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 |
3,400 |
3,396 |
-4 |
-0.1% |
3,371 |
High |
3,422 |
3,408 |
-14 |
-0.4% |
3,437 |
Low |
3,371 |
3,354 |
-17 |
-0.5% |
3,327 |
Close |
3,411 |
3,365 |
-46 |
-1.3% |
3,394 |
Range |
51 |
54 |
3 |
5.9% |
110 |
ATR |
68 |
67 |
-1 |
-1.1% |
0 |
Volume |
5,963 |
3,924 |
-2,039 |
-34.2% |
28,435 |
|
Daily Pivots for day following 15-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,538 |
3,505 |
3,395 |
|
R3 |
3,484 |
3,451 |
3,380 |
|
R2 |
3,430 |
3,430 |
3,375 |
|
R1 |
3,397 |
3,397 |
3,370 |
3,387 |
PP |
3,376 |
3,376 |
3,376 |
3,370 |
S1 |
3,343 |
3,343 |
3,360 |
3,333 |
S2 |
3,322 |
3,322 |
3,355 |
|
S3 |
3,268 |
3,289 |
3,350 |
|
S4 |
3,214 |
3,235 |
3,335 |
|
|
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 |
3,354 |
83 |
2.5% |
50 |
1.5% |
13% |
False |
True |
5,371 |
10 |
3,437 |
3,312 |
125 |
3.7% |
52 |
1.5% |
42% |
False |
False |
5,681 |
20 |
3,437 |
3,110 |
327 |
9.7% |
66 |
2.0% |
78% |
False |
False |
6,169 |
40 |
3,439 |
3,102 |
337 |
10.0% |
70 |
2.1% |
78% |
False |
False |
6,171 |
60 |
3,439 |
2,990 |
449 |
13.3% |
77 |
2.3% |
84% |
False |
False |
4,744 |
80 |
3,439 |
2,784 |
655 |
19.5% |
77 |
2.3% |
89% |
False |
False |
3,835 |
100 |
3,439 |
2,725 |
714 |
21.2% |
78 |
2.3% |
90% |
False |
False |
3,287 |
120 |
3,439 |
2,466 |
973 |
28.9% |
75 |
2.2% |
92% |
False |
False |
2,845 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,638 |
2.618 |
3,549 |
1.618 |
3,495 |
1.000 |
3,462 |
0.618 |
3,441 |
HIGH |
3,408 |
0.618 |
3,387 |
0.500 |
3,381 |
0.382 |
3,375 |
LOW |
3,354 |
0.618 |
3,321 |
1.000 |
3,300 |
1.618 |
3,267 |
2.618 |
3,213 |
4.250 |
3,125 |
|
|
Fisher Pivots for day following 15-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
3,381 |
3,396 |
PP |
3,376 |
3,385 |
S1 |
3,370 |
3,375 |
|