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 |
10,495 |
10,461 |
-34 |
-0.3% |
10,398 |
High |
10,513 |
10,520 |
7 |
0.1% |
10,488 |
Low |
10,426 |
10,429 |
3 |
0.0% |
10,228 |
Close |
10,459 |
10,451 |
-8 |
-0.1% |
10,484 |
Range |
87 |
91 |
4 |
4.6% |
260 |
ATR |
139 |
136 |
-3 |
-2.5% |
0 |
Volume |
31,662 |
29,882 |
-1,780 |
-5.6% |
688,176 |
|
Daily Pivots for day following 16-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,740 |
10,686 |
10,501 |
|
R3 |
10,649 |
10,595 |
10,476 |
|
R2 |
10,558 |
10,558 |
10,468 |
|
R1 |
10,504 |
10,504 |
10,459 |
10,486 |
PP |
10,467 |
10,467 |
10,467 |
10,457 |
S1 |
10,413 |
10,413 |
10,443 |
10,395 |
S2 |
10,376 |
10,376 |
10,434 |
|
S3 |
10,285 |
10,322 |
10,426 |
|
S4 |
10,194 |
10,231 |
10,401 |
|
|
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 |
10,571 |
10,303 |
268 |
2.6% |
104 |
1.0% |
55% |
False |
False |
64,834 |
10 |
10,571 |
10,228 |
343 |
3.3% |
129 |
1.2% |
65% |
False |
False |
102,644 |
20 |
10,571 |
10,116 |
455 |
4.4% |
136 |
1.3% |
74% |
False |
False |
110,234 |
40 |
10,571 |
9,596 |
975 |
9.3% |
154 |
1.5% |
88% |
False |
False |
140,015 |
60 |
10,571 |
9,336 |
1,235 |
11.8% |
149 |
1.4% |
90% |
False |
False |
139,117 |
80 |
10,571 |
9,186 |
1,385 |
13.3% |
143 |
1.4% |
91% |
False |
False |
117,598 |
100 |
10,571 |
8,901 |
1,670 |
16.0% |
145 |
1.4% |
93% |
False |
False |
94,104 |
120 |
10,571 |
7,961 |
2,610 |
25.0% |
144 |
1.4% |
95% |
False |
False |
78,432 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,907 |
2.618 |
10,758 |
1.618 |
10,667 |
1.000 |
10,611 |
0.618 |
10,576 |
HIGH |
10,520 |
0.618 |
10,485 |
0.500 |
10,475 |
0.382 |
10,464 |
LOW |
10,429 |
0.618 |
10,373 |
1.000 |
10,338 |
1.618 |
10,282 |
2.618 |
10,191 |
4.250 |
10,042 |
|
|
Fisher Pivots for day following 16-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
10,475 |
10,499 |
PP |
10,467 |
10,483 |
S1 |
10,459 |
10,467 |
|