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 |
1,789.75 |
1,797.25 |
7.50 |
0.4% |
1,783.25 |
High |
1,806.75 |
1,811.50 |
4.75 |
0.3% |
1,811.50 |
Low |
1,784.50 |
1,782.50 |
-2.00 |
-0.1% |
1,756.75 |
Close |
1,798.00 |
1,792.00 |
-6.00 |
-0.3% |
1,792.00 |
Range |
22.25 |
29.00 |
6.75 |
30.3% |
54.75 |
ATR |
30.11 |
30.03 |
-0.08 |
-0.3% |
0.00 |
Volume |
53,907 |
178,154 |
124,247 |
230.5% |
244,008 |
|
Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,882.25 |
1,866.25 |
1,808.00 |
|
R3 |
1,853.25 |
1,837.25 |
1,800.00 |
|
R2 |
1,824.25 |
1,824.25 |
1,797.25 |
|
R1 |
1,808.25 |
1,808.25 |
1,794.75 |
1,801.75 |
PP |
1,795.25 |
1,795.25 |
1,795.25 |
1,792.00 |
S1 |
1,779.25 |
1,779.25 |
1,789.25 |
1,772.75 |
S2 |
1,766.25 |
1,766.25 |
1,786.75 |
|
S3 |
1,737.25 |
1,750.25 |
1,784.00 |
|
S4 |
1,708.25 |
1,721.25 |
1,776.00 |
|
|
Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,951.00 |
1,926.25 |
1,822.00 |
|
R3 |
1,896.25 |
1,871.50 |
1,807.00 |
|
R2 |
1,841.50 |
1,841.50 |
1,802.00 |
|
R1 |
1,816.75 |
1,816.75 |
1,797.00 |
1,829.00 |
PP |
1,786.75 |
1,786.75 |
1,786.75 |
1,793.00 |
S1 |
1,762.00 |
1,762.00 |
1,787.00 |
1,774.50 |
S2 |
1,732.00 |
1,732.00 |
1,782.00 |
|
S3 |
1,677.25 |
1,707.25 |
1,777.00 |
|
S4 |
1,622.50 |
1,652.50 |
1,762.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,811.50 |
1,756.75 |
54.75 |
3.1% |
29.50 |
1.6% |
64% |
True |
False |
48,801 |
10 |
1,813.75 |
1,748.25 |
65.50 |
3.7% |
29.50 |
1.7% |
67% |
False |
False |
25,213 |
20 |
1,813.75 |
1,719.75 |
94.00 |
5.2% |
29.25 |
1.6% |
77% |
False |
False |
12,852 |
40 |
1,813.75 |
1,648.50 |
165.25 |
9.2% |
31.00 |
1.7% |
87% |
False |
False |
6,608 |
60 |
1,813.75 |
1,648.25 |
165.50 |
9.2% |
29.25 |
1.6% |
87% |
False |
False |
4,424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,934.75 |
2.618 |
1,887.50 |
1.618 |
1,858.50 |
1.000 |
1,840.50 |
0.618 |
1,829.50 |
HIGH |
1,811.50 |
0.618 |
1,800.50 |
0.500 |
1,797.00 |
0.382 |
1,793.50 |
LOW |
1,782.50 |
0.618 |
1,764.50 |
1.000 |
1,753.50 |
1.618 |
1,735.50 |
2.618 |
1,706.50 |
4.250 |
1,659.25 |
|
|
Fisher Pivots for day following 11-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,797.00 |
1,789.50 |
PP |
1,795.25 |
1,786.75 |
S1 |
1,793.75 |
1,784.00 |
|