Trading Metrics calculated at close of trading on 17-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2009 |
17-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1,125.7 |
1,141.5 |
15.8 |
1.4% |
1,157.6 |
High |
1,140.0 |
1,141.5 |
1.5 |
0.1% |
1,169.3 |
Low |
1,122.4 |
1,095.7 |
-26.7 |
-2.4% |
1,110.8 |
Close |
1,135.5 |
1,106.8 |
-28.7 |
-2.5% |
1,119.4 |
Range |
17.6 |
45.8 |
28.2 |
160.2% |
58.5 |
ATR |
24.7 |
26.2 |
1.5 |
6.1% |
0.0 |
Volume |
242 |
205 |
-37 |
-15.3% |
11,340 |
|
Daily Pivots for day following 17-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,252.1 |
1,225.2 |
1,132.0 |
|
R3 |
1,206.3 |
1,179.4 |
1,119.4 |
|
R2 |
1,160.5 |
1,160.5 |
1,115.2 |
|
R1 |
1,133.6 |
1,133.6 |
1,111.0 |
1,124.2 |
PP |
1,114.7 |
1,114.7 |
1,114.7 |
1,109.9 |
S1 |
1,087.8 |
1,087.8 |
1,102.6 |
1,078.4 |
S2 |
1,068.9 |
1,068.9 |
1,098.4 |
|
S3 |
1,023.1 |
1,042.0 |
1,094.2 |
|
S4 |
977.3 |
996.2 |
1,081.6 |
|
|
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 |
1,141.5 |
1,095.7 |
45.8 |
4.1% |
24.7 |
2.2% |
24% |
True |
True |
386 |
10 |
1,211.2 |
1,095.7 |
115.5 |
10.4% |
30.4 |
2.7% |
10% |
False |
True |
1,445 |
20 |
1,226.4 |
1,095.7 |
130.7 |
11.8% |
27.8 |
2.5% |
8% |
False |
True |
69,189 |
40 |
1,226.4 |
1,026.9 |
199.5 |
18.0% |
22.3 |
2.0% |
40% |
False |
False |
106,217 |
60 |
1,226.4 |
985.5 |
240.9 |
21.8% |
20.5 |
1.9% |
50% |
False |
False |
112,088 |
80 |
1,226.4 |
941.2 |
285.2 |
25.8% |
19.4 |
1.7% |
58% |
False |
False |
111,136 |
100 |
1,226.4 |
927.6 |
298.8 |
27.0% |
18.4 |
1.7% |
60% |
False |
False |
104,779 |
120 |
1,226.4 |
907.6 |
318.8 |
28.8% |
17.6 |
1.6% |
62% |
False |
False |
90,062 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,336.2 |
2.618 |
1,261.4 |
1.618 |
1,215.6 |
1.000 |
1,187.3 |
0.618 |
1,169.8 |
HIGH |
1,141.5 |
0.618 |
1,124.0 |
0.500 |
1,118.6 |
0.382 |
1,113.2 |
LOW |
1,095.7 |
0.618 |
1,067.4 |
1.000 |
1,049.9 |
1.618 |
1,021.6 |
2.618 |
975.8 |
4.250 |
901.1 |
|
|
Fisher Pivots for day following 17-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,118.6 |
1,118.6 |
PP |
1,114.7 |
1,114.7 |
S1 |
1,110.7 |
1,110.7 |
|