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 |
3,396 |
3,385 |
-11 |
-0.3% |
3,371 |
High |
3,408 |
3,510 |
102 |
3.0% |
3,437 |
Low |
3,354 |
3,377 |
23 |
0.7% |
3,327 |
Close |
3,365 |
3,498 |
133 |
4.0% |
3,394 |
Range |
54 |
133 |
79 |
146.3% |
110 |
ATR |
67 |
73 |
6 |
8.3% |
0 |
Volume |
3,924 |
7,930 |
4,006 |
102.1% |
28,435 |
|
Daily Pivots for day following 16-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,861 |
3,812 |
3,571 |
|
R3 |
3,728 |
3,679 |
3,535 |
|
R2 |
3,595 |
3,595 |
3,522 |
|
R1 |
3,546 |
3,546 |
3,510 |
3,571 |
PP |
3,462 |
3,462 |
3,462 |
3,474 |
S1 |
3,413 |
3,413 |
3,486 |
3,438 |
S2 |
3,329 |
3,329 |
3,474 |
|
S3 |
3,196 |
3,280 |
3,461 |
|
S4 |
3,063 |
3,147 |
3,425 |
|
|
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 |
3,510 |
3,354 |
156 |
4.5% |
65 |
1.9% |
92% |
True |
False |
6,087 |
10 |
3,510 |
3,327 |
183 |
5.2% |
60 |
1.7% |
93% |
True |
False |
5,625 |
20 |
3,510 |
3,110 |
400 |
11.4% |
70 |
2.0% |
97% |
True |
False |
6,008 |
40 |
3,510 |
3,102 |
408 |
11.7% |
71 |
2.0% |
97% |
True |
False |
6,254 |
60 |
3,510 |
2,990 |
520 |
14.9% |
77 |
2.2% |
98% |
True |
False |
4,854 |
80 |
3,510 |
2,784 |
726 |
20.8% |
78 |
2.2% |
98% |
True |
False |
3,918 |
100 |
3,510 |
2,725 |
785 |
22.4% |
78 |
2.2% |
98% |
True |
False |
3,357 |
120 |
3,510 |
2,466 |
1,044 |
29.8% |
76 |
2.2% |
99% |
True |
False |
2,907 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,075 |
2.618 |
3,858 |
1.618 |
3,725 |
1.000 |
3,643 |
0.618 |
3,592 |
HIGH |
3,510 |
0.618 |
3,459 |
0.500 |
3,444 |
0.382 |
3,428 |
LOW |
3,377 |
0.618 |
3,295 |
1.000 |
3,244 |
1.618 |
3,162 |
2.618 |
3,029 |
4.250 |
2,812 |
|
|
Fisher Pivots for day following 16-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
3,480 |
3,476 |
PP |
3,462 |
3,454 |
S1 |
3,444 |
3,432 |
|