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 |
1,794.25 |
1,809.75 |
15.50 |
0.9% |
1,795.00 |
High |
1,811.00 |
1,813.75 |
2.75 |
0.2% |
1,812.75 |
Low |
1,788.25 |
1,793.25 |
5.00 |
0.3% |
1,758.75 |
Close |
1,809.75 |
1,796.75 |
-13.00 |
-0.7% |
1,794.00 |
Range |
22.75 |
20.50 |
-2.25 |
-9.9% |
54.00 |
ATR |
29.33 |
28.70 |
-0.63 |
-2.2% |
0.00 |
Volume |
86,820 |
72,978 |
-13,842 |
-15.9% |
1,547,173 |
|
Daily Pivots for day following 15-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,862.75 |
1,850.25 |
1,808.00 |
|
R3 |
1,842.25 |
1,829.75 |
1,802.50 |
|
R2 |
1,821.75 |
1,821.75 |
1,800.50 |
|
R1 |
1,809.25 |
1,809.25 |
1,798.75 |
1,805.25 |
PP |
1,801.25 |
1,801.25 |
1,801.25 |
1,799.25 |
S1 |
1,788.75 |
1,788.75 |
1,794.75 |
1,784.75 |
S2 |
1,780.75 |
1,780.75 |
1,793.00 |
|
S3 |
1,760.25 |
1,768.25 |
1,791.00 |
|
S4 |
1,739.75 |
1,747.75 |
1,785.50 |
|
|
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 |
1,813.75 |
1,758.75 |
55.00 |
3.1% |
25.50 |
1.4% |
69% |
True |
False |
211,632 |
10 |
1,816.25 |
1,758.75 |
57.50 |
3.2% |
27.00 |
1.5% |
66% |
False |
False |
250,436 |
20 |
1,816.25 |
1,722.25 |
94.00 |
5.2% |
28.50 |
1.6% |
79% |
False |
False |
253,475 |
40 |
1,816.25 |
1,650.25 |
166.00 |
9.2% |
30.75 |
1.7% |
88% |
False |
False |
295,725 |
60 |
1,816.25 |
1,649.75 |
166.50 |
9.3% |
30.00 |
1.7% |
88% |
False |
False |
294,039 |
80 |
1,816.25 |
1,582.50 |
233.75 |
13.0% |
29.25 |
1.6% |
92% |
False |
False |
246,201 |
100 |
1,816.25 |
1,559.25 |
257.00 |
14.3% |
29.25 |
1.6% |
92% |
False |
False |
197,031 |
120 |
1,816.25 |
1,391.25 |
425.00 |
23.7% |
28.75 |
1.6% |
95% |
False |
False |
164,216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,901.00 |
2.618 |
1,867.50 |
1.618 |
1,847.00 |
1.000 |
1,834.25 |
0.618 |
1,826.50 |
HIGH |
1,813.75 |
0.618 |
1,806.00 |
0.500 |
1,803.50 |
0.382 |
1,801.00 |
LOW |
1,793.25 |
0.618 |
1,780.50 |
1.000 |
1,772.75 |
1.618 |
1,760.00 |
2.618 |
1,739.50 |
4.250 |
1,706.00 |
|
|
Fisher Pivots for day following 15-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,803.50 |
1,799.00 |
PP |
1,801.25 |
1,798.25 |
S1 |
1,799.00 |
1,797.50 |
|