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 |
10,399 |
10,386 |
-13 |
-0.1% |
10,334 |
High |
10,461 |
10,396 |
-65 |
-0.6% |
10,425 |
Low |
10,366 |
10,246 |
-120 |
-1.2% |
10,170 |
Close |
10,390 |
10,272 |
-118 |
-1.1% |
10,423 |
Range |
95 |
150 |
55 |
57.9% |
255 |
ATR |
133 |
134 |
1 |
0.9% |
0 |
Volume |
103,253 |
96,684 |
-6,569 |
-6.4% |
80,636 |
|
Daily Pivots for day following 17-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,755 |
10,663 |
10,355 |
|
R3 |
10,605 |
10,513 |
10,313 |
|
R2 |
10,455 |
10,455 |
10,300 |
|
R1 |
10,363 |
10,363 |
10,286 |
10,334 |
PP |
10,305 |
10,305 |
10,305 |
10,290 |
S1 |
10,213 |
10,213 |
10,258 |
10,184 |
S2 |
10,155 |
10,155 |
10,245 |
|
S3 |
10,005 |
10,063 |
10,231 |
|
S4 |
9,855 |
9,913 |
10,190 |
|
|
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 |
10,246 |
264 |
2.6% |
107 |
1.0% |
10% |
False |
True |
90,473 |
10 |
10,510 |
10,170 |
340 |
3.3% |
127 |
1.2% |
30% |
False |
False |
46,797 |
20 |
10,510 |
10,054 |
456 |
4.4% |
138 |
1.3% |
48% |
False |
False |
23,540 |
40 |
10,510 |
9,570 |
940 |
9.2% |
147 |
1.4% |
75% |
False |
False |
11,868 |
60 |
10,510 |
9,280 |
1,230 |
12.0% |
144 |
1.4% |
81% |
False |
False |
7,932 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,034 |
2.618 |
10,789 |
1.618 |
10,639 |
1.000 |
10,546 |
0.618 |
10,489 |
HIGH |
10,396 |
0.618 |
10,339 |
0.500 |
10,321 |
0.382 |
10,303 |
LOW |
10,246 |
0.618 |
10,153 |
1.000 |
10,096 |
1.618 |
10,003 |
2.618 |
9,853 |
4.250 |
9,609 |
|
|
Fisher Pivots for day following 17-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
10,321 |
10,354 |
PP |
10,305 |
10,326 |
S1 |
10,288 |
10,299 |
|