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 |
1,103.75 |
1,105.25 |
1.50 |
0.1% |
1,102.75 |
High |
1,112.00 |
1,106.50 |
-5.50 |
-0.5% |
1,106.00 |
Low |
1,103.00 |
1,090.75 |
-12.25 |
-1.1% |
1,080.50 |
Close |
1,105.75 |
1,094.25 |
-11.50 |
-1.0% |
1,103.25 |
Range |
9.00 |
15.75 |
6.75 |
75.0% |
25.50 |
ATR |
15.42 |
15.45 |
0.02 |
0.2% |
0.00 |
Volume |
1,804,825 |
1,666,850 |
-137,975 |
-7.6% |
1,714,139 |
|
Daily Pivots for day following 17-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,144.50 |
1,135.00 |
1,103.00 |
|
R3 |
1,128.75 |
1,119.25 |
1,098.50 |
|
R2 |
1,113.00 |
1,113.00 |
1,097.25 |
|
R1 |
1,103.50 |
1,103.50 |
1,095.75 |
1,100.50 |
PP |
1,097.25 |
1,097.25 |
1,097.25 |
1,095.50 |
S1 |
1,087.75 |
1,087.75 |
1,092.75 |
1,084.50 |
S2 |
1,081.50 |
1,081.50 |
1,091.25 |
|
S3 |
1,065.75 |
1,072.00 |
1,090.00 |
|
S4 |
1,050.00 |
1,056.25 |
1,085.50 |
|
|
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 |
1,090.75 |
22.25 |
2.0% |
11.50 |
1.1% |
16% |
False |
True |
1,601,464 |
10 |
1,114.25 |
1,080.50 |
33.75 |
3.1% |
14.00 |
1.3% |
41% |
False |
False |
864,976 |
20 |
1,114.25 |
1,062.25 |
52.00 |
4.8% |
16.00 |
1.5% |
62% |
False |
False |
436,042 |
40 |
1,114.25 |
1,021.00 |
93.25 |
8.5% |
17.50 |
1.6% |
79% |
False |
False |
220,432 |
60 |
1,114.25 |
1,007.25 |
107.00 |
9.8% |
17.25 |
1.6% |
81% |
False |
False |
147,544 |
80 |
1,114.25 |
984.25 |
130.00 |
11.9% |
16.25 |
1.5% |
85% |
False |
False |
110,702 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,173.50 |
2.618 |
1,147.75 |
1.618 |
1,132.00 |
1.000 |
1,122.25 |
0.618 |
1,116.25 |
HIGH |
1,106.50 |
0.618 |
1,100.50 |
0.500 |
1,098.50 |
0.382 |
1,096.75 |
LOW |
1,090.75 |
0.618 |
1,081.00 |
1.000 |
1,075.00 |
1.618 |
1,065.25 |
2.618 |
1,049.50 |
4.250 |
1,023.75 |
|
|
Fisher Pivots for day following 17-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,098.50 |
1,101.50 |
PP |
1,097.25 |
1,099.00 |
S1 |
1,095.75 |
1,096.50 |
|