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 |
4,638.0 |
4,665.0 |
27.0 |
0.6% |
4,723.0 |
High |
4,683.0 |
4,697.0 |
14.0 |
0.3% |
4,723.0 |
Low |
4,638.0 |
4,615.0 |
-23.0 |
-0.5% |
4,582.0 |
Close |
4,645.0 |
4,658.0 |
13.0 |
0.3% |
4,650.0 |
Range |
45.0 |
82.0 |
37.0 |
82.2% |
141.0 |
ATR |
53.6 |
55.6 |
2.0 |
3.8% |
0.0 |
Volume |
49,920 |
39,917 |
-10,003 |
-20.0% |
29,643 |
|
Daily Pivots for day following 17-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,902.7 |
4,862.3 |
4,703.1 |
|
R3 |
4,820.7 |
4,780.3 |
4,680.6 |
|
R2 |
4,738.7 |
4,738.7 |
4,673.0 |
|
R1 |
4,698.3 |
4,698.3 |
4,665.5 |
4,677.5 |
PP |
4,656.7 |
4,656.7 |
4,656.7 |
4,646.3 |
S1 |
4,616.3 |
4,616.3 |
4,650.5 |
4,595.5 |
S2 |
4,574.7 |
4,574.7 |
4,643.0 |
|
S3 |
4,492.7 |
4,534.3 |
4,635.5 |
|
S4 |
4,410.7 |
4,452.3 |
4,612.9 |
|
|
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 |
4,697.0 |
4,602.0 |
95.0 |
2.0% |
53.8 |
1.2% |
59% |
True |
False |
50,542 |
10 |
4,732.0 |
4,582.0 |
150.0 |
3.2% |
53.4 |
1.1% |
51% |
False |
False |
25,653 |
20 |
4,795.0 |
4,567.0 |
228.0 |
4.9% |
34.1 |
0.7% |
40% |
False |
False |
12,880 |
40 |
4,849.0 |
4,506.0 |
343.0 |
7.4% |
26.3 |
0.6% |
44% |
False |
False |
6,457 |
60 |
4,878.0 |
4,506.0 |
372.0 |
8.0% |
20.9 |
0.4% |
41% |
False |
False |
4,315 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,045.5 |
2.618 |
4,911.7 |
1.618 |
4,829.7 |
1.000 |
4,779.0 |
0.618 |
4,747.7 |
HIGH |
4,697.0 |
0.618 |
4,665.7 |
0.500 |
4,656.0 |
0.382 |
4,646.3 |
LOW |
4,615.0 |
0.618 |
4,564.3 |
1.000 |
4,533.0 |
1.618 |
4,482.3 |
2.618 |
4,400.3 |
4.250 |
4,266.5 |
|
|
Fisher Pivots for day following 17-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
4,657.3 |
4,657.3 |
PP |
4,656.7 |
4,656.7 |
S1 |
4,656.0 |
4,656.0 |
|