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 |
10,344 |
10,421 |
77 |
0.7% |
10,334 |
High |
10,425 |
10,510 |
85 |
0.8% |
10,425 |
Low |
10,339 |
10,395 |
56 |
0.5% |
10,170 |
Close |
10,423 |
10,437 |
14 |
0.1% |
10,423 |
Range |
86 |
115 |
29 |
33.7% |
255 |
ATR |
141 |
139 |
-2 |
-1.3% |
0 |
Volume |
66,163 |
94,322 |
28,159 |
42.6% |
80,636 |
|
Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,792 |
10,730 |
10,500 |
|
R3 |
10,677 |
10,615 |
10,469 |
|
R2 |
10,562 |
10,562 |
10,458 |
|
R1 |
10,500 |
10,500 |
10,448 |
10,531 |
PP |
10,447 |
10,447 |
10,447 |
10,463 |
S1 |
10,385 |
10,385 |
10,427 |
10,416 |
S2 |
10,332 |
10,332 |
10,416 |
|
S3 |
10,217 |
10,270 |
10,406 |
|
S4 |
10,102 |
10,155 |
10,374 |
|
|
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 |
10,510 |
10,170 |
340 |
3.3% |
126 |
1.2% |
79% |
True |
False |
34,705 |
10 |
10,510 |
10,170 |
340 |
3.3% |
136 |
1.3% |
79% |
True |
False |
17,733 |
20 |
10,510 |
10,054 |
456 |
4.4% |
136 |
1.3% |
84% |
True |
False |
8,977 |
40 |
10,510 |
9,570 |
940 |
9.0% |
153 |
1.5% |
92% |
True |
False |
4,577 |
60 |
10,510 |
9,280 |
1,230 |
11.8% |
144 |
1.4% |
94% |
True |
False |
3,069 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,999 |
2.618 |
10,811 |
1.618 |
10,696 |
1.000 |
10,625 |
0.618 |
10,581 |
HIGH |
10,510 |
0.618 |
10,466 |
0.500 |
10,453 |
0.382 |
10,439 |
LOW |
10,395 |
0.618 |
10,324 |
1.000 |
10,280 |
1.618 |
10,209 |
2.618 |
10,094 |
4.250 |
9,906 |
|
|
Fisher Pivots for day following 14-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
10,453 |
10,417 |
PP |
10,447 |
10,396 |
S1 |
10,442 |
10,376 |
|