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 |
10,461 |
10,451 |
-10 |
-0.1% |
10,398 |
High |
10,520 |
10,457 |
-63 |
-0.6% |
10,488 |
Low |
10,429 |
10,309 |
-120 |
-1.2% |
10,228 |
Close |
10,451 |
10,333 |
-118 |
-1.1% |
10,484 |
Range |
91 |
148 |
57 |
62.6% |
260 |
ATR |
136 |
137 |
1 |
0.6% |
0 |
Volume |
29,882 |
20,056 |
-9,826 |
-32.9% |
688,176 |
|
Daily Pivots for day following 17-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,810 |
10,720 |
10,415 |
|
R3 |
10,662 |
10,572 |
10,374 |
|
R2 |
10,514 |
10,514 |
10,360 |
|
R1 |
10,424 |
10,424 |
10,347 |
10,395 |
PP |
10,366 |
10,366 |
10,366 |
10,352 |
S1 |
10,276 |
10,276 |
10,320 |
10,247 |
S2 |
10,218 |
10,218 |
10,306 |
|
S3 |
10,070 |
10,128 |
10,292 |
|
S4 |
9,922 |
9,980 |
10,252 |
|
|
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 |
10,309 |
262 |
2.5% |
106 |
1.0% |
9% |
False |
True |
41,310 |
10 |
10,571 |
10,228 |
343 |
3.3% |
128 |
1.2% |
31% |
False |
False |
94,125 |
20 |
10,571 |
10,116 |
455 |
4.4% |
139 |
1.3% |
48% |
False |
False |
105,864 |
40 |
10,571 |
9,596 |
975 |
9.4% |
152 |
1.5% |
76% |
False |
False |
136,560 |
60 |
10,571 |
9,336 |
1,235 |
12.0% |
149 |
1.4% |
81% |
False |
False |
137,674 |
80 |
10,571 |
9,186 |
1,385 |
13.4% |
143 |
1.4% |
83% |
False |
False |
117,841 |
100 |
10,571 |
8,901 |
1,670 |
16.2% |
145 |
1.4% |
86% |
False |
False |
94,304 |
120 |
10,571 |
7,961 |
2,610 |
25.3% |
144 |
1.4% |
91% |
False |
False |
78,599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,086 |
2.618 |
10,845 |
1.618 |
10,697 |
1.000 |
10,605 |
0.618 |
10,549 |
HIGH |
10,457 |
0.618 |
10,401 |
0.500 |
10,383 |
0.382 |
10,366 |
LOW |
10,309 |
0.618 |
10,218 |
1.000 |
10,161 |
1.618 |
10,070 |
2.618 |
9,922 |
4.250 |
9,680 |
|
|
Fisher Pivots for day following 17-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
10,383 |
10,415 |
PP |
10,366 |
10,387 |
S1 |
10,350 |
10,360 |
|