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 |
4,651.0 |
4,638.0 |
-13.0 |
-0.3% |
4,723.0 |
High |
4,687.0 |
4,683.0 |
-4.0 |
-0.1% |
4,723.0 |
Low |
4,646.0 |
4,638.0 |
-8.0 |
-0.2% |
4,582.0 |
Close |
4,655.0 |
4,645.0 |
-10.0 |
-0.2% |
4,650.0 |
Range |
41.0 |
45.0 |
4.0 |
9.8% |
141.0 |
ATR |
54.2 |
53.6 |
-0.7 |
-1.2% |
0.0 |
Volume |
81,792 |
49,920 |
-31,872 |
-39.0% |
29,643 |
|
Daily Pivots for day following 16-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,790.3 |
4,762.7 |
4,669.8 |
|
R3 |
4,745.3 |
4,717.7 |
4,657.4 |
|
R2 |
4,700.3 |
4,700.3 |
4,653.3 |
|
R1 |
4,672.7 |
4,672.7 |
4,649.1 |
4,686.5 |
PP |
4,655.3 |
4,655.3 |
4,655.3 |
4,662.3 |
S1 |
4,627.7 |
4,627.7 |
4,640.9 |
4,641.5 |
S2 |
4,610.3 |
4,610.3 |
4,636.8 |
|
S3 |
4,565.3 |
4,582.7 |
4,632.6 |
|
S4 |
4,520.3 |
4,537.7 |
4,620.3 |
|
|
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 |
4,589.0 |
98.0 |
2.1% |
48.0 |
1.0% |
57% |
False |
False |
42,706 |
10 |
4,785.0 |
4,582.0 |
203.0 |
4.4% |
47.7 |
1.0% |
31% |
False |
False |
21,667 |
20 |
4,795.0 |
4,567.0 |
228.0 |
4.9% |
30.3 |
0.7% |
34% |
False |
False |
10,884 |
40 |
4,849.0 |
4,506.0 |
343.0 |
7.4% |
24.9 |
0.5% |
41% |
False |
False |
5,460 |
60 |
4,878.0 |
4,506.0 |
372.0 |
8.0% |
19.6 |
0.4% |
37% |
False |
False |
3,651 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,874.3 |
2.618 |
4,800.8 |
1.618 |
4,755.8 |
1.000 |
4,728.0 |
0.618 |
4,710.8 |
HIGH |
4,683.0 |
0.618 |
4,665.8 |
0.500 |
4,660.5 |
0.382 |
4,655.2 |
LOW |
4,638.0 |
0.618 |
4,610.2 |
1.000 |
4,593.0 |
1.618 |
4,565.2 |
2.618 |
4,520.2 |
4.250 |
4,446.8 |
|
|
Fisher Pivots for day following 16-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
4,660.5 |
4,644.8 |
PP |
4,655.3 |
4,644.7 |
S1 |
4,650.2 |
4,644.5 |
|