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 |
10,398 |
10,391 |
-7 |
-0.1% |
10,309 |
High |
10,435 |
10,421 |
-14 |
-0.1% |
10,509 |
Low |
10,325 |
10,240 |
-85 |
-0.8% |
10,251 |
Close |
10,391 |
10,271 |
-120 |
-1.2% |
10,400 |
Range |
110 |
181 |
71 |
64.5% |
258 |
ATR |
152 |
154 |
2 |
1.4% |
0 |
Volume |
207,479 |
107,836 |
-99,643 |
-48.0% |
647,002 |
|
Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,854 |
10,743 |
10,371 |
|
R3 |
10,673 |
10,562 |
10,321 |
|
R2 |
10,492 |
10,492 |
10,304 |
|
R1 |
10,381 |
10,381 |
10,288 |
10,346 |
PP |
10,311 |
10,311 |
10,311 |
10,293 |
S1 |
10,200 |
10,200 |
10,255 |
10,165 |
S2 |
10,130 |
10,130 |
10,238 |
|
S3 |
9,949 |
10,019 |
10,221 |
|
S4 |
9,768 |
9,838 |
10,172 |
|
|
Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,161 |
11,038 |
10,542 |
|
R3 |
10,903 |
10,780 |
10,471 |
|
R2 |
10,645 |
10,645 |
10,447 |
|
R1 |
10,522 |
10,522 |
10,424 |
10,584 |
PP |
10,387 |
10,387 |
10,387 |
10,417 |
S1 |
10,264 |
10,264 |
10,376 |
10,326 |
S2 |
10,129 |
10,129 |
10,353 |
|
S3 |
9,871 |
10,006 |
10,329 |
|
S4 |
9,613 |
9,748 |
10,258 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,509 |
10,240 |
269 |
2.6% |
151 |
1.5% |
12% |
False |
True |
135,311 |
10 |
10,509 |
10,116 |
393 |
3.8% |
153 |
1.5% |
39% |
False |
False |
129,063 |
20 |
10,509 |
10,116 |
393 |
3.8% |
138 |
1.3% |
39% |
False |
False |
124,824 |
40 |
10,509 |
9,596 |
913 |
8.9% |
158 |
1.5% |
74% |
False |
False |
146,129 |
60 |
10,509 |
9,336 |
1,173 |
11.4% |
150 |
1.5% |
80% |
False |
False |
145,472 |
80 |
10,509 |
9,033 |
1,476 |
14.4% |
147 |
1.4% |
84% |
False |
False |
111,679 |
100 |
10,509 |
8,610 |
1,899 |
18.5% |
146 |
1.4% |
87% |
False |
False |
89,366 |
120 |
10,509 |
7,961 |
2,548 |
24.8% |
147 |
1.4% |
91% |
False |
False |
74,480 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,190 |
2.618 |
10,895 |
1.618 |
10,714 |
1.000 |
10,602 |
0.618 |
10,533 |
HIGH |
10,421 |
0.618 |
10,352 |
0.500 |
10,331 |
0.382 |
10,309 |
LOW |
10,240 |
0.618 |
10,128 |
1.000 |
10,059 |
1.618 |
9,947 |
2.618 |
9,766 |
4.250 |
9,471 |
|
|
Fisher Pivots for day following 08-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
10,331 |
10,375 |
PP |
10,311 |
10,340 |
S1 |
10,291 |
10,306 |
|