Trading Metrics calculated at close of trading on 11-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2009 |
11-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
5,648.0 |
5,720.0 |
72.0 |
1.3% |
5,796.0 |
High |
5,743.5 |
5,798.5 |
55.0 |
1.0% |
5,814.5 |
Low |
5,637.0 |
5,718.0 |
81.0 |
1.4% |
5,604.5 |
Close |
5,705.5 |
5,761.0 |
55.5 |
1.0% |
5,761.0 |
Range |
106.5 |
80.5 |
-26.0 |
-24.4% |
210.0 |
ATR |
119.8 |
117.9 |
-1.9 |
-1.6% |
0.0 |
Volume |
149,102 |
134,693 |
-14,409 |
-9.7% |
787,148 |
|
Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,000.7 |
5,961.3 |
5,805.3 |
|
R3 |
5,920.2 |
5,880.8 |
5,783.1 |
|
R2 |
5,839.7 |
5,839.7 |
5,775.8 |
|
R1 |
5,800.3 |
5,800.3 |
5,768.4 |
5,820.0 |
PP |
5,759.2 |
5,759.2 |
5,759.2 |
5,769.0 |
S1 |
5,719.8 |
5,719.8 |
5,753.6 |
5,739.5 |
S2 |
5,678.7 |
5,678.7 |
5,746.2 |
|
S3 |
5,598.2 |
5,639.3 |
5,738.9 |
|
S4 |
5,517.7 |
5,558.8 |
5,716.7 |
|
|
Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,356.7 |
6,268.8 |
5,876.5 |
|
R3 |
6,146.7 |
6,058.8 |
5,818.8 |
|
R2 |
5,936.7 |
5,936.7 |
5,799.5 |
|
R1 |
5,848.8 |
5,848.8 |
5,780.3 |
5,787.8 |
PP |
5,726.7 |
5,726.7 |
5,726.7 |
5,696.1 |
S1 |
5,638.8 |
5,638.8 |
5,741.8 |
5,577.8 |
S2 |
5,516.7 |
5,516.7 |
5,722.5 |
|
S3 |
5,306.7 |
5,428.8 |
5,703.3 |
|
S4 |
5,096.7 |
5,218.8 |
5,645.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,814.5 |
5,604.5 |
210.0 |
3.6% |
105.4 |
1.8% |
75% |
False |
False |
157,429 |
10 |
5,862.0 |
5,604.5 |
257.5 |
4.5% |
109.4 |
1.9% |
61% |
False |
False |
153,890 |
20 |
5,862.0 |
5,509.5 |
352.5 |
6.1% |
104.7 |
1.8% |
71% |
False |
False |
146,153 |
40 |
5,894.0 |
5,316.0 |
578.0 |
10.0% |
114.0 |
2.0% |
77% |
False |
False |
159,357 |
60 |
5,894.0 |
5,316.0 |
578.0 |
10.0% |
109.5 |
1.9% |
77% |
False |
False |
157,251 |
80 |
5,894.0 |
5,268.5 |
625.5 |
10.9% |
104.7 |
1.8% |
79% |
False |
False |
121,609 |
100 |
5,894.0 |
5,111.0 |
783.0 |
13.6% |
106.4 |
1.8% |
83% |
False |
False |
97,498 |
120 |
5,894.0 |
4,540.0 |
1,354.0 |
23.5% |
106.3 |
1.8% |
90% |
False |
False |
81,329 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,140.6 |
2.618 |
6,009.2 |
1.618 |
5,928.7 |
1.000 |
5,879.0 |
0.618 |
5,848.2 |
HIGH |
5,798.5 |
0.618 |
5,767.7 |
0.500 |
5,758.3 |
0.382 |
5,748.8 |
LOW |
5,718.0 |
0.618 |
5,668.3 |
1.000 |
5,637.5 |
1.618 |
5,587.8 |
2.618 |
5,507.3 |
4.250 |
5,375.9 |
|
|
Fisher Pivots for day following 11-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5,760.1 |
5,741.2 |
PP |
5,759.2 |
5,721.3 |
S1 |
5,758.3 |
5,701.5 |
|