Trading Metrics calculated at close of trading on 10-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2009 |
10-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1,085.00 |
1,090.25 |
5.25 |
0.5% |
1,083.00 |
High |
1,092.50 |
1,101.50 |
9.00 |
0.8% |
1,114.25 |
Low |
1,080.50 |
1,087.75 |
7.25 |
0.7% |
1,080.00 |
Close |
1,091.00 |
1,097.25 |
6.25 |
0.6% |
1,103.25 |
Range |
12.00 |
13.75 |
1.75 |
14.6% |
34.25 |
ATR |
17.37 |
17.11 |
-0.26 |
-1.5% |
0.00 |
Volume |
169,424 |
355,747 |
186,323 |
110.0% |
75,354 |
|
Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,136.75 |
1,130.75 |
1,104.75 |
|
R3 |
1,123.00 |
1,117.00 |
1,101.00 |
|
R2 |
1,109.25 |
1,109.25 |
1,099.75 |
|
R1 |
1,103.25 |
1,103.25 |
1,098.50 |
1,106.25 |
PP |
1,095.50 |
1,095.50 |
1,095.50 |
1,097.00 |
S1 |
1,089.50 |
1,089.50 |
1,096.00 |
1,092.50 |
S2 |
1,081.75 |
1,081.75 |
1,094.75 |
|
S3 |
1,068.00 |
1,075.75 |
1,093.50 |
|
S4 |
1,054.25 |
1,062.00 |
1,089.75 |
|
|
Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,202.00 |
1,186.75 |
1,122.00 |
|
R3 |
1,167.75 |
1,152.50 |
1,112.75 |
|
R2 |
1,133.50 |
1,133.50 |
1,109.50 |
|
R1 |
1,118.25 |
1,118.25 |
1,106.50 |
1,126.00 |
PP |
1,099.25 |
1,099.25 |
1,099.25 |
1,103.00 |
S1 |
1,084.00 |
1,084.00 |
1,100.00 |
1,091.50 |
S2 |
1,065.00 |
1,065.00 |
1,097.00 |
|
S3 |
1,030.75 |
1,049.75 |
1,093.75 |
|
S4 |
996.50 |
1,015.50 |
1,084.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,114.25 |
1,080.50 |
33.75 |
3.1% |
16.25 |
1.5% |
50% |
False |
False |
128,487 |
10 |
1,114.25 |
1,062.25 |
52.00 |
4.7% |
18.75 |
1.7% |
67% |
False |
False |
68,798 |
20 |
1,114.25 |
1,062.25 |
52.00 |
4.7% |
16.75 |
1.5% |
67% |
False |
False |
36,822 |
40 |
1,114.25 |
1,021.00 |
93.25 |
8.5% |
18.50 |
1.7% |
82% |
False |
False |
20,637 |
60 |
1,114.25 |
1,007.25 |
107.00 |
9.8% |
17.25 |
1.6% |
84% |
False |
False |
14,136 |
80 |
1,114.25 |
971.00 |
143.25 |
13.1% |
16.25 |
1.5% |
88% |
False |
False |
10,611 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,160.00 |
2.618 |
1,137.50 |
1.618 |
1,123.75 |
1.000 |
1,115.25 |
0.618 |
1,110.00 |
HIGH |
1,101.50 |
0.618 |
1,096.25 |
0.500 |
1,094.50 |
0.382 |
1,093.00 |
LOW |
1,087.75 |
0.618 |
1,079.25 |
1.000 |
1,074.00 |
1.618 |
1,065.50 |
2.618 |
1,051.75 |
4.250 |
1,029.25 |
|
|
Fisher Pivots for day following 10-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,096.50 |
1,095.25 |
PP |
1,095.50 |
1,093.50 |
S1 |
1,094.50 |
1,091.50 |
|