Trading Metrics calculated at close of trading on 10-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2009 |
10-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1,090.00 |
1,095.00 |
5.00 |
0.5% |
1,091.50 |
High |
1,097.50 |
1,106.25 |
8.75 |
0.8% |
1,119.00 |
Low |
1,085.00 |
1,092.50 |
7.50 |
0.7% |
1,084.50 |
Close |
1,095.50 |
1,102.00 |
6.50 |
0.6% |
1,108.00 |
Range |
12.50 |
13.75 |
1.25 |
10.0% |
34.50 |
ATR |
17.69 |
17.41 |
-0.28 |
-1.6% |
0.00 |
Volume |
2,251,962 |
2,239,481 |
-12,481 |
-0.6% |
9,281,269 |
|
Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,141.50 |
1,135.50 |
1,109.50 |
|
R3 |
1,127.75 |
1,121.75 |
1,105.75 |
|
R2 |
1,114.00 |
1,114.00 |
1,104.50 |
|
R1 |
1,108.00 |
1,108.00 |
1,103.25 |
1,111.00 |
PP |
1,100.25 |
1,100.25 |
1,100.25 |
1,101.75 |
S1 |
1,094.25 |
1,094.25 |
1,100.75 |
1,097.25 |
S2 |
1,086.50 |
1,086.50 |
1,099.50 |
|
S3 |
1,072.75 |
1,080.50 |
1,098.25 |
|
S4 |
1,059.00 |
1,066.75 |
1,094.50 |
|
|
Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,207.25 |
1,192.25 |
1,127.00 |
|
R3 |
1,172.75 |
1,157.75 |
1,117.50 |
|
R2 |
1,138.25 |
1,138.25 |
1,114.25 |
|
R1 |
1,123.25 |
1,123.25 |
1,111.25 |
1,130.75 |
PP |
1,103.75 |
1,103.75 |
1,103.75 |
1,107.50 |
S1 |
1,088.75 |
1,088.75 |
1,104.75 |
1,096.25 |
S2 |
1,069.25 |
1,069.25 |
1,101.75 |
|
S3 |
1,034.75 |
1,054.25 |
1,098.50 |
|
S4 |
1,000.25 |
1,019.75 |
1,089.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,119.00 |
1,085.00 |
34.00 |
3.1% |
16.25 |
1.5% |
50% |
False |
False |
2,209,513 |
10 |
1,119.00 |
1,067.00 |
52.00 |
4.7% |
18.25 |
1.7% |
67% |
False |
False |
1,935,222 |
20 |
1,119.00 |
1,067.00 |
52.00 |
4.7% |
16.75 |
1.5% |
67% |
False |
False |
1,813,428 |
40 |
1,119.00 |
1,026.00 |
93.00 |
8.4% |
18.75 |
1.7% |
82% |
False |
False |
2,026,213 |
60 |
1,119.00 |
1,012.00 |
107.00 |
9.7% |
17.75 |
1.6% |
84% |
False |
False |
1,999,637 |
80 |
1,119.00 |
972.50 |
146.50 |
13.3% |
17.75 |
1.6% |
88% |
False |
False |
1,606,353 |
100 |
1,119.00 |
939.50 |
179.50 |
16.3% |
17.75 |
1.6% |
91% |
False |
False |
1,285,582 |
120 |
1,119.00 |
861.25 |
257.75 |
23.4% |
17.50 |
1.6% |
93% |
False |
False |
1,071,618 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,164.75 |
2.618 |
1,142.25 |
1.618 |
1,128.50 |
1.000 |
1,120.00 |
0.618 |
1,114.75 |
HIGH |
1,106.25 |
0.618 |
1,101.00 |
0.500 |
1,099.50 |
0.382 |
1,097.75 |
LOW |
1,092.50 |
0.618 |
1,084.00 |
1.000 |
1,078.75 |
1.618 |
1,070.25 |
2.618 |
1,056.50 |
4.250 |
1,034.00 |
|
|
Fisher Pivots for day following 10-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,101.00 |
1,100.00 |
PP |
1,100.25 |
1,098.25 |
S1 |
1,099.50 |
1,096.25 |
|