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 |
5,256.5 |
5,248.0 |
-8.5 |
-0.2% |
5,260.0 |
High |
5,296.5 |
5,265.0 |
-31.5 |
-0.6% |
5,288.0 |
Low |
5,243.5 |
5,153.5 |
-90.0 |
-1.7% |
5,135.0 |
Close |
5,277.5 |
5,190.5 |
-87.0 |
-1.6% |
5,216.5 |
Range |
53.0 |
111.5 |
58.5 |
110.4% |
153.0 |
ATR |
79.6 |
82.7 |
3.2 |
4.0% |
0.0 |
Volume |
189,910 |
162,751 |
-27,159 |
-14.3% |
65,103 |
|
Daily Pivots for day following 17-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,537.5 |
5,475.5 |
5,252.0 |
|
R3 |
5,426.0 |
5,364.0 |
5,221.0 |
|
R2 |
5,314.5 |
5,314.5 |
5,211.0 |
|
R1 |
5,252.5 |
5,252.5 |
5,200.5 |
5,228.0 |
PP |
5,203.0 |
5,203.0 |
5,203.0 |
5,190.5 |
S1 |
5,141.0 |
5,141.0 |
5,180.5 |
5,116.0 |
S2 |
5,091.5 |
5,091.5 |
5,170.0 |
|
S3 |
4,980.0 |
5,029.5 |
5,160.0 |
|
S4 |
4,868.5 |
4,918.0 |
5,129.0 |
|
|
Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,672.0 |
5,597.5 |
5,300.5 |
|
R3 |
5,519.0 |
5,444.5 |
5,258.5 |
|
R2 |
5,366.0 |
5,366.0 |
5,244.5 |
|
R1 |
5,291.5 |
5,291.5 |
5,230.5 |
5,252.0 |
PP |
5,213.0 |
5,213.0 |
5,213.0 |
5,193.5 |
S1 |
5,138.5 |
5,138.5 |
5,202.5 |
5,099.0 |
S2 |
5,060.0 |
5,060.0 |
5,188.5 |
|
S3 |
4,907.0 |
4,985.5 |
5,174.5 |
|
S4 |
4,754.0 |
4,832.5 |
5,132.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,296.5 |
5,153.5 |
143.0 |
2.8% |
67.0 |
1.3% |
26% |
False |
True |
127,290 |
10 |
5,330.0 |
5,135.0 |
195.0 |
3.8% |
74.0 |
1.4% |
28% |
False |
False |
67,100 |
20 |
5,330.0 |
5,061.0 |
269.0 |
5.2% |
79.0 |
1.5% |
48% |
False |
False |
34,288 |
40 |
5,339.5 |
4,915.0 |
424.5 |
8.2% |
72.5 |
1.4% |
65% |
False |
False |
17,575 |
60 |
5,339.5 |
4,884.5 |
455.0 |
8.8% |
64.5 |
1.2% |
67% |
False |
False |
11,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,739.0 |
2.618 |
5,557.0 |
1.618 |
5,445.5 |
1.000 |
5,376.5 |
0.618 |
5,334.0 |
HIGH |
5,265.0 |
0.618 |
5,222.5 |
0.500 |
5,209.0 |
0.382 |
5,196.0 |
LOW |
5,153.5 |
0.618 |
5,084.5 |
1.000 |
5,042.0 |
1.618 |
4,973.0 |
2.618 |
4,861.5 |
4.250 |
4,679.5 |
|
|
Fisher Pivots for day following 17-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5,209.0 |
5,225.0 |
PP |
5,203.0 |
5,213.5 |
S1 |
5,197.0 |
5,202.0 |
|