Trading Metrics calculated at close of trading on 11-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2009 |
11-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
10,267 |
10,344 |
77 |
0.7% |
10,334 |
High |
10,384 |
10,425 |
41 |
0.4% |
10,425 |
Low |
10,241 |
10,339 |
98 |
1.0% |
10,170 |
Close |
10,342 |
10,423 |
81 |
0.8% |
10,423 |
Range |
143 |
86 |
-57 |
-39.9% |
255 |
ATR |
145 |
141 |
-4 |
-2.9% |
0 |
Volume |
9,487 |
66,163 |
56,676 |
597.4% |
80,636 |
|
Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,654 |
10,624 |
10,470 |
|
R3 |
10,568 |
10,538 |
10,447 |
|
R2 |
10,482 |
10,482 |
10,439 |
|
R1 |
10,452 |
10,452 |
10,431 |
10,467 |
PP |
10,396 |
10,396 |
10,396 |
10,403 |
S1 |
10,366 |
10,366 |
10,415 |
10,381 |
S2 |
10,310 |
10,310 |
10,407 |
|
S3 |
10,224 |
10,280 |
10,399 |
|
S4 |
10,138 |
10,194 |
10,376 |
|
|
Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,104 |
11,019 |
10,563 |
|
R3 |
10,849 |
10,764 |
10,493 |
|
R2 |
10,594 |
10,594 |
10,470 |
|
R1 |
10,509 |
10,509 |
10,447 |
10,552 |
PP |
10,339 |
10,339 |
10,339 |
10,361 |
S1 |
10,254 |
10,254 |
10,400 |
10,297 |
S2 |
10,084 |
10,084 |
10,376 |
|
S3 |
9,829 |
9,999 |
10,353 |
|
S4 |
9,574 |
9,744 |
10,283 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,425 |
10,170 |
255 |
2.4% |
124 |
1.2% |
99% |
True |
False |
16,127 |
10 |
10,445 |
10,170 |
275 |
2.6% |
136 |
1.3% |
92% |
False |
False |
8,341 |
20 |
10,445 |
10,054 |
391 |
3.8% |
136 |
1.3% |
94% |
False |
False |
4,266 |
40 |
10,445 |
9,570 |
875 |
8.4% |
153 |
1.5% |
97% |
False |
False |
2,221 |
60 |
10,445 |
9,280 |
1,165 |
11.2% |
143 |
1.4% |
98% |
False |
False |
1,497 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,791 |
2.618 |
10,650 |
1.618 |
10,564 |
1.000 |
10,511 |
0.618 |
10,478 |
HIGH |
10,425 |
0.618 |
10,392 |
0.500 |
10,382 |
0.382 |
10,372 |
LOW |
10,339 |
0.618 |
10,286 |
1.000 |
10,253 |
1.618 |
10,200 |
2.618 |
10,114 |
4.250 |
9,974 |
|
|
Fisher Pivots for day following 11-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
10,409 |
10,381 |
PP |
10,396 |
10,339 |
S1 |
10,382 |
10,298 |
|