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 |
3,433 |
3,400 |
-33 |
-1.0% |
3,371 |
High |
3,437 |
3,422 |
-15 |
-0.4% |
3,437 |
Low |
3,388 |
3,371 |
-17 |
-0.5% |
3,327 |
Close |
3,394 |
3,411 |
17 |
0.5% |
3,394 |
Range |
49 |
51 |
2 |
4.1% |
110 |
ATR |
69 |
68 |
-1 |
-1.9% |
0 |
Volume |
4,488 |
5,963 |
1,475 |
32.9% |
28,435 |
|
Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,554 |
3,534 |
3,439 |
|
R3 |
3,503 |
3,483 |
3,425 |
|
R2 |
3,452 |
3,452 |
3,420 |
|
R1 |
3,432 |
3,432 |
3,416 |
3,442 |
PP |
3,401 |
3,401 |
3,401 |
3,407 |
S1 |
3,381 |
3,381 |
3,406 |
3,391 |
S2 |
3,350 |
3,350 |
3,402 |
|
S3 |
3,299 |
3,330 |
3,397 |
|
S4 |
3,248 |
3,279 |
3,383 |
|
|
Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,716 |
3,665 |
3,455 |
|
R3 |
3,606 |
3,555 |
3,424 |
|
R2 |
3,496 |
3,496 |
3,414 |
|
R1 |
3,445 |
3,445 |
3,404 |
3,471 |
PP |
3,386 |
3,386 |
3,386 |
3,399 |
S1 |
3,335 |
3,335 |
3,384 |
3,361 |
S2 |
3,276 |
3,276 |
3,374 |
|
S3 |
3,166 |
3,225 |
3,364 |
|
S4 |
3,056 |
3,115 |
3,334 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,437 |
3,341 |
96 |
2.8% |
47 |
1.4% |
73% |
False |
False |
5,415 |
10 |
3,437 |
3,262 |
175 |
5.1% |
57 |
1.7% |
85% |
False |
False |
5,893 |
20 |
3,437 |
3,103 |
334 |
9.8% |
66 |
1.9% |
92% |
False |
False |
6,506 |
40 |
3,439 |
3,102 |
337 |
9.9% |
71 |
2.1% |
92% |
False |
False |
6,146 |
60 |
3,439 |
2,990 |
449 |
13.2% |
77 |
2.3% |
94% |
False |
False |
4,696 |
80 |
3,439 |
2,731 |
708 |
20.8% |
79 |
2.3% |
96% |
False |
False |
3,802 |
100 |
3,439 |
2,725 |
714 |
20.9% |
79 |
2.3% |
96% |
False |
False |
3,254 |
120 |
3,439 |
2,466 |
973 |
28.5% |
75 |
2.2% |
97% |
False |
False |
2,823 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,639 |
2.618 |
3,556 |
1.618 |
3,505 |
1.000 |
3,473 |
0.618 |
3,454 |
HIGH |
3,422 |
0.618 |
3,403 |
0.500 |
3,397 |
0.382 |
3,390 |
LOW |
3,371 |
0.618 |
3,339 |
1.000 |
3,320 |
1.618 |
3,288 |
2.618 |
3,237 |
4.250 |
3,154 |
|
|
Fisher Pivots for day following 14-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
3,406 |
3,409 |
PP |
3,401 |
3,406 |
S1 |
3,397 |
3,404 |
|