Trading Metrics calculated at close of trading on 14-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2009 |
14-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
5,725.5 |
5,838.5 |
113.0 |
2.0% |
5,803.0 |
High |
5,800.0 |
5,845.0 |
45.0 |
0.8% |
5,818.5 |
Low |
5,724.0 |
5,786.0 |
62.0 |
1.1% |
5,611.0 |
Close |
5,766.5 |
5,803.5 |
37.0 |
0.6% |
5,766.5 |
Range |
76.0 |
59.0 |
-17.0 |
-22.4% |
207.5 |
ATR |
111.7 |
109.3 |
-2.4 |
-2.1% |
0.0 |
Volume |
5,720 |
22,460 |
16,740 |
292.7% |
23,935 |
|
Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,988.5 |
5,955.0 |
5,836.0 |
|
R3 |
5,929.5 |
5,896.0 |
5,819.7 |
|
R2 |
5,870.5 |
5,870.5 |
5,814.3 |
|
R1 |
5,837.0 |
5,837.0 |
5,808.9 |
5,824.3 |
PP |
5,811.5 |
5,811.5 |
5,811.5 |
5,805.1 |
S1 |
5,778.0 |
5,778.0 |
5,798.1 |
5,765.3 |
S2 |
5,752.5 |
5,752.5 |
5,792.7 |
|
S3 |
5,693.5 |
5,719.0 |
5,787.3 |
|
S4 |
5,634.5 |
5,660.0 |
5,771.1 |
|
|
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 |
5,845.0 |
5,611.0 |
234.0 |
4.0% |
99.6 |
1.7% |
82% |
True |
False |
8,908 |
10 |
5,865.0 |
5,611.0 |
254.0 |
4.4% |
99.1 |
1.7% |
76% |
False |
False |
5,010 |
20 |
5,865.0 |
5,519.0 |
346.0 |
6.0% |
101.8 |
1.8% |
82% |
False |
False |
2,840 |
40 |
5,895.0 |
5,324.0 |
571.0 |
9.8% |
106.2 |
1.8% |
84% |
False |
False |
1,815 |
60 |
5,895.0 |
5,324.0 |
571.0 |
9.8% |
102.8 |
1.8% |
84% |
False |
False |
1,460 |
80 |
5,895.0 |
5,275.0 |
620.0 |
10.7% |
97.6 |
1.7% |
85% |
False |
False |
1,589 |
100 |
5,895.0 |
5,166.5 |
728.5 |
12.6% |
98.7 |
1.7% |
87% |
False |
False |
1,313 |
120 |
5,895.0 |
4,558.0 |
1,337.0 |
23.0% |
95.8 |
1.7% |
93% |
False |
False |
1,111 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,095.8 |
2.618 |
5,999.5 |
1.618 |
5,940.5 |
1.000 |
5,904.0 |
0.618 |
5,881.5 |
HIGH |
5,845.0 |
0.618 |
5,822.5 |
0.500 |
5,815.5 |
0.382 |
5,808.5 |
LOW |
5,786.0 |
0.618 |
5,749.5 |
1.000 |
5,727.0 |
1.618 |
5,690.5 |
2.618 |
5,631.5 |
4.250 |
5,535.3 |
|
|
Fisher Pivots for day following 14-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5,815.5 |
5,783.8 |
PP |
5,811.5 |
5,764.2 |
S1 |
5,807.5 |
5,744.5 |
|