Trading Metrics calculated at close of trading on 15-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2009 |
15-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
5,824.0 |
5,828.0 |
4.0 |
0.1% |
5,796.0 |
High |
5,841.0 |
5,830.5 |
-10.5 |
-0.2% |
5,814.5 |
Low |
5,778.5 |
5,751.5 |
-27.0 |
-0.5% |
5,604.5 |
Close |
5,797.5 |
5,806.0 |
8.5 |
0.1% |
5,761.0 |
Range |
62.5 |
79.0 |
16.5 |
26.4% |
210.0 |
ATR |
115.2 |
112.6 |
-2.6 |
-2.2% |
0.0 |
Volume |
115,900 |
155,867 |
39,967 |
34.5% |
787,148 |
|
Daily Pivots for day following 15-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,033.0 |
5,998.5 |
5,849.5 |
|
R3 |
5,954.0 |
5,919.5 |
5,827.7 |
|
R2 |
5,875.0 |
5,875.0 |
5,820.5 |
|
R1 |
5,840.5 |
5,840.5 |
5,813.2 |
5,818.3 |
PP |
5,796.0 |
5,796.0 |
5,796.0 |
5,784.9 |
S1 |
5,761.5 |
5,761.5 |
5,798.8 |
5,739.3 |
S2 |
5,717.0 |
5,717.0 |
5,791.5 |
|
S3 |
5,638.0 |
5,682.5 |
5,784.3 |
|
S4 |
5,559.0 |
5,603.5 |
5,762.6 |
|
|
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% |
88.7 |
1.5% |
85% |
False |
False |
149,282 |
10 |
5,862.0 |
5,604.5 |
257.5 |
4.4% |
100.1 |
1.7% |
78% |
False |
False |
149,233 |
20 |
5,862.0 |
5,509.5 |
352.5 |
6.1% |
103.2 |
1.8% |
84% |
False |
False |
146,420 |
40 |
5,894.0 |
5,316.0 |
578.0 |
10.0% |
111.1 |
1.9% |
85% |
False |
False |
158,588 |
60 |
5,894.0 |
5,316.0 |
578.0 |
10.0% |
109.3 |
1.9% |
85% |
False |
False |
156,849 |
80 |
5,894.0 |
5,268.5 |
625.5 |
10.8% |
103.3 |
1.8% |
86% |
False |
False |
124,948 |
100 |
5,894.0 |
5,152.5 |
741.5 |
12.8% |
105.2 |
1.8% |
88% |
False |
False |
100,189 |
120 |
5,894.0 |
4,540.0 |
1,354.0 |
23.3% |
105.5 |
1.8% |
94% |
False |
False |
83,585 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,166.3 |
2.618 |
6,037.3 |
1.618 |
5,958.3 |
1.000 |
5,909.5 |
0.618 |
5,879.3 |
HIGH |
5,830.5 |
0.618 |
5,800.3 |
0.500 |
5,791.0 |
0.382 |
5,781.7 |
LOW |
5,751.5 |
0.618 |
5,702.7 |
1.000 |
5,672.5 |
1.618 |
5,623.7 |
2.618 |
5,544.7 |
4.250 |
5,415.8 |
|
|
Fisher Pivots for day following 15-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5,801.0 |
5,797.2 |
PP |
5,796.0 |
5,788.3 |
S1 |
5,791.0 |
5,779.5 |
|