Trading Metrics calculated at close of trading on 16-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2009 |
16-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1,809.75 |
1,797.75 |
-12.00 |
-0.7% |
1,795.00 |
High |
1,813.75 |
1,815.00 |
1.25 |
0.1% |
1,812.75 |
Low |
1,793.25 |
1,796.50 |
3.25 |
0.2% |
1,758.75 |
Close |
1,796.75 |
1,801.75 |
5.00 |
0.3% |
1,794.00 |
Range |
20.50 |
18.50 |
-2.00 |
-9.8% |
54.00 |
ATR |
28.70 |
27.97 |
-0.73 |
-2.5% |
0.00 |
Volume |
72,978 |
76,817 |
3,839 |
5.3% |
1,547,173 |
|
Daily Pivots for day following 16-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,860.00 |
1,849.25 |
1,812.00 |
|
R3 |
1,841.50 |
1,830.75 |
1,806.75 |
|
R2 |
1,823.00 |
1,823.00 |
1,805.25 |
|
R1 |
1,812.25 |
1,812.25 |
1,803.50 |
1,817.50 |
PP |
1,804.50 |
1,804.50 |
1,804.50 |
1,807.00 |
S1 |
1,793.75 |
1,793.75 |
1,800.00 |
1,799.00 |
S2 |
1,786.00 |
1,786.00 |
1,798.25 |
|
S3 |
1,767.50 |
1,775.25 |
1,796.75 |
|
S4 |
1,749.00 |
1,756.75 |
1,791.50 |
|
|
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 |
1,815.00 |
1,784.50 |
30.50 |
1.7% |
22.50 |
1.2% |
57% |
True |
False |
156,957 |
10 |
1,816.25 |
1,758.75 |
57.50 |
3.2% |
26.75 |
1.5% |
75% |
False |
False |
231,233 |
20 |
1,816.25 |
1,722.25 |
94.00 |
5.2% |
28.50 |
1.6% |
85% |
False |
False |
242,589 |
40 |
1,816.25 |
1,650.25 |
166.00 |
9.2% |
30.50 |
1.7% |
91% |
False |
False |
290,877 |
60 |
1,816.25 |
1,649.75 |
166.50 |
9.2% |
30.00 |
1.7% |
91% |
False |
False |
290,944 |
80 |
1,816.25 |
1,582.50 |
233.75 |
13.0% |
29.25 |
1.6% |
94% |
False |
False |
247,143 |
100 |
1,816.25 |
1,559.25 |
257.00 |
14.3% |
29.25 |
1.6% |
94% |
False |
False |
197,798 |
120 |
1,816.25 |
1,391.25 |
425.00 |
23.6% |
28.75 |
1.6% |
97% |
False |
False |
164,855 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,893.50 |
2.618 |
1,863.50 |
1.618 |
1,845.00 |
1.000 |
1,833.50 |
0.618 |
1,826.50 |
HIGH |
1,815.00 |
0.618 |
1,808.00 |
0.500 |
1,805.75 |
0.382 |
1,803.50 |
LOW |
1,796.50 |
0.618 |
1,785.00 |
1.000 |
1,778.00 |
1.618 |
1,766.50 |
2.618 |
1,748.00 |
4.250 |
1,718.00 |
|
|
Fisher Pivots for day following 16-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,805.75 |
1,801.75 |
PP |
1,804.50 |
1,801.75 |
S1 |
1,803.00 |
1,801.50 |
|