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 |
1,799.50 |
1,794.25 |
-5.25 |
-0.3% |
1,795.00 |
High |
1,812.75 |
1,811.00 |
-1.75 |
-0.1% |
1,812.75 |
Low |
1,784.50 |
1,788.25 |
3.75 |
0.2% |
1,758.75 |
Close |
1,794.00 |
1,809.75 |
15.75 |
0.9% |
1,794.00 |
Range |
28.25 |
22.75 |
-5.50 |
-19.5% |
54.00 |
ATR |
29.84 |
29.33 |
-0.51 |
-1.7% |
0.00 |
Volume |
183,615 |
86,820 |
-96,795 |
-52.7% |
1,547,173 |
|
Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,871.25 |
1,863.25 |
1,822.25 |
|
R3 |
1,848.50 |
1,840.50 |
1,816.00 |
|
R2 |
1,825.75 |
1,825.75 |
1,814.00 |
|
R1 |
1,817.75 |
1,817.75 |
1,811.75 |
1,821.75 |
PP |
1,803.00 |
1,803.00 |
1,803.00 |
1,805.00 |
S1 |
1,795.00 |
1,795.00 |
1,807.75 |
1,799.00 |
S2 |
1,780.25 |
1,780.25 |
1,805.50 |
|
S3 |
1,757.50 |
1,772.25 |
1,803.50 |
|
S4 |
1,734.75 |
1,749.50 |
1,797.25 |
|
|
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% |
27.50 |
1.5% |
94% |
False |
False |
244,867 |
10 |
1,816.25 |
1,758.75 |
57.50 |
3.2% |
28.50 |
1.6% |
89% |
False |
False |
274,055 |
20 |
1,816.25 |
1,722.25 |
94.00 |
5.2% |
28.75 |
1.6% |
93% |
False |
False |
262,500 |
40 |
1,816.25 |
1,650.25 |
166.00 |
9.2% |
31.00 |
1.7% |
96% |
False |
False |
302,239 |
60 |
1,816.25 |
1,649.75 |
166.50 |
9.2% |
30.00 |
1.7% |
96% |
False |
False |
296,786 |
80 |
1,816.25 |
1,582.50 |
233.75 |
12.9% |
29.50 |
1.6% |
97% |
False |
False |
245,309 |
100 |
1,816.25 |
1,559.25 |
257.00 |
14.2% |
29.25 |
1.6% |
97% |
False |
False |
196,303 |
120 |
1,816.25 |
1,391.25 |
425.00 |
23.5% |
28.75 |
1.6% |
98% |
False |
False |
163,608 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,907.75 |
2.618 |
1,870.50 |
1.618 |
1,847.75 |
1.000 |
1,833.75 |
0.618 |
1,825.00 |
HIGH |
1,811.00 |
0.618 |
1,802.25 |
0.500 |
1,799.50 |
0.382 |
1,797.00 |
LOW |
1,788.25 |
0.618 |
1,774.25 |
1.000 |
1,765.50 |
1.618 |
1,751.50 |
2.618 |
1,728.75 |
4.250 |
1,691.50 |
|
|
Fisher Pivots for day following 14-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,806.50 |
1,806.00 |
PP |
1,803.00 |
1,802.25 |
S1 |
1,799.50 |
1,798.50 |
|