Trading Metrics calculated at close of trading on 15-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2009 |
15-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
10,421 |
10,434 |
13 |
0.1% |
10,334 |
High |
10,510 |
10,452 |
-58 |
-0.6% |
10,425 |
Low |
10,395 |
10,365 |
-30 |
-0.3% |
10,170 |
Close |
10,437 |
10,398 |
-39 |
-0.4% |
10,423 |
Range |
115 |
87 |
-28 |
-24.3% |
255 |
ATR |
139 |
136 |
-4 |
-2.7% |
0 |
Volume |
94,322 |
91,943 |
-2,379 |
-2.5% |
80,636 |
|
Daily Pivots for day following 15-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,666 |
10,619 |
10,446 |
|
R3 |
10,579 |
10,532 |
10,422 |
|
R2 |
10,492 |
10,492 |
10,414 |
|
R1 |
10,445 |
10,445 |
10,406 |
10,425 |
PP |
10,405 |
10,405 |
10,405 |
10,395 |
S1 |
10,358 |
10,358 |
10,390 |
10,338 |
S2 |
10,318 |
10,318 |
10,382 |
|
S3 |
10,231 |
10,271 |
10,374 |
|
S4 |
10,144 |
10,184 |
10,350 |
|
|
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% |
108 |
1.0% |
67% |
False |
False |
52,805 |
10 |
10,510 |
10,170 |
340 |
3.3% |
127 |
1.2% |
67% |
False |
False |
26,867 |
20 |
10,510 |
10,054 |
456 |
4.4% |
134 |
1.3% |
75% |
False |
False |
13,567 |
40 |
10,510 |
9,570 |
940 |
9.0% |
150 |
1.4% |
88% |
False |
False |
6,874 |
60 |
10,510 |
9,280 |
1,230 |
11.8% |
144 |
1.4% |
91% |
False |
False |
4,601 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,822 |
2.618 |
10,680 |
1.618 |
10,593 |
1.000 |
10,539 |
0.618 |
10,506 |
HIGH |
10,452 |
0.618 |
10,419 |
0.500 |
10,409 |
0.382 |
10,398 |
LOW |
10,365 |
0.618 |
10,311 |
1.000 |
10,278 |
1.618 |
10,224 |
2.618 |
10,137 |
4.250 |
9,995 |
|
|
Fisher Pivots for day following 15-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
10,409 |
10,425 |
PP |
10,405 |
10,416 |
S1 |
10,402 |
10,407 |
|