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 |
10,434 |
10,399 |
-35 |
-0.3% |
10,334 |
High |
10,452 |
10,461 |
9 |
0.1% |
10,425 |
Low |
10,365 |
10,366 |
1 |
0.0% |
10,170 |
Close |
10,398 |
10,390 |
-8 |
-0.1% |
10,423 |
Range |
87 |
95 |
8 |
9.2% |
255 |
ATR |
136 |
133 |
-3 |
-2.1% |
0 |
Volume |
91,943 |
103,253 |
11,310 |
12.3% |
80,636 |
|
Daily Pivots for day following 16-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,691 |
10,635 |
10,442 |
|
R3 |
10,596 |
10,540 |
10,416 |
|
R2 |
10,501 |
10,501 |
10,408 |
|
R1 |
10,445 |
10,445 |
10,399 |
10,426 |
PP |
10,406 |
10,406 |
10,406 |
10,396 |
S1 |
10,350 |
10,350 |
10,381 |
10,331 |
S2 |
10,311 |
10,311 |
10,373 |
|
S3 |
10,216 |
10,255 |
10,364 |
|
S4 |
10,121 |
10,160 |
10,338 |
|
|
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 |
10,241 |
269 |
2.6% |
105 |
1.0% |
55% |
False |
False |
73,033 |
10 |
10,510 |
10,170 |
340 |
3.3% |
128 |
1.2% |
65% |
False |
False |
37,161 |
20 |
10,510 |
10,054 |
456 |
4.4% |
135 |
1.3% |
74% |
False |
False |
18,716 |
40 |
10,510 |
9,570 |
940 |
9.0% |
149 |
1.4% |
87% |
False |
False |
9,454 |
60 |
10,510 |
9,280 |
1,230 |
11.8% |
144 |
1.4% |
90% |
False |
False |
6,321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,865 |
2.618 |
10,710 |
1.618 |
10,615 |
1.000 |
10,556 |
0.618 |
10,520 |
HIGH |
10,461 |
0.618 |
10,425 |
0.500 |
10,414 |
0.382 |
10,402 |
LOW |
10,366 |
0.618 |
10,307 |
1.000 |
10,271 |
1.618 |
10,212 |
2.618 |
10,117 |
4.250 |
9,962 |
|
|
Fisher Pivots for day following 16-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
10,414 |
10,438 |
PP |
10,406 |
10,422 |
S1 |
10,398 |
10,406 |
|