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 |
1,097.75 |
1,102.50 |
4.75 |
0.4% |
1,102.75 |
High |
1,105.50 |
1,113.00 |
7.50 |
0.7% |
1,106.00 |
Low |
1,096.25 |
1,099.75 |
3.50 |
0.3% |
1,080.50 |
Close |
1,103.25 |
1,108.50 |
5.25 |
0.5% |
1,103.25 |
Range |
9.25 |
13.25 |
4.00 |
43.2% |
25.50 |
ATR |
16.55 |
16.31 |
-0.24 |
-1.4% |
0.00 |
Volume |
1,104,971 |
1,710,243 |
605,272 |
54.8% |
1,714,139 |
|
Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,146.75 |
1,141.00 |
1,115.75 |
|
R3 |
1,133.50 |
1,127.75 |
1,112.25 |
|
R2 |
1,120.25 |
1,120.25 |
1,111.00 |
|
R1 |
1,114.50 |
1,114.50 |
1,109.75 |
1,117.50 |
PP |
1,107.00 |
1,107.00 |
1,107.00 |
1,108.50 |
S1 |
1,101.25 |
1,101.25 |
1,107.25 |
1,104.00 |
S2 |
1,093.75 |
1,093.75 |
1,106.00 |
|
S3 |
1,080.50 |
1,088.00 |
1,104.75 |
|
S4 |
1,067.25 |
1,074.75 |
1,101.25 |
|
|
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 |
1,113.00 |
1,080.50 |
32.50 |
2.9% |
13.50 |
1.2% |
86% |
True |
False |
677,013 |
10 |
1,114.25 |
1,080.50 |
33.75 |
3.0% |
15.25 |
1.4% |
83% |
False |
False |
349,344 |
20 |
1,114.25 |
1,062.25 |
52.00 |
4.7% |
16.25 |
1.5% |
89% |
False |
False |
177,172 |
40 |
1,114.25 |
1,021.00 |
93.25 |
8.4% |
18.25 |
1.6% |
94% |
False |
False |
90,898 |
60 |
1,114.25 |
1,007.25 |
107.00 |
9.7% |
17.25 |
1.6% |
95% |
False |
False |
61,052 |
80 |
1,114.25 |
984.25 |
130.00 |
11.7% |
16.25 |
1.5% |
96% |
False |
False |
45,801 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,169.25 |
2.618 |
1,147.75 |
1.618 |
1,134.50 |
1.000 |
1,126.25 |
0.618 |
1,121.25 |
HIGH |
1,113.00 |
0.618 |
1,108.00 |
0.500 |
1,106.50 |
0.382 |
1,104.75 |
LOW |
1,099.75 |
0.618 |
1,091.50 |
1.000 |
1,086.50 |
1.618 |
1,078.25 |
2.618 |
1,065.00 |
4.250 |
1,043.50 |
|
|
Fisher Pivots for day following 14-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,107.75 |
1,105.75 |
PP |
1,107.00 |
1,103.00 |
S1 |
1,106.50 |
1,100.50 |
|