Trading Metrics calculated at close of trading on 10-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2009 |
10-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
10,282.85 |
10,336.00 |
53.15 |
0.5% |
10,309.77 |
High |
10,342.27 |
10,444.60 |
102.33 |
1.0% |
10,516.70 |
Low |
10,235.63 |
10,335.77 |
100.14 |
1.0% |
10,263.29 |
Close |
10,337.05 |
10,405.83 |
68.78 |
0.7% |
10,388.90 |
Range |
106.64 |
108.83 |
2.19 |
2.1% |
253.41 |
ATR |
132.85 |
131.14 |
-1.72 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,721.89 |
10,672.69 |
10,465.69 |
|
R3 |
10,613.06 |
10,563.86 |
10,435.76 |
|
R2 |
10,504.23 |
10,504.23 |
10,425.78 |
|
R1 |
10,455.03 |
10,455.03 |
10,415.81 |
10,479.63 |
PP |
10,395.40 |
10,395.40 |
10,395.40 |
10,407.70 |
S1 |
10,346.20 |
10,346.20 |
10,395.85 |
10,370.80 |
S2 |
10,286.57 |
10,286.57 |
10,385.88 |
|
S3 |
10,177.74 |
10,237.37 |
10,375.90 |
|
S4 |
10,068.91 |
10,128.54 |
10,345.97 |
|
|
Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,149.86 |
11,022.79 |
10,528.28 |
|
R3 |
10,896.45 |
10,769.38 |
10,458.59 |
|
R2 |
10,643.04 |
10,643.04 |
10,435.36 |
|
R1 |
10,515.97 |
10,515.97 |
10,412.13 |
10,579.51 |
PP |
10,389.63 |
10,389.63 |
10,389.63 |
10,421.40 |
S1 |
10,262.56 |
10,262.56 |
10,365.67 |
10,326.10 |
S2 |
10,136.22 |
10,136.22 |
10,342.44 |
|
S3 |
9,882.81 |
10,009.15 |
10,319.21 |
|
S4 |
9,629.40 |
9,755.74 |
10,249.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,516.70 |
10,235.63 |
281.07 |
2.7% |
127.83 |
1.2% |
61% |
False |
False |
|
10 |
10,516.70 |
10,231.25 |
285.45 |
2.7% |
136.87 |
1.3% |
61% |
False |
False |
|
20 |
10,516.70 |
10,171.24 |
345.46 |
3.3% |
125.95 |
1.2% |
68% |
False |
False |
|
40 |
10,516.70 |
9,678.95 |
837.75 |
8.1% |
139.11 |
1.3% |
87% |
False |
False |
|
60 |
10,516.70 |
9,430.08 |
1,086.62 |
10.4% |
132.43 |
1.3% |
90% |
False |
False |
|
80 |
10,516.70 |
9,131.94 |
1,384.76 |
13.3% |
129.69 |
1.2% |
92% |
False |
False |
|
100 |
10,516.70 |
8,860.32 |
1,656.38 |
15.9% |
129.06 |
1.2% |
93% |
False |
False |
|
120 |
10,516.70 |
8,087.19 |
2,429.51 |
23.3% |
130.71 |
1.3% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,907.13 |
2.618 |
10,729.52 |
1.618 |
10,620.69 |
1.000 |
10,553.43 |
0.618 |
10,511.86 |
HIGH |
10,444.60 |
0.618 |
10,403.03 |
0.500 |
10,390.19 |
0.382 |
10,377.34 |
LOW |
10,335.77 |
0.618 |
10,268.51 |
1.000 |
10,226.94 |
1.618 |
10,159.68 |
2.618 |
10,050.85 |
4.250 |
9,873.24 |
|
|
Fisher Pivots for day following 10-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
10,400.62 |
10,383.93 |
PP |
10,395.40 |
10,362.02 |
S1 |
10,390.19 |
10,340.12 |
|