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 |
5,657.0 |
5,725.5 |
68.5 |
1.2% |
5,803.0 |
High |
5,745.0 |
5,800.0 |
55.0 |
1.0% |
5,818.5 |
Low |
5,644.0 |
5,724.0 |
80.0 |
1.4% |
5,611.0 |
Close |
5,711.0 |
5,766.5 |
55.5 |
1.0% |
5,766.5 |
Range |
101.0 |
76.0 |
-25.0 |
-24.8% |
207.5 |
ATR |
113.4 |
111.7 |
-1.7 |
-1.5% |
0.0 |
Volume |
7,390 |
5,720 |
-1,670 |
-22.6% |
23,935 |
|
Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,991.5 |
5,955.0 |
5,808.3 |
|
R3 |
5,915.5 |
5,879.0 |
5,787.4 |
|
R2 |
5,839.5 |
5,839.5 |
5,780.4 |
|
R1 |
5,803.0 |
5,803.0 |
5,773.5 |
5,821.3 |
PP |
5,763.5 |
5,763.5 |
5,763.5 |
5,772.6 |
S1 |
5,727.0 |
5,727.0 |
5,759.5 |
5,745.3 |
S2 |
5,687.5 |
5,687.5 |
5,752.6 |
|
S3 |
5,611.5 |
5,651.0 |
5,745.6 |
|
S4 |
5,535.5 |
5,575.0 |
5,724.7 |
|
|
Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,354.5 |
6,268.0 |
5,880.6 |
|
R3 |
6,147.0 |
6,060.5 |
5,823.6 |
|
R2 |
5,939.5 |
5,939.5 |
5,804.5 |
|
R1 |
5,853.0 |
5,853.0 |
5,785.5 |
5,792.5 |
PP |
5,732.0 |
5,732.0 |
5,732.0 |
5,701.8 |
S1 |
5,645.5 |
5,645.5 |
5,747.5 |
5,585.0 |
S2 |
5,524.5 |
5,524.5 |
5,728.5 |
|
S3 |
5,317.0 |
5,438.0 |
5,709.4 |
|
S4 |
5,109.5 |
5,230.5 |
5,652.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,818.5 |
5,611.0 |
207.5 |
3.6% |
101.3 |
1.8% |
75% |
False |
False |
4,787 |
10 |
5,865.0 |
5,611.0 |
254.0 |
4.4% |
103.7 |
1.8% |
61% |
False |
False |
2,822 |
20 |
5,865.0 |
5,519.0 |
346.0 |
6.0% |
102.9 |
1.8% |
72% |
False |
False |
1,736 |
40 |
5,895.0 |
5,324.0 |
571.0 |
9.9% |
107.1 |
1.9% |
77% |
False |
False |
1,259 |
60 |
5,895.0 |
5,324.0 |
571.0 |
9.9% |
103.3 |
1.8% |
77% |
False |
False |
1,090 |
80 |
5,895.0 |
5,275.0 |
620.0 |
10.8% |
97.6 |
1.7% |
79% |
False |
False |
1,310 |
100 |
5,895.0 |
5,166.5 |
728.5 |
12.6% |
98.9 |
1.7% |
82% |
False |
False |
1,090 |
120 |
5,895.0 |
4,558.0 |
1,337.0 |
23.2% |
95.5 |
1.7% |
90% |
False |
False |
925 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,123.0 |
2.618 |
5,999.0 |
1.618 |
5,923.0 |
1.000 |
5,876.0 |
0.618 |
5,847.0 |
HIGH |
5,800.0 |
0.618 |
5,771.0 |
0.500 |
5,762.0 |
0.382 |
5,753.0 |
LOW |
5,724.0 |
0.618 |
5,677.0 |
1.000 |
5,648.0 |
1.618 |
5,601.0 |
2.618 |
5,525.0 |
4.250 |
5,401.0 |
|
|
Fisher Pivots for day following 11-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5,765.0 |
5,746.2 |
PP |
5,763.5 |
5,725.8 |
S1 |
5,762.0 |
5,705.5 |
|