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 |
1,108.50 |
1,110.25 |
1.75 |
0.2% |
1,108.00 |
High |
1,116.75 |
1,111.00 |
-5.75 |
-0.5% |
1,110.75 |
Low |
1,107.75 |
1,095.75 |
-12.00 |
-1.1% |
1,085.00 |
Close |
1,110.50 |
1,099.00 |
-11.50 |
-1.0% |
1,108.00 |
Range |
9.00 |
15.25 |
6.25 |
69.4% |
25.75 |
ATR |
15.64 |
15.61 |
-0.03 |
-0.2% |
0.00 |
Volume |
629,375 |
401,776 |
-227,599 |
-36.2% |
10,320,449 |
|
Daily Pivots for day following 17-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,147.75 |
1,138.50 |
1,107.50 |
|
R3 |
1,132.50 |
1,123.25 |
1,103.25 |
|
R2 |
1,117.25 |
1,117.25 |
1,101.75 |
|
R1 |
1,108.00 |
1,108.00 |
1,100.50 |
1,105.00 |
PP |
1,102.00 |
1,102.00 |
1,102.00 |
1,100.50 |
S1 |
1,092.75 |
1,092.75 |
1,097.50 |
1,089.75 |
S2 |
1,086.75 |
1,086.75 |
1,096.25 |
|
S3 |
1,071.50 |
1,077.50 |
1,094.75 |
|
S4 |
1,056.25 |
1,062.25 |
1,090.50 |
|
|
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 |
1,095.75 |
22.25 |
2.0% |
11.50 |
1.0% |
15% |
False |
True |
783,060 |
10 |
1,119.00 |
1,085.00 |
34.00 |
3.1% |
14.00 |
1.3% |
41% |
False |
False |
1,496,286 |
20 |
1,119.00 |
1,067.00 |
52.00 |
4.7% |
16.00 |
1.5% |
62% |
False |
False |
1,568,777 |
40 |
1,119.00 |
1,026.00 |
93.00 |
8.5% |
17.75 |
1.6% |
78% |
False |
False |
1,889,699 |
60 |
1,119.00 |
1,012.00 |
107.00 |
9.7% |
17.75 |
1.6% |
81% |
False |
False |
1,899,089 |
80 |
1,119.00 |
986.50 |
132.50 |
12.1% |
17.25 |
1.6% |
85% |
False |
False |
1,655,003 |
100 |
1,119.00 |
960.00 |
159.00 |
14.5% |
17.50 |
1.6% |
87% |
False |
False |
1,324,633 |
120 |
1,119.00 |
861.25 |
257.75 |
23.5% |
17.25 |
1.6% |
92% |
False |
False |
1,104,171 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,175.75 |
2.618 |
1,151.00 |
1.618 |
1,135.75 |
1.000 |
1,126.25 |
0.618 |
1,120.50 |
HIGH |
1,111.00 |
0.618 |
1,105.25 |
0.500 |
1,103.50 |
0.382 |
1,101.50 |
LOW |
1,095.75 |
0.618 |
1,086.25 |
1.000 |
1,080.50 |
1.618 |
1,071.00 |
2.618 |
1,055.75 |
4.250 |
1,031.00 |
|
|
Fisher Pivots for day following 17-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,103.50 |
1,106.25 |
PP |
1,102.00 |
1,103.75 |
S1 |
1,100.50 |
1,101.50 |
|