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 |
1,126.3 |
1,125.5 |
-0.8 |
-0.1% |
1,166.3 |
High |
1,131.0 |
1,132.2 |
1.2 |
0.1% |
1,171.8 |
Low |
1,115.6 |
1,115.0 |
-0.6 |
-0.1% |
1,112.8 |
Close |
1,126.3 |
1,125.5 |
-0.8 |
-0.1% |
1,122.3 |
Range |
15.4 |
17.2 |
1.8 |
11.7% |
59.0 |
ATR |
25.3 |
24.7 |
-0.6 |
-2.3% |
0.0 |
Volume |
2,150 |
1,434 |
-716 |
-33.3% |
16,490 |
|
Daily Pivots for day following 15-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,175.8 |
1,167.9 |
1,135.0 |
|
R3 |
1,158.6 |
1,150.7 |
1,130.2 |
|
R2 |
1,141.4 |
1,141.4 |
1,128.7 |
|
R1 |
1,133.5 |
1,133.5 |
1,127.1 |
1,134.1 |
PP |
1,124.2 |
1,124.2 |
1,124.2 |
1,124.6 |
S1 |
1,116.3 |
1,116.3 |
1,123.9 |
1,116.9 |
S2 |
1,107.0 |
1,107.0 |
1,122.3 |
|
S3 |
1,089.8 |
1,099.1 |
1,120.8 |
|
S4 |
1,072.6 |
1,081.9 |
1,116.0 |
|
|
Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,312.6 |
1,276.5 |
1,154.8 |
|
R3 |
1,253.6 |
1,217.5 |
1,138.5 |
|
R2 |
1,194.6 |
1,194.6 |
1,133.1 |
|
R1 |
1,158.5 |
1,158.5 |
1,127.7 |
1,147.1 |
PP |
1,135.6 |
1,135.6 |
1,135.6 |
1,129.9 |
S1 |
1,099.5 |
1,099.5 |
1,116.9 |
1,088.1 |
S2 |
1,076.6 |
1,076.6 |
1,111.5 |
|
S3 |
1,017.6 |
1,040.5 |
1,106.1 |
|
S4 |
958.6 |
981.5 |
1,089.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,150.3 |
1,112.8 |
37.5 |
3.3% |
21.9 |
1.9% |
34% |
False |
False |
2,345 |
10 |
1,230.0 |
1,112.8 |
117.2 |
10.4% |
28.7 |
2.5% |
11% |
False |
False |
2,596 |
20 |
1,230.0 |
1,112.8 |
117.2 |
10.4% |
25.1 |
2.2% |
11% |
False |
False |
2,662 |
40 |
1,230.0 |
1,030.0 |
200.0 |
17.8% |
19.9 |
1.8% |
48% |
False |
False |
1,989 |
60 |
1,230.0 |
989.3 |
240.7 |
21.4% |
17.7 |
1.6% |
57% |
False |
False |
1,491 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,205.3 |
2.618 |
1,177.2 |
1.618 |
1,160.0 |
1.000 |
1,149.4 |
0.618 |
1,142.8 |
HIGH |
1,132.2 |
0.618 |
1,125.6 |
0.500 |
1,123.6 |
0.382 |
1,121.6 |
LOW |
1,115.0 |
0.618 |
1,104.4 |
1.000 |
1,097.8 |
1.618 |
1,087.2 |
2.618 |
1,070.0 |
4.250 |
1,041.9 |
|
|
Fisher Pivots for day following 15-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,124.9 |
1,129.1 |
PP |
1,124.2 |
1,127.9 |
S1 |
1,123.6 |
1,126.7 |
|