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 |
5,812.5 |
5,857.5 |
45.0 |
0.8% |
5,796.0 |
High |
5,932.5 |
5,893.0 |
-39.5 |
-0.7% |
5,814.5 |
Low |
5,804.0 |
5,823.0 |
19.0 |
0.3% |
5,604.5 |
Close |
5,893.5 |
5,856.5 |
-37.0 |
-0.6% |
5,761.0 |
Range |
128.5 |
70.0 |
-58.5 |
-45.5% |
210.0 |
ATR |
113.7 |
110.7 |
-3.1 |
-2.7% |
0.0 |
Volume |
186,555 |
170,256 |
-16,299 |
-8.7% |
787,148 |
|
Daily Pivots for day following 17-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,067.5 |
6,032.0 |
5,895.0 |
|
R3 |
5,997.5 |
5,962.0 |
5,875.8 |
|
R2 |
5,927.5 |
5,927.5 |
5,869.3 |
|
R1 |
5,892.0 |
5,892.0 |
5,862.9 |
5,874.8 |
PP |
5,857.5 |
5,857.5 |
5,857.5 |
5,848.9 |
S1 |
5,822.0 |
5,822.0 |
5,850.1 |
5,804.8 |
S2 |
5,787.5 |
5,787.5 |
5,843.7 |
|
S3 |
5,717.5 |
5,752.0 |
5,837.3 |
|
S4 |
5,647.5 |
5,682.0 |
5,818.0 |
|
|
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 |
5,932.5 |
5,718.0 |
214.5 |
3.7% |
84.1 |
1.4% |
65% |
False |
False |
152,654 |
10 |
5,932.5 |
5,604.5 |
328.0 |
5.6% |
100.5 |
1.7% |
77% |
False |
False |
158,139 |
20 |
5,932.5 |
5,509.5 |
423.0 |
7.2% |
106.8 |
1.8% |
82% |
False |
False |
152,310 |
40 |
5,932.5 |
5,316.0 |
616.5 |
10.5% |
110.3 |
1.9% |
88% |
False |
False |
158,733 |
60 |
5,932.5 |
5,316.0 |
616.5 |
10.5% |
110.1 |
1.9% |
88% |
False |
False |
158,678 |
80 |
5,932.5 |
5,268.5 |
664.0 |
11.3% |
103.7 |
1.8% |
89% |
False |
False |
129,385 |
100 |
5,932.5 |
5,152.5 |
780.0 |
13.3% |
105.0 |
1.8% |
90% |
False |
False |
103,746 |
120 |
5,932.5 |
4,540.0 |
1,392.5 |
23.8% |
104.9 |
1.8% |
95% |
False |
False |
86,554 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,190.5 |
2.618 |
6,076.3 |
1.618 |
6,006.3 |
1.000 |
5,963.0 |
0.618 |
5,936.3 |
HIGH |
5,893.0 |
0.618 |
5,866.3 |
0.500 |
5,858.0 |
0.382 |
5,849.7 |
LOW |
5,823.0 |
0.618 |
5,779.7 |
1.000 |
5,753.0 |
1.618 |
5,709.7 |
2.618 |
5,639.7 |
4.250 |
5,525.5 |
|
|
Fisher Pivots for day following 17-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5,858.0 |
5,851.7 |
PP |
5,857.5 |
5,846.8 |
S1 |
5,857.0 |
5,842.0 |
|