Trading Metrics calculated at close of trading on 15-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2009 |
15-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1,790.50 |
1,807.50 |
17.00 |
0.9% |
1,783.25 |
High |
1,809.00 |
1,812.00 |
3.00 |
0.2% |
1,811.50 |
Low |
1,786.25 |
1,791.50 |
5.25 |
0.3% |
1,756.75 |
Close |
1,807.75 |
1,795.00 |
-12.75 |
-0.7% |
1,792.00 |
Range |
22.75 |
20.50 |
-2.25 |
-9.9% |
54.75 |
ATR |
29.51 |
28.87 |
-0.64 |
-2.2% |
0.00 |
Volume |
241,211 |
224,192 |
-17,019 |
-7.1% |
244,008 |
|
Daily Pivots for day following 15-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,861.00 |
1,848.50 |
1,806.25 |
|
R3 |
1,840.50 |
1,828.00 |
1,800.75 |
|
R2 |
1,820.00 |
1,820.00 |
1,798.75 |
|
R1 |
1,807.50 |
1,807.50 |
1,797.00 |
1,803.50 |
PP |
1,799.50 |
1,799.50 |
1,799.50 |
1,797.50 |
S1 |
1,787.00 |
1,787.00 |
1,793.00 |
1,783.00 |
S2 |
1,779.00 |
1,779.00 |
1,791.25 |
|
S3 |
1,758.50 |
1,766.50 |
1,789.25 |
|
S4 |
1,738.00 |
1,746.00 |
1,783.75 |
|
|
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 |
1,812.00 |
1,756.75 |
55.25 |
3.1% |
25.75 |
1.4% |
69% |
True |
False |
140,838 |
10 |
1,813.75 |
1,756.75 |
57.00 |
3.2% |
28.25 |
1.6% |
67% |
False |
False |
71,618 |
20 |
1,813.75 |
1,719.75 |
94.00 |
5.2% |
29.25 |
1.6% |
80% |
False |
False |
36,094 |
40 |
1,813.75 |
1,648.50 |
165.25 |
9.2% |
30.50 |
1.7% |
89% |
False |
False |
18,213 |
60 |
1,813.75 |
1,648.25 |
165.50 |
9.2% |
29.25 |
1.6% |
89% |
False |
False |
12,181 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,899.00 |
2.618 |
1,865.75 |
1.618 |
1,845.25 |
1.000 |
1,832.50 |
0.618 |
1,824.75 |
HIGH |
1,812.00 |
0.618 |
1,804.25 |
0.500 |
1,801.75 |
0.382 |
1,799.25 |
LOW |
1,791.50 |
0.618 |
1,778.75 |
1.000 |
1,771.00 |
1.618 |
1,758.25 |
2.618 |
1,737.75 |
4.250 |
1,704.50 |
|
|
Fisher Pivots for day following 15-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,801.75 |
1,797.25 |
PP |
1,799.50 |
1,796.50 |
S1 |
1,797.25 |
1,795.75 |
|