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 |
3,385 |
3,476 |
91 |
2.7% |
3,371 |
High |
3,510 |
3,490 |
-20 |
-0.6% |
3,437 |
Low |
3,377 |
3,400 |
23 |
0.7% |
3,327 |
Close |
3,498 |
3,424 |
-74 |
-2.1% |
3,394 |
Range |
133 |
90 |
-43 |
-32.3% |
110 |
ATR |
73 |
74 |
2 |
2.5% |
0 |
Volume |
7,930 |
14,643 |
6,713 |
84.7% |
28,435 |
|
Daily Pivots for day following 17-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,708 |
3,656 |
3,474 |
|
R3 |
3,618 |
3,566 |
3,449 |
|
R2 |
3,528 |
3,528 |
3,441 |
|
R1 |
3,476 |
3,476 |
3,432 |
3,457 |
PP |
3,438 |
3,438 |
3,438 |
3,429 |
S1 |
3,386 |
3,386 |
3,416 |
3,367 |
S2 |
3,348 |
3,348 |
3,408 |
|
S3 |
3,258 |
3,296 |
3,399 |
|
S4 |
3,168 |
3,206 |
3,375 |
|
|
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 |
4.6% |
75 |
2.2% |
45% |
False |
False |
7,389 |
10 |
3,510 |
3,327 |
183 |
5.3% |
63 |
1.9% |
53% |
False |
False |
6,655 |
20 |
3,510 |
3,146 |
364 |
10.6% |
72 |
2.1% |
76% |
False |
False |
6,547 |
40 |
3,510 |
3,102 |
408 |
11.9% |
73 |
2.1% |
79% |
False |
False |
6,579 |
60 |
3,510 |
2,990 |
520 |
15.2% |
78 |
2.3% |
83% |
False |
False |
5,086 |
80 |
3,510 |
2,784 |
726 |
21.2% |
78 |
2.3% |
88% |
False |
False |
4,094 |
100 |
3,510 |
2,725 |
785 |
22.9% |
78 |
2.3% |
89% |
False |
False |
3,498 |
120 |
3,510 |
2,488 |
1,022 |
29.8% |
76 |
2.2% |
92% |
False |
False |
3,026 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,873 |
2.618 |
3,726 |
1.618 |
3,636 |
1.000 |
3,580 |
0.618 |
3,546 |
HIGH |
3,490 |
0.618 |
3,456 |
0.500 |
3,445 |
0.382 |
3,434 |
LOW |
3,400 |
0.618 |
3,344 |
1.000 |
3,310 |
1.618 |
3,254 |
2.618 |
3,164 |
4.250 |
3,018 |
|
|
Fisher Pivots for day following 17-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
3,445 |
3,432 |
PP |
3,438 |
3,429 |
S1 |
3,431 |
3,427 |
|