Trading Metrics calculated at close of trading on 11-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2009 |
11-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1,131.5 |
1,132.7 |
1.2 |
0.1% |
1,157.6 |
High |
1,134.8 |
1,141.4 |
6.6 |
0.6% |
1,169.3 |
Low |
1,122.2 |
1,110.8 |
-11.4 |
-1.0% |
1,110.8 |
Close |
1,125.7 |
1,119.4 |
-6.3 |
-0.6% |
1,119.4 |
Range |
12.6 |
30.6 |
18.0 |
142.9% |
58.5 |
ATR |
26.6 |
26.9 |
0.3 |
1.1% |
0.0 |
Volume |
2,256 |
344 |
-1,912 |
-84.8% |
11,340 |
|
Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,215.7 |
1,198.1 |
1,136.2 |
|
R3 |
1,185.1 |
1,167.5 |
1,127.8 |
|
R2 |
1,154.5 |
1,154.5 |
1,125.0 |
|
R1 |
1,136.9 |
1,136.9 |
1,122.2 |
1,130.4 |
PP |
1,123.9 |
1,123.9 |
1,123.9 |
1,120.6 |
S1 |
1,106.3 |
1,106.3 |
1,116.6 |
1,099.8 |
S2 |
1,093.3 |
1,093.3 |
1,113.8 |
|
S3 |
1,062.7 |
1,075.7 |
1,111.0 |
|
S4 |
1,032.1 |
1,045.1 |
1,102.6 |
|
|
Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,308.7 |
1,272.5 |
1,151.6 |
|
R3 |
1,250.2 |
1,214.0 |
1,135.5 |
|
R2 |
1,191.7 |
1,191.7 |
1,130.1 |
|
R1 |
1,155.5 |
1,155.5 |
1,124.8 |
1,144.4 |
PP |
1,133.2 |
1,133.2 |
1,133.2 |
1,127.6 |
S1 |
1,097.0 |
1,097.0 |
1,114.0 |
1,085.9 |
S2 |
1,074.7 |
1,074.7 |
1,108.7 |
|
S3 |
1,016.2 |
1,038.5 |
1,103.3 |
|
S4 |
957.7 |
980.0 |
1,087.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,169.3 |
1,110.8 |
58.5 |
5.2% |
29.4 |
2.6% |
15% |
False |
True |
2,268 |
10 |
1,226.4 |
1,110.8 |
115.6 |
10.3% |
30.1 |
2.7% |
7% |
False |
True |
14,536 |
20 |
1,226.4 |
1,101.2 |
125.2 |
11.2% |
26.9 |
2.4% |
15% |
False |
False |
101,608 |
40 |
1,226.4 |
1,026.9 |
199.5 |
17.8% |
21.6 |
1.9% |
46% |
False |
False |
118,437 |
60 |
1,226.4 |
985.5 |
240.9 |
21.5% |
19.9 |
1.8% |
56% |
False |
False |
118,660 |
80 |
1,226.4 |
935.7 |
290.7 |
26.0% |
19.0 |
1.7% |
63% |
False |
False |
114,785 |
100 |
1,226.4 |
927.6 |
298.8 |
26.7% |
18.0 |
1.6% |
64% |
False |
False |
106,102 |
120 |
1,226.4 |
907.6 |
318.8 |
28.5% |
17.2 |
1.5% |
66% |
False |
False |
90,159 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,271.5 |
2.618 |
1,221.5 |
1.618 |
1,190.9 |
1.000 |
1,172.0 |
0.618 |
1,160.3 |
HIGH |
1,141.4 |
0.618 |
1,129.7 |
0.500 |
1,126.1 |
0.382 |
1,122.5 |
LOW |
1,110.8 |
0.618 |
1,091.9 |
1.000 |
1,080.2 |
1.618 |
1,061.3 |
2.618 |
1,030.7 |
4.250 |
980.8 |
|
|
Fisher Pivots for day following 11-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,126.1 |
1,128.9 |
PP |
1,123.9 |
1,125.7 |
S1 |
1,121.6 |
1,122.6 |
|