Trading Metrics calculated at close of trading on 16-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2009 |
16-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1,127.9 |
1,125.7 |
-2.2 |
-0.2% |
1,157.6 |
High |
1,128.6 |
1,140.0 |
11.4 |
1.0% |
1,169.3 |
Low |
1,111.9 |
1,122.4 |
10.5 |
0.9% |
1,110.8 |
Close |
1,122.4 |
1,135.5 |
13.1 |
1.2% |
1,119.4 |
Range |
16.7 |
17.6 |
0.9 |
5.4% |
58.5 |
ATR |
25.3 |
24.7 |
-0.5 |
-2.2% |
0.0 |
Volume |
230 |
242 |
12 |
5.2% |
11,340 |
|
Daily Pivots for day following 16-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,185.4 |
1,178.1 |
1,145.2 |
|
R3 |
1,167.8 |
1,160.5 |
1,140.3 |
|
R2 |
1,150.2 |
1,150.2 |
1,138.7 |
|
R1 |
1,142.9 |
1,142.9 |
1,137.1 |
1,146.6 |
PP |
1,132.6 |
1,132.6 |
1,132.6 |
1,134.5 |
S1 |
1,125.3 |
1,125.3 |
1,133.9 |
1,129.0 |
S2 |
1,115.0 |
1,115.0 |
1,132.3 |
|
S3 |
1,097.4 |
1,107.7 |
1,130.7 |
|
S4 |
1,079.8 |
1,090.1 |
1,125.8 |
|
|
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 |
1,141.4 |
1,110.8 |
30.6 |
2.7% |
18.1 |
1.6% |
81% |
False |
False |
796 |
10 |
1,226.4 |
1,110.8 |
115.6 |
10.2% |
28.0 |
2.5% |
21% |
False |
False |
1,639 |
20 |
1,226.4 |
1,110.8 |
115.6 |
10.2% |
26.4 |
2.3% |
21% |
False |
False |
76,365 |
40 |
1,226.4 |
1,026.9 |
199.5 |
17.6% |
21.6 |
1.9% |
54% |
False |
False |
109,276 |
60 |
1,226.4 |
985.5 |
240.9 |
21.2% |
20.0 |
1.8% |
62% |
False |
False |
113,620 |
80 |
1,226.4 |
941.2 |
285.2 |
25.1% |
18.9 |
1.7% |
68% |
False |
False |
112,065 |
100 |
1,226.4 |
927.6 |
298.8 |
26.3% |
18.2 |
1.6% |
70% |
False |
False |
105,188 |
120 |
1,226.4 |
907.6 |
318.8 |
28.1% |
17.3 |
1.5% |
71% |
False |
False |
90,073 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,214.8 |
2.618 |
1,186.1 |
1.618 |
1,168.5 |
1.000 |
1,157.6 |
0.618 |
1,150.9 |
HIGH |
1,140.0 |
0.618 |
1,133.3 |
0.500 |
1,131.2 |
0.382 |
1,129.1 |
LOW |
1,122.4 |
0.618 |
1,111.5 |
1.000 |
1,104.8 |
1.618 |
1,093.9 |
2.618 |
1,076.3 |
4.250 |
1,047.6 |
|
|
Fisher Pivots for day following 16-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,134.1 |
1,132.3 |
PP |
1,132.6 |
1,129.1 |
S1 |
1,131.2 |
1,126.0 |
|