Trading Metrics calculated at close of trading on 15-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2009 |
15-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1,114.6 |
1,128.2 |
13.6 |
1.2% |
1,160.3 |
High |
1,128.9 |
1,130.0 |
1.1 |
0.1% |
1,170.2 |
Low |
1,111.7 |
1,112.0 |
0.3 |
0.0% |
1,110.2 |
Close |
1,123.8 |
1,123.0 |
-0.8 |
-0.1% |
1,119.9 |
Range |
17.2 |
18.0 |
0.8 |
4.7% |
60.0 |
ATR |
26.6 |
26.0 |
-0.6 |
-2.3% |
0.0 |
Volume |
215,762 |
133,515 |
-82,247 |
-38.1% |
1,309,657 |
|
Daily Pivots for day following 15-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,175.7 |
1,167.3 |
1,132.9 |
|
R3 |
1,157.7 |
1,149.3 |
1,128.0 |
|
R2 |
1,139.7 |
1,139.7 |
1,126.3 |
|
R1 |
1,131.3 |
1,131.3 |
1,124.7 |
1,126.5 |
PP |
1,121.7 |
1,121.7 |
1,121.7 |
1,119.3 |
S1 |
1,113.3 |
1,113.3 |
1,121.4 |
1,108.5 |
S2 |
1,103.7 |
1,103.7 |
1,119.7 |
|
S3 |
1,085.7 |
1,095.3 |
1,118.1 |
|
S4 |
1,067.7 |
1,077.3 |
1,113.1 |
|
|
Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,313.4 |
1,276.7 |
1,152.9 |
|
R3 |
1,253.4 |
1,216.7 |
1,136.4 |
|
R2 |
1,193.4 |
1,193.4 |
1,130.9 |
|
R1 |
1,156.7 |
1,156.7 |
1,125.4 |
1,145.1 |
PP |
1,133.4 |
1,133.4 |
1,133.4 |
1,127.6 |
S1 |
1,096.7 |
1,096.7 |
1,114.4 |
1,085.1 |
S2 |
1,073.4 |
1,073.4 |
1,108.9 |
|
S3 |
1,013.4 |
1,036.7 |
1,103.4 |
|
S4 |
953.4 |
976.7 |
1,086.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,148.4 |
1,110.2 |
38.2 |
3.4% |
23.1 |
2.1% |
34% |
False |
False |
203,304 |
10 |
1,227.5 |
1,110.2 |
117.3 |
10.4% |
30.1 |
2.7% |
11% |
False |
False |
224,734 |
20 |
1,227.5 |
1,110.2 |
117.3 |
10.4% |
26.9 |
2.4% |
11% |
False |
False |
158,871 |
40 |
1,227.5 |
1,028.0 |
199.5 |
17.8% |
22.0 |
2.0% |
48% |
False |
False |
84,657 |
60 |
1,227.5 |
987.3 |
240.2 |
21.4% |
19.9 |
1.8% |
56% |
False |
False |
57,320 |
80 |
1,227.5 |
940.0 |
287.5 |
25.6% |
18.4 |
1.6% |
64% |
False |
False |
43,293 |
100 |
1,227.5 |
929.2 |
298.3 |
26.6% |
16.9 |
1.5% |
65% |
False |
False |
34,938 |
120 |
1,227.5 |
909.5 |
318.0 |
28.3% |
15.6 |
1.4% |
67% |
False |
False |
29,240 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,206.5 |
2.618 |
1,177.1 |
1.618 |
1,159.1 |
1.000 |
1,148.0 |
0.618 |
1,141.1 |
HIGH |
1,130.0 |
0.618 |
1,123.1 |
0.500 |
1,121.0 |
0.382 |
1,118.9 |
LOW |
1,112.0 |
0.618 |
1,100.9 |
1.000 |
1,094.0 |
1.618 |
1,082.9 |
2.618 |
1,064.9 |
4.250 |
1,035.5 |
|
|
Fisher Pivots for day following 15-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,122.3 |
1,126.8 |
PP |
1,121.7 |
1,125.5 |
S1 |
1,121.0 |
1,124.3 |
|