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 |
5,823.0 |
5,870.0 |
47.0 |
0.8% |
5,803.0 |
High |
5,938.0 |
5,900.0 |
-38.0 |
-0.6% |
5,818.5 |
Low |
5,810.0 |
5,830.5 |
20.5 |
0.4% |
5,611.0 |
Close |
5,901.0 |
5,864.0 |
-37.0 |
-0.6% |
5,766.5 |
Range |
128.0 |
69.5 |
-58.5 |
-45.7% |
207.5 |
ATR |
108.4 |
105.7 |
-2.7 |
-2.5% |
0.0 |
Volume |
60,948 |
69,800 |
8,852 |
14.5% |
23,935 |
|
Daily Pivots for day following 17-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,073.3 |
6,038.2 |
5,902.2 |
|
R3 |
6,003.8 |
5,968.7 |
5,883.1 |
|
R2 |
5,934.3 |
5,934.3 |
5,876.7 |
|
R1 |
5,899.2 |
5,899.2 |
5,870.4 |
5,882.0 |
PP |
5,864.8 |
5,864.8 |
5,864.8 |
5,856.3 |
S1 |
5,829.7 |
5,829.7 |
5,857.6 |
5,812.5 |
S2 |
5,795.3 |
5,795.3 |
5,851.3 |
|
S3 |
5,725.8 |
5,760.2 |
5,844.9 |
|
S4 |
5,656.3 |
5,690.7 |
5,825.8 |
|
|
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 |
5,938.0 |
5,724.0 |
214.0 |
3.6% |
81.8 |
1.4% |
65% |
False |
False |
42,464 |
10 |
5,938.0 |
5,611.0 |
327.0 |
5.6% |
97.0 |
1.7% |
77% |
False |
False |
23,182 |
20 |
5,938.0 |
5,519.0 |
419.0 |
7.1% |
104.2 |
1.8% |
82% |
False |
False |
12,013 |
40 |
5,938.0 |
5,324.0 |
614.0 |
10.5% |
105.1 |
1.8% |
88% |
False |
False |
6,380 |
60 |
5,938.0 |
5,324.0 |
614.0 |
10.5% |
102.6 |
1.7% |
88% |
False |
False |
4,481 |
80 |
5,938.0 |
5,275.0 |
663.0 |
11.3% |
97.7 |
1.7% |
89% |
False |
False |
3,883 |
100 |
5,938.0 |
5,171.0 |
767.0 |
13.1% |
97.8 |
1.7% |
90% |
False |
False |
3,148 |
120 |
5,938.0 |
4,558.0 |
1,380.0 |
23.5% |
95.9 |
1.6% |
95% |
False |
False |
2,644 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,195.4 |
2.618 |
6,082.0 |
1.618 |
6,012.5 |
1.000 |
5,969.5 |
0.618 |
5,943.0 |
HIGH |
5,900.0 |
0.618 |
5,873.5 |
0.500 |
5,865.3 |
0.382 |
5,857.0 |
LOW |
5,830.5 |
0.618 |
5,787.5 |
1.000 |
5,761.0 |
1.618 |
5,718.0 |
2.618 |
5,648.5 |
4.250 |
5,535.1 |
|
|
Fisher Pivots for day following 17-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5,865.3 |
5,858.9 |
PP |
5,864.8 |
5,853.8 |
S1 |
5,864.4 |
5,848.8 |
|