Trading Metrics calculated at close of trading on 10-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2009 |
10-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
10,274 |
10,322 |
48 |
0.5% |
10,309 |
High |
10,338 |
10,444 |
106 |
1.0% |
10,509 |
Low |
10,228 |
10,303 |
75 |
0.7% |
10,251 |
Close |
10,330 |
10,402 |
72 |
0.7% |
10,400 |
Range |
110 |
141 |
31 |
28.2% |
258 |
ATR |
151 |
150 |
-1 |
-0.5% |
0 |
Volume |
150,310 |
137,677 |
-12,633 |
-8.4% |
647,002 |
|
Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,806 |
10,745 |
10,480 |
|
R3 |
10,665 |
10,604 |
10,441 |
|
R2 |
10,524 |
10,524 |
10,428 |
|
R1 |
10,463 |
10,463 |
10,415 |
10,494 |
PP |
10,383 |
10,383 |
10,383 |
10,398 |
S1 |
10,322 |
10,322 |
10,389 |
10,353 |
S2 |
10,242 |
10,242 |
10,376 |
|
S3 |
10,101 |
10,181 |
10,363 |
|
S4 |
9,960 |
10,040 |
10,325 |
|
|
Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,161 |
11,038 |
10,542 |
|
R3 |
10,903 |
10,780 |
10,471 |
|
R2 |
10,645 |
10,645 |
10,447 |
|
R1 |
10,522 |
10,522 |
10,424 |
10,584 |
PP |
10,387 |
10,387 |
10,387 |
10,417 |
S1 |
10,264 |
10,264 |
10,376 |
10,326 |
S2 |
10,129 |
10,129 |
10,353 |
|
S3 |
9,871 |
10,006 |
10,329 |
|
S4 |
9,613 |
9,748 |
10,258 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,509 |
10,228 |
281 |
2.7% |
150 |
1.4% |
62% |
False |
False |
146,939 |
10 |
10,509 |
10,116 |
393 |
3.8% |
160 |
1.5% |
73% |
False |
False |
134,091 |
20 |
10,509 |
10,116 |
393 |
3.8% |
142 |
1.4% |
73% |
False |
False |
127,071 |
40 |
10,509 |
9,596 |
913 |
8.8% |
158 |
1.5% |
88% |
False |
False |
148,365 |
60 |
10,509 |
9,336 |
1,173 |
11.3% |
149 |
1.4% |
91% |
False |
False |
145,187 |
80 |
10,509 |
9,049 |
1,460 |
14.0% |
147 |
1.4% |
93% |
False |
False |
115,275 |
100 |
10,509 |
8,750 |
1,759 |
16.9% |
146 |
1.4% |
94% |
False |
False |
92,246 |
120 |
10,509 |
7,961 |
2,548 |
24.5% |
146 |
1.4% |
96% |
False |
False |
76,879 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,043 |
2.618 |
10,813 |
1.618 |
10,672 |
1.000 |
10,585 |
0.618 |
10,531 |
HIGH |
10,444 |
0.618 |
10,390 |
0.500 |
10,374 |
0.382 |
10,357 |
LOW |
10,303 |
0.618 |
10,216 |
1.000 |
10,162 |
1.618 |
10,075 |
2.618 |
9,934 |
4.250 |
9,704 |
|
|
Fisher Pivots for day following 10-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
10,393 |
10,380 |
PP |
10,383 |
10,358 |
S1 |
10,374 |
10,336 |
|