Trading Metrics calculated at close of trading on 16-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2009 |
16-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1,807.50 |
1,795.25 |
-12.25 |
-0.7% |
1,783.25 |
High |
1,812.00 |
1,813.25 |
1.25 |
0.1% |
1,811.50 |
Low |
1,791.50 |
1,794.75 |
3.25 |
0.2% |
1,756.75 |
Close |
1,795.00 |
1,800.00 |
5.00 |
0.3% |
1,792.00 |
Range |
20.50 |
18.50 |
-2.00 |
-9.8% |
54.75 |
ATR |
28.87 |
28.13 |
-0.74 |
-2.6% |
0.00 |
Volume |
224,192 |
282,377 |
58,185 |
26.0% |
244,008 |
|
Daily Pivots for day following 16-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,858.25 |
1,847.50 |
1,810.25 |
|
R3 |
1,839.75 |
1,829.00 |
1,805.00 |
|
R2 |
1,821.25 |
1,821.25 |
1,803.50 |
|
R1 |
1,810.50 |
1,810.50 |
1,801.75 |
1,816.00 |
PP |
1,802.75 |
1,802.75 |
1,802.75 |
1,805.25 |
S1 |
1,792.00 |
1,792.00 |
1,798.25 |
1,797.50 |
S2 |
1,784.25 |
1,784.25 |
1,796.50 |
|
S3 |
1,765.75 |
1,773.50 |
1,795.00 |
|
S4 |
1,747.25 |
1,755.00 |
1,789.75 |
|
|
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 |
1,813.25 |
1,782.50 |
30.75 |
1.7% |
22.50 |
1.3% |
57% |
True |
False |
195,968 |
10 |
1,813.75 |
1,756.75 |
57.00 |
3.2% |
28.25 |
1.6% |
76% |
False |
False |
99,646 |
20 |
1,813.75 |
1,719.75 |
94.00 |
5.2% |
29.25 |
1.6% |
85% |
False |
False |
50,186 |
40 |
1,813.75 |
1,648.50 |
165.25 |
9.2% |
30.25 |
1.7% |
92% |
False |
False |
25,259 |
60 |
1,813.75 |
1,648.25 |
165.50 |
9.2% |
29.25 |
1.6% |
92% |
False |
False |
16,887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,892.00 |
2.618 |
1,861.75 |
1.618 |
1,843.25 |
1.000 |
1,831.75 |
0.618 |
1,824.75 |
HIGH |
1,813.25 |
0.618 |
1,806.25 |
0.500 |
1,804.00 |
0.382 |
1,801.75 |
LOW |
1,794.75 |
0.618 |
1,783.25 |
1.000 |
1,776.25 |
1.618 |
1,764.75 |
2.618 |
1,746.25 |
4.250 |
1,716.00 |
|
|
Fisher Pivots for day following 16-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,804.00 |
1,800.00 |
PP |
1,802.75 |
1,799.75 |
S1 |
1,801.25 |
1,799.75 |
|