Trading Metrics calculated at close of trading on 11-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2009 |
11-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
10,322 |
10,404 |
82 |
0.8% |
10,398 |
High |
10,444 |
10,488 |
44 |
0.4% |
10,488 |
Low |
10,303 |
10,400 |
97 |
0.9% |
10,228 |
Close |
10,402 |
10,484 |
82 |
0.8% |
10,484 |
Range |
141 |
88 |
-53 |
-37.6% |
260 |
ATR |
150 |
145 |
-4 |
-2.9% |
0 |
Volume |
137,677 |
84,874 |
-52,803 |
-38.4% |
688,176 |
|
Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,721 |
10,691 |
10,533 |
|
R3 |
10,633 |
10,603 |
10,508 |
|
R2 |
10,545 |
10,545 |
10,500 |
|
R1 |
10,515 |
10,515 |
10,492 |
10,530 |
PP |
10,457 |
10,457 |
10,457 |
10,465 |
S1 |
10,427 |
10,427 |
10,476 |
10,442 |
S2 |
10,369 |
10,369 |
10,468 |
|
S3 |
10,281 |
10,339 |
10,460 |
|
S4 |
10,193 |
10,251 |
10,436 |
|
|
Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,180 |
11,092 |
10,627 |
|
R3 |
10,920 |
10,832 |
10,556 |
|
R2 |
10,660 |
10,660 |
10,532 |
|
R1 |
10,572 |
10,572 |
10,508 |
10,616 |
PP |
10,400 |
10,400 |
10,400 |
10,422 |
S1 |
10,312 |
10,312 |
10,460 |
10,356 |
S2 |
10,140 |
10,140 |
10,436 |
|
S3 |
9,880 |
10,052 |
10,413 |
|
S4 |
9,620 |
9,792 |
10,341 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,488 |
10,228 |
260 |
2.5% |
126 |
1.2% |
98% |
True |
False |
137,635 |
10 |
10,509 |
10,228 |
281 |
2.7% |
139 |
1.3% |
91% |
False |
False |
133,517 |
20 |
10,509 |
10,116 |
393 |
3.7% |
139 |
1.3% |
94% |
False |
False |
124,749 |
40 |
10,509 |
9,596 |
913 |
8.7% |
158 |
1.5% |
97% |
False |
False |
147,357 |
60 |
10,509 |
9,336 |
1,173 |
11.2% |
149 |
1.4% |
98% |
False |
False |
144,155 |
80 |
10,509 |
9,186 |
1,323 |
12.6% |
145 |
1.4% |
98% |
False |
False |
116,335 |
100 |
10,509 |
8,769 |
1,740 |
16.6% |
146 |
1.4% |
99% |
False |
False |
93,094 |
120 |
10,509 |
7,961 |
2,548 |
24.3% |
146 |
1.4% |
99% |
False |
False |
77,586 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,862 |
2.618 |
10,719 |
1.618 |
10,631 |
1.000 |
10,576 |
0.618 |
10,543 |
HIGH |
10,488 |
0.618 |
10,455 |
0.500 |
10,444 |
0.382 |
10,434 |
LOW |
10,400 |
0.618 |
10,346 |
1.000 |
10,312 |
1.618 |
10,258 |
2.618 |
10,170 |
4.250 |
10,026 |
|
|
Fisher Pivots for day following 11-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
10,471 |
10,442 |
PP |
10,457 |
10,400 |
S1 |
10,444 |
10,358 |
|