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 |
1,090.25 |
1,097.75 |
7.50 |
0.7% |
1,102.75 |
High |
1,101.50 |
1,105.50 |
4.00 |
0.4% |
1,106.00 |
Low |
1,087.75 |
1,096.25 |
8.50 |
0.8% |
1,080.50 |
Close |
1,097.25 |
1,103.25 |
6.00 |
0.5% |
1,103.25 |
Range |
13.75 |
9.25 |
-4.50 |
-32.7% |
25.50 |
ATR |
17.11 |
16.55 |
-0.56 |
-3.3% |
0.00 |
Volume |
355,747 |
1,104,971 |
749,224 |
210.6% |
1,714,139 |
|
Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,129.50 |
1,125.50 |
1,108.25 |
|
R3 |
1,120.25 |
1,116.25 |
1,105.75 |
|
R2 |
1,111.00 |
1,111.00 |
1,105.00 |
|
R1 |
1,107.00 |
1,107.00 |
1,104.00 |
1,109.00 |
PP |
1,101.75 |
1,101.75 |
1,101.75 |
1,102.50 |
S1 |
1,097.75 |
1,097.75 |
1,102.50 |
1,099.75 |
S2 |
1,092.50 |
1,092.50 |
1,101.50 |
|
S3 |
1,083.25 |
1,088.50 |
1,100.75 |
|
S4 |
1,074.00 |
1,079.25 |
1,098.25 |
|
|
Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,173.00 |
1,163.75 |
1,117.25 |
|
R3 |
1,147.50 |
1,138.25 |
1,110.25 |
|
R2 |
1,122.00 |
1,122.00 |
1,108.00 |
|
R1 |
1,112.75 |
1,112.75 |
1,105.50 |
1,117.50 |
PP |
1,096.50 |
1,096.50 |
1,096.50 |
1,099.00 |
S1 |
1,087.25 |
1,087.25 |
1,101.00 |
1,092.00 |
S2 |
1,071.00 |
1,071.00 |
1,098.50 |
|
S3 |
1,045.50 |
1,061.75 |
1,096.25 |
|
S4 |
1,020.00 |
1,036.25 |
1,089.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,106.00 |
1,080.50 |
25.50 |
2.3% |
13.25 |
1.2% |
89% |
False |
False |
342,827 |
10 |
1,114.25 |
1,080.00 |
34.25 |
3.1% |
15.25 |
1.4% |
68% |
False |
False |
178,949 |
20 |
1,114.25 |
1,062.25 |
52.00 |
4.7% |
16.25 |
1.5% |
79% |
False |
False |
91,892 |
40 |
1,114.25 |
1,021.00 |
93.25 |
8.5% |
18.25 |
1.7% |
88% |
False |
False |
48,178 |
60 |
1,114.25 |
1,007.25 |
107.00 |
9.7% |
17.25 |
1.6% |
90% |
False |
False |
32,551 |
80 |
1,114.25 |
984.25 |
130.00 |
11.8% |
16.25 |
1.5% |
92% |
False |
False |
24,423 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,144.75 |
2.618 |
1,129.75 |
1.618 |
1,120.50 |
1.000 |
1,114.75 |
0.618 |
1,111.25 |
HIGH |
1,105.50 |
0.618 |
1,102.00 |
0.500 |
1,101.00 |
0.382 |
1,099.75 |
LOW |
1,096.25 |
0.618 |
1,090.50 |
1.000 |
1,087.00 |
1.618 |
1,081.25 |
2.618 |
1,072.00 |
4.250 |
1,057.00 |
|
|
Fisher Pivots for day following 11-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,102.50 |
1,099.75 |
PP |
1,101.75 |
1,096.50 |
S1 |
1,101.00 |
1,093.00 |
|