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 |
5,285.5 |
5,282.5 |
-3.0 |
-0.1% |
5,305.5 |
High |
5,337.0 |
5,305.5 |
-31.5 |
-0.6% |
5,331.0 |
Low |
5,283.5 |
5,193.5 |
-90.0 |
-1.7% |
5,174.5 |
Close |
5,317.0 |
5,230.5 |
-86.5 |
-1.6% |
5,258.5 |
Range |
53.5 |
112.0 |
58.5 |
109.3% |
156.5 |
ATR |
87.7 |
90.2 |
2.6 |
2.9% |
0.0 |
Volume |
255,619 |
230,961 |
-24,658 |
-9.6% |
568,126 |
|
Daily Pivots for day following 17-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,579.0 |
5,517.0 |
5,292.0 |
|
R3 |
5,467.0 |
5,405.0 |
5,261.5 |
|
R2 |
5,355.0 |
5,355.0 |
5,251.0 |
|
R1 |
5,293.0 |
5,293.0 |
5,241.0 |
5,268.0 |
PP |
5,243.0 |
5,243.0 |
5,243.0 |
5,231.0 |
S1 |
5,181.0 |
5,181.0 |
5,220.0 |
5,156.0 |
S2 |
5,131.0 |
5,131.0 |
5,210.0 |
|
S3 |
5,019.0 |
5,069.0 |
5,199.5 |
|
S4 |
4,907.0 |
4,957.0 |
5,169.0 |
|
|
Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,724.0 |
5,648.0 |
5,344.5 |
|
R3 |
5,567.5 |
5,491.5 |
5,301.5 |
|
R2 |
5,411.0 |
5,411.0 |
5,287.0 |
|
R1 |
5,335.0 |
5,335.0 |
5,273.0 |
5,295.0 |
PP |
5,254.5 |
5,254.5 |
5,254.5 |
5,234.5 |
S1 |
5,178.5 |
5,178.5 |
5,244.0 |
5,138.0 |
S2 |
5,098.0 |
5,098.0 |
5,230.0 |
|
S3 |
4,941.5 |
5,022.0 |
5,215.5 |
|
S4 |
4,785.0 |
4,865.5 |
5,172.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,337.0 |
5,193.5 |
143.5 |
2.7% |
69.0 |
1.3% |
26% |
False |
True |
203,897 |
10 |
5,376.0 |
5,174.5 |
201.5 |
3.9% |
78.5 |
1.5% |
28% |
False |
False |
156,964 |
20 |
5,380.0 |
5,081.0 |
299.0 |
5.7% |
84.5 |
1.6% |
50% |
False |
False |
127,993 |
40 |
5,386.0 |
4,954.5 |
431.5 |
8.2% |
84.5 |
1.6% |
64% |
False |
False |
115,791 |
60 |
5,386.0 |
4,922.5 |
463.5 |
8.9% |
83.5 |
1.6% |
66% |
False |
False |
114,748 |
80 |
5,386.0 |
4,742.5 |
643.5 |
12.3% |
78.5 |
1.5% |
76% |
False |
False |
98,983 |
100 |
5,386.0 |
4,464.5 |
921.5 |
17.6% |
74.5 |
1.4% |
83% |
False |
False |
79,221 |
120 |
5,386.0 |
4,041.0 |
1,345.0 |
25.7% |
71.5 |
1.4% |
88% |
False |
False |
66,048 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,781.5 |
2.618 |
5,598.5 |
1.618 |
5,486.5 |
1.000 |
5,417.5 |
0.618 |
5,374.5 |
HIGH |
5,305.5 |
0.618 |
5,262.5 |
0.500 |
5,249.5 |
0.382 |
5,236.5 |
LOW |
5,193.5 |
0.618 |
5,124.5 |
1.000 |
5,081.5 |
1.618 |
5,012.5 |
2.618 |
4,900.5 |
4.250 |
4,717.5 |
|
|
Fisher Pivots for day following 17-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5,249.5 |
5,265.0 |
PP |
5,243.0 |
5,253.5 |
S1 |
5,237.0 |
5,242.0 |
|