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 |
1,791.50 |
1,799.50 |
8.00 |
0.4% |
1,795.00 |
High |
1,808.50 |
1,812.75 |
4.25 |
0.2% |
1,812.75 |
Low |
1,786.25 |
1,784.50 |
-1.75 |
-0.1% |
1,758.75 |
Close |
1,800.00 |
1,794.00 |
-6.00 |
-0.3% |
1,794.00 |
Range |
22.25 |
28.25 |
6.00 |
27.0% |
54.00 |
ATR |
29.96 |
29.84 |
-0.12 |
-0.4% |
0.00 |
Volume |
364,559 |
183,615 |
-180,944 |
-49.6% |
1,547,173 |
|
Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,881.75 |
1,866.25 |
1,809.50 |
|
R3 |
1,853.50 |
1,838.00 |
1,801.75 |
|
R2 |
1,825.25 |
1,825.25 |
1,799.25 |
|
R1 |
1,809.75 |
1,809.75 |
1,796.50 |
1,803.50 |
PP |
1,797.00 |
1,797.00 |
1,797.00 |
1,794.00 |
S1 |
1,781.50 |
1,781.50 |
1,791.50 |
1,775.00 |
S2 |
1,768.75 |
1,768.75 |
1,788.75 |
|
S3 |
1,740.50 |
1,753.25 |
1,786.25 |
|
S4 |
1,712.25 |
1,725.00 |
1,778.50 |
|
|
Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,950.50 |
1,926.25 |
1,823.75 |
|
R3 |
1,896.50 |
1,872.25 |
1,808.75 |
|
R2 |
1,842.50 |
1,842.50 |
1,804.00 |
|
R1 |
1,818.25 |
1,818.25 |
1,799.00 |
1,803.50 |
PP |
1,788.50 |
1,788.50 |
1,788.50 |
1,781.00 |
S1 |
1,764.25 |
1,764.25 |
1,789.00 |
1,749.50 |
S2 |
1,734.50 |
1,734.50 |
1,784.00 |
|
S3 |
1,680.50 |
1,710.25 |
1,779.25 |
|
S4 |
1,626.50 |
1,656.25 |
1,764.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,812.75 |
1,758.75 |
54.00 |
3.0% |
26.75 |
1.5% |
65% |
True |
False |
309,434 |
10 |
1,816.25 |
1,750.25 |
66.00 |
3.7% |
28.50 |
1.6% |
66% |
False |
False |
291,039 |
20 |
1,816.25 |
1,722.25 |
94.00 |
5.2% |
28.75 |
1.6% |
76% |
False |
False |
272,126 |
40 |
1,816.25 |
1,650.25 |
166.00 |
9.3% |
31.25 |
1.7% |
87% |
False |
False |
306,591 |
60 |
1,816.25 |
1,649.75 |
166.50 |
9.3% |
30.00 |
1.7% |
87% |
False |
False |
300,987 |
80 |
1,816.25 |
1,582.50 |
233.75 |
13.0% |
29.50 |
1.6% |
90% |
False |
False |
244,225 |
100 |
1,816.25 |
1,554.50 |
261.75 |
14.6% |
29.50 |
1.7% |
91% |
False |
False |
195,440 |
120 |
1,816.25 |
1,391.25 |
425.00 |
23.7% |
28.75 |
1.6% |
95% |
False |
False |
162,885 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,932.75 |
2.618 |
1,886.75 |
1.618 |
1,858.50 |
1.000 |
1,841.00 |
0.618 |
1,830.25 |
HIGH |
1,812.75 |
0.618 |
1,802.00 |
0.500 |
1,798.50 |
0.382 |
1,795.25 |
LOW |
1,784.50 |
0.618 |
1,767.00 |
1.000 |
1,756.25 |
1.618 |
1,738.75 |
2.618 |
1,710.50 |
4.250 |
1,664.50 |
|
|
Fisher Pivots for day following 11-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,798.50 |
1,791.25 |
PP |
1,797.00 |
1,788.50 |
S1 |
1,795.50 |
1,785.75 |
|