45 |
2.8% |
132.04 |
1.3% |
37% |
False |
False |
|
20 |
10,516.70 |
10,171.24 |
345.46 |
3.3% |
125.30 |
1.2% |
48% |
False |
False |
|
40 |
10,516.70 |
9,678.95 |
837.75 |
8.1% |
140.25 |
1.4% |
79% |
False |
False |
|
60 |
10,516.70 |
9,430.08 |
1,086.62 |
10.5% |
132.62 |
1.3% |
83% |
False |
False |
|
80 |
10,516.70 |
9,131.94 |
1,384.76 |
13.4% |
129.57 |
1.3% |
87% |
False |
False |
|
100 |
10,516.70 |
8,811.27 |
1,705.43 |
16.5% |
129.13 |
1.2% |
89% |
False |
False |
|
120 |
10,516.70 |
8,087.19 |
2,429.51 |
23.5% |
131.50 |
1.3% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,795.49 |
2.618 |
10,621.45 |
1.618 |
10,514.81 |
1.000 |
10,448.91 |
0.618 |
10,408.17 |
HIGH |
10,342.27 |
0.618 |
10,301.53 |
0.500 |
10,288.95 |
0.382 |
10,276.37 |
LOW |
10,235.63 |
0.618 |
10,169.73 |
1.000 |
10,128.99 |
1.618 |
10,063.09 |
2.618 |
9,956.45 |
4.250 |
9,782.41 |
|
|
Fisher Pivots for day following 09-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
10,321.02 |
10,339.40 |
PP |
10,304.98 |
10,338.61 |
S1 |
10,288.95 |
10,337.83 |
|