Trading Metrics calculated at close of trading on 14-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2009 |
14-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1,102.50 |
1,107.50 |
5.00 |
0.5% |
1,108.00 |
High |
1,110.50 |
1,118.00 |
7.50 |
0.7% |
1,110.75 |
Low |
1,101.25 |
1,104.50 |
3.25 |
0.3% |
1,085.00 |
Close |
1,108.00 |
1,113.50 |
5.50 |
0.5% |
1,108.00 |
Range |
9.25 |
13.50 |
4.25 |
45.9% |
25.75 |
ATR |
16.83 |
16.59 |
-0.24 |
-1.4% |
0.00 |
Volume |
1,327,831 |
798,580 |
-529,251 |
-39.9% |
10,320,449 |
|
Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,152.50 |
1,146.50 |
1,121.00 |
|
R3 |
1,139.00 |
1,133.00 |
1,117.25 |
|
R2 |
1,125.50 |
1,125.50 |
1,116.00 |
|
R1 |
1,119.50 |
1,119.50 |
1,114.75 |
1,122.50 |
PP |
1,112.00 |
1,112.00 |
1,112.00 |
1,113.50 |
S1 |
1,106.00 |
1,106.00 |
1,112.25 |
1,109.00 |
S2 |
1,098.50 |
1,098.50 |
1,111.00 |
|
S3 |
1,085.00 |
1,092.50 |
1,109.75 |
|
S4 |
1,071.50 |
1,079.00 |
1,106.00 |
|
|
Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,178.50 |
1,169.00 |
1,122.25 |
|
R3 |
1,152.75 |
1,143.25 |
1,115.00 |
|
R2 |
1,127.00 |
1,127.00 |
1,112.75 |
|
R1 |
1,117.50 |
1,117.50 |
1,110.25 |
1,121.00 |
PP |
1,101.25 |
1,101.25 |
1,101.25 |
1,103.00 |
S1 |
1,091.75 |
1,091.75 |
1,105.75 |
1,095.00 |
S2 |
1,075.50 |
1,075.50 |
1,103.25 |
|
S3 |
1,049.75 |
1,066.00 |
1,101.00 |
|
S4 |
1,024.00 |
1,040.25 |
1,093.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,118.00 |
1,085.00 |
33.00 |
3.0% |
13.75 |
1.2% |
86% |
True |
False |
1,638,013 |
10 |
1,119.00 |
1,085.00 |
34.00 |
3.1% |
15.50 |
1.4% |
84% |
False |
False |
1,869,531 |
20 |
1,119.00 |
1,067.00 |
52.00 |
4.7% |
16.25 |
1.5% |
89% |
False |
False |
1,728,705 |
40 |
1,119.00 |
1,026.00 |
93.00 |
8.4% |
18.50 |
1.7% |
94% |
False |
False |
1,984,194 |
60 |
1,119.00 |
1,012.00 |
107.00 |
9.6% |
17.75 |
1.6% |
95% |
False |
False |
1,952,362 |
80 |
1,119.00 |
986.50 |
132.50 |
11.9% |
17.50 |
1.6% |
96% |
False |
False |
1,632,848 |
100 |
1,119.00 |
958.50 |
160.50 |
14.4% |
17.50 |
1.6% |
97% |
False |
False |
1,306,813 |
120 |
1,119.00 |
861.25 |
257.75 |
23.1% |
17.50 |
1.6% |
98% |
False |
False |
1,089,309 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,175.50 |
2.618 |
1,153.25 |
1.618 |
1,139.75 |
1.000 |
1,131.50 |
0.618 |
1,126.25 |
HIGH |
1,118.00 |
0.618 |
1,112.75 |
0.500 |
1,111.25 |
0.382 |
1,109.75 |
LOW |
1,104.50 |
0.618 |
1,096.25 |
1.000 |
1,091.00 |
1.618 |
1,082.75 |
2.618 |
1,069.25 |
4.250 |
1,047.00 |
|
|
Fisher Pivots for day following 14-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,112.75 |
1,110.75 |
PP |
1,112.00 |
1,108.00 |
S1 |
1,111.25 |
1,105.25 |
|