Trading Metrics calculated at close of trading on 15-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2009 |
15-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1,114.5 |
1,127.9 |
13.4 |
1.2% |
1,157.6 |
High |
1,127.5 |
1,128.6 |
1.1 |
0.1% |
1,169.3 |
Low |
1,114.5 |
1,111.9 |
-2.6 |
-0.2% |
1,110.8 |
Close |
1,123.3 |
1,122.4 |
-0.9 |
-0.1% |
1,119.4 |
Range |
13.0 |
16.7 |
3.7 |
28.5% |
58.5 |
ATR |
25.9 |
25.3 |
-0.7 |
-2.5% |
0.0 |
Volume |
912 |
230 |
-682 |
-74.8% |
11,340 |
|
Daily Pivots for day following 15-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,171.1 |
1,163.4 |
1,131.6 |
|
R3 |
1,154.4 |
1,146.7 |
1,127.0 |
|
R2 |
1,137.7 |
1,137.7 |
1,125.5 |
|
R1 |
1,130.0 |
1,130.0 |
1,123.9 |
1,125.5 |
PP |
1,121.0 |
1,121.0 |
1,121.0 |
1,118.7 |
S1 |
1,113.3 |
1,113.3 |
1,120.9 |
1,108.8 |
S2 |
1,104.3 |
1,104.3 |
1,119.3 |
|
S3 |
1,087.6 |
1,096.6 |
1,117.8 |
|
S4 |
1,070.9 |
1,079.9 |
1,113.2 |
|
|
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 |
1,147.0 |
1,110.8 |
36.2 |
3.2% |
20.7 |
1.8% |
32% |
False |
False |
905 |
10 |
1,226.4 |
1,110.8 |
115.6 |
10.3% |
28.4 |
2.5% |
10% |
False |
False |
1,994 |
20 |
1,226.4 |
1,110.8 |
115.6 |
10.3% |
26.2 |
2.3% |
10% |
False |
False |
85,782 |
40 |
1,226.4 |
1,026.9 |
199.5 |
17.8% |
21.6 |
1.9% |
48% |
False |
False |
111,640 |
60 |
1,226.4 |
985.5 |
240.9 |
21.5% |
20.0 |
1.8% |
57% |
False |
False |
115,111 |
80 |
1,226.4 |
935.7 |
290.7 |
25.9% |
19.0 |
1.7% |
64% |
False |
False |
113,134 |
100 |
1,226.4 |
927.6 |
298.8 |
26.6% |
18.1 |
1.6% |
65% |
False |
False |
105,479 |
120 |
1,226.4 |
907.6 |
318.8 |
28.4% |
17.2 |
1.5% |
67% |
False |
False |
90,094 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,199.6 |
2.618 |
1,172.3 |
1.618 |
1,155.6 |
1.000 |
1,145.3 |
0.618 |
1,138.9 |
HIGH |
1,128.6 |
0.618 |
1,122.2 |
0.500 |
1,120.3 |
0.382 |
1,118.3 |
LOW |
1,111.9 |
0.618 |
1,101.6 |
1.000 |
1,095.2 |
1.618 |
1,084.9 |
2.618 |
1,068.2 |
4.250 |
1,040.9 |
|
|
Fisher Pivots for day following 15-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,121.7 |
1,126.1 |
PP |
1,121.0 |
1,124.9 |
S1 |
1,120.3 |
1,123.6 |
|