Trading Metrics calculated at close of trading on 14-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2009 |
14-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
4,637.0 |
4,639.0 |
2.0 |
0.0% |
4,723.0 |
High |
4,651.0 |
4,666.0 |
15.0 |
0.3% |
4,723.0 |
Low |
4,614.0 |
4,602.0 |
-12.0 |
-0.3% |
4,582.0 |
Close |
4,650.0 |
4,665.0 |
15.0 |
0.3% |
4,650.0 |
Range |
37.0 |
64.0 |
27.0 |
73.0% |
141.0 |
ATR |
54.6 |
55.3 |
0.7 |
1.2% |
0.0 |
Volume |
25,906 |
55,177 |
29,271 |
113.0% |
29,643 |
|
Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,836.3 |
4,814.7 |
4,700.2 |
|
R3 |
4,772.3 |
4,750.7 |
4,682.6 |
|
R2 |
4,708.3 |
4,708.3 |
4,676.7 |
|
R1 |
4,686.7 |
4,686.7 |
4,670.9 |
4,697.5 |
PP |
4,644.3 |
4,644.3 |
4,644.3 |
4,649.8 |
S1 |
4,622.7 |
4,622.7 |
4,659.1 |
4,633.5 |
S2 |
4,580.3 |
4,580.3 |
4,653.3 |
|
S3 |
4,516.3 |
4,558.7 |
4,647.4 |
|
S4 |
4,452.3 |
4,494.7 |
4,629.8 |
|
|
Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,074.7 |
5,003.3 |
4,727.6 |
|
R3 |
4,933.7 |
4,862.3 |
4,688.8 |
|
R2 |
4,792.7 |
4,792.7 |
4,675.9 |
|
R1 |
4,721.3 |
4,721.3 |
4,662.9 |
4,686.5 |
PP |
4,651.7 |
4,651.7 |
4,651.7 |
4,634.3 |
S1 |
4,580.3 |
4,580.3 |
4,637.1 |
4,545.5 |
S2 |
4,510.7 |
4,510.7 |
4,624.2 |
|
S3 |
4,369.7 |
4,439.3 |
4,611.2 |
|
S4 |
4,228.7 |
4,298.3 |
4,572.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,687.0 |
4,582.0 |
105.0 |
2.3% |
47.8 |
1.0% |
79% |
False |
False |
16,846 |
10 |
4,795.0 |
4,582.0 |
213.0 |
4.6% |
43.5 |
0.9% |
39% |
False |
False |
8,539 |
20 |
4,795.0 |
4,567.0 |
228.0 |
4.9% |
30.5 |
0.7% |
43% |
False |
False |
4,300 |
40 |
4,863.0 |
4,506.0 |
357.0 |
7.7% |
23.3 |
0.5% |
45% |
False |
False |
2,175 |
60 |
4,878.0 |
4,506.0 |
372.0 |
8.0% |
18.2 |
0.4% |
43% |
False |
False |
1,456 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,938.0 |
2.618 |
4,833.6 |
1.618 |
4,769.6 |
1.000 |
4,730.0 |
0.618 |
4,705.6 |
HIGH |
4,666.0 |
0.618 |
4,641.6 |
0.500 |
4,634.0 |
0.382 |
4,626.4 |
LOW |
4,602.0 |
0.618 |
4,562.4 |
1.000 |
4,538.0 |
1.618 |
4,498.4 |
2.618 |
4,434.4 |
4.250 |
4,330.0 |
|
|
Fisher Pivots for day following 14-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
4,654.7 |
4,652.5 |
PP |
4,644.3 |
4,640.0 |
S1 |
4,634.0 |
4,627.5 |
|