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 |
5,720.0 |
5,824.0 |
104.0 |
1.8% |
5,796.0 |
High |
5,798.5 |
5,841.0 |
42.5 |
0.7% |
5,814.5 |
Low |
5,718.0 |
5,778.5 |
60.5 |
1.1% |
5,604.5 |
Close |
5,761.0 |
5,797.5 |
36.5 |
0.6% |
5,761.0 |
Range |
80.5 |
62.5 |
-18.0 |
-22.4% |
210.0 |
ATR |
117.9 |
115.2 |
-2.7 |
-2.3% |
0.0 |
Volume |
134,693 |
115,900 |
-18,793 |
-14.0% |
787,148 |
|
Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,993.2 |
5,957.8 |
5,831.9 |
|
R3 |
5,930.7 |
5,895.3 |
5,814.7 |
|
R2 |
5,868.2 |
5,868.2 |
5,809.0 |
|
R1 |
5,832.8 |
5,832.8 |
5,803.2 |
5,819.3 |
PP |
5,805.7 |
5,805.7 |
5,805.7 |
5,798.9 |
S1 |
5,770.3 |
5,770.3 |
5,791.8 |
5,756.8 |
S2 |
5,743.2 |
5,743.2 |
5,786.0 |
|
S3 |
5,680.7 |
5,707.8 |
5,780.3 |
|
S4 |
5,618.2 |
5,645.3 |
5,763.1 |
|
|
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 |
5,841.0 |
5,604.5 |
236.5 |
4.1% |
103.8 |
1.8% |
82% |
True |
False |
155,964 |
10 |
5,862.0 |
5,604.5 |
257.5 |
4.4% |
104.1 |
1.8% |
75% |
False |
False |
147,931 |
20 |
5,862.0 |
5,509.5 |
352.5 |
6.1% |
103.5 |
1.8% |
82% |
False |
False |
145,482 |
40 |
5,894.0 |
5,316.0 |
578.0 |
10.0% |
111.6 |
1.9% |
83% |
False |
False |
157,757 |
60 |
5,894.0 |
5,316.0 |
578.0 |
10.0% |
109.5 |
1.9% |
83% |
False |
False |
156,524 |
80 |
5,894.0 |
5,268.5 |
625.5 |
10.8% |
104.7 |
1.8% |
85% |
False |
False |
123,043 |
100 |
5,894.0 |
5,152.5 |
741.5 |
12.8% |
105.4 |
1.8% |
87% |
False |
False |
98,632 |
120 |
5,894.0 |
4,540.0 |
1,354.0 |
23.4% |
105.8 |
1.8% |
93% |
False |
False |
82,291 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,106.6 |
2.618 |
6,004.6 |
1.618 |
5,942.1 |
1.000 |
5,903.5 |
0.618 |
5,879.6 |
HIGH |
5,841.0 |
0.618 |
5,817.1 |
0.500 |
5,809.8 |
0.382 |
5,802.4 |
LOW |
5,778.5 |
0.618 |
5,739.9 |
1.000 |
5,716.0 |
1.618 |
5,677.4 |
2.618 |
5,614.9 |
4.250 |
5,512.9 |
|
|
Fisher Pivots for day following 14-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5,809.8 |
5,778.0 |
PP |
5,805.7 |
5,758.5 |
S1 |
5,801.6 |
5,739.0 |
|