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 |
1,112.75 |
1,108.50 |
-4.25 |
-0.4% |
1,108.00 |
High |
1,115.75 |
1,116.75 |
1.00 |
0.1% |
1,110.75 |
Low |
1,105.25 |
1,107.75 |
2.50 |
0.2% |
1,085.00 |
Close |
1,108.75 |
1,110.50 |
1.75 |
0.2% |
1,108.00 |
Range |
10.50 |
9.00 |
-1.50 |
-14.3% |
25.75 |
ATR |
16.15 |
15.64 |
-0.51 |
-3.2% |
0.00 |
Volume |
757,740 |
629,375 |
-128,365 |
-16.9% |
10,320,449 |
|
Daily Pivots for day following 16-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,138.75 |
1,133.50 |
1,115.50 |
|
R3 |
1,129.75 |
1,124.50 |
1,113.00 |
|
R2 |
1,120.75 |
1,120.75 |
1,112.25 |
|
R1 |
1,115.50 |
1,115.50 |
1,111.25 |
1,118.00 |
PP |
1,111.75 |
1,111.75 |
1,111.75 |
1,113.00 |
S1 |
1,106.50 |
1,106.50 |
1,109.75 |
1,109.00 |
S2 |
1,102.75 |
1,102.75 |
1,108.75 |
|
S3 |
1,093.75 |
1,097.50 |
1,108.00 |
|
S4 |
1,084.75 |
1,088.50 |
1,105.50 |
|
|
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 |
1,092.50 |
25.50 |
2.3% |
11.25 |
1.0% |
71% |
False |
False |
1,150,601 |
10 |
1,119.00 |
1,085.00 |
34.00 |
3.1% |
14.25 |
1.3% |
75% |
False |
False |
1,623,015 |
20 |
1,119.00 |
1,067.00 |
52.00 |
4.7% |
15.75 |
1.4% |
84% |
False |
False |
1,624,542 |
40 |
1,119.00 |
1,026.00 |
93.00 |
8.4% |
18.00 |
1.6% |
91% |
False |
False |
1,929,447 |
60 |
1,119.00 |
1,012.00 |
107.00 |
9.6% |
17.75 |
1.6% |
92% |
False |
False |
1,915,959 |
80 |
1,119.00 |
986.50 |
132.50 |
11.9% |
17.25 |
1.5% |
94% |
False |
False |
1,650,076 |
100 |
1,119.00 |
960.00 |
159.00 |
14.3% |
17.50 |
1.6% |
95% |
False |
False |
1,320,628 |
120 |
1,119.00 |
861.25 |
257.75 |
23.2% |
17.25 |
1.6% |
97% |
False |
False |
1,100,831 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,155.00 |
2.618 |
1,140.25 |
1.618 |
1,131.25 |
1.000 |
1,125.75 |
0.618 |
1,122.25 |
HIGH |
1,116.75 |
0.618 |
1,113.25 |
0.500 |
1,112.25 |
0.382 |
1,111.25 |
LOW |
1,107.75 |
0.618 |
1,102.25 |
1.000 |
1,098.75 |
1.618 |
1,093.25 |
2.618 |
1,084.25 |
4.250 |
1,069.50 |
|
|
Fisher Pivots for day following 16-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,112.25 |
1,111.25 |
PP |
1,111.75 |
1,111.00 |
S1 |
1,111.00 |
1,110.75 |
|