Trading Metrics calculated at close of trading on 11-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2009 |
11-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
10,336.00 |
10,403.41 |
67.41 |
0.7% |
10,386.86 |
High |
10,444.60 |
10,484.05 |
39.45 |
0.4% |
10,484.05 |
Low |
10,335.77 |
10,400.08 |
64.31 |
0.6% |
10,235.63 |
Close |
10,405.83 |
10,471.50 |
65.67 |
0.6% |
10,471.50 |
Range |
108.83 |
83.97 |
-24.86 |
-22.8% |
248.42 |
ATR |
131.14 |
127.77 |
-3.37 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,703.79 |
10,671.61 |
10,517.68 |
|
R3 |
10,619.82 |
10,587.64 |
10,494.59 |
|
R2 |
10,535.85 |
10,535.85 |
10,486.89 |
|
R1 |
10,503.67 |
10,503.67 |
10,479.20 |
10,519.76 |
PP |
10,451.88 |
10,451.88 |
10,451.88 |
10,459.92 |
S1 |
10,419.70 |
10,419.70 |
10,463.80 |
10,435.79 |
S2 |
10,367.91 |
10,367.91 |
10,456.11 |
|
S3 |
10,283.94 |
10,335.73 |
10,448.41 |
|
S4 |
10,199.97 |
10,251.76 |
10,425.32 |
|
|
Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,142.32 |
11,055.33 |
10,608.13 |
|
R3 |
10,893.90 |
10,806.91 |
10,539.82 |
|
R2 |
10,645.48 |
10,645.48 |
10,517.04 |
|
R1 |
10,558.49 |
10,558.49 |
10,494.27 |
10,601.99 |
PP |
10,397.06 |
10,397.06 |
10,397.06 |
10,418.81 |
S1 |
10,310.07 |
10,310.07 |
10,448.73 |
10,353.57 |
S2 |
10,148.64 |
10,148.64 |
10,425.96 |
|
S3 |
9,900.22 |
10,061.65 |
10,403.18 |
|
S4 |
9,651.80 |
9,813.23 |
10,334.87 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,484.05 |
10,235.63 |
248.42 |
2.4% |
103.65 |
1.0% |
95% |
True |
False |
|
10 |
10,516.70 |
10,235.63 |
281.07 |
2.7% |
123.16 |
1.2% |
84% |
False |
False |
|
20 |
10,516.70 |
10,192.03 |
324.67 |
3.1% |
122.63 |
1.2% |
86% |
False |
False |
|
40 |
10,516.70 |
9,678.95 |
837.75 |
8.0% |
139.08 |
1.3% |
95% |
False |
False |
|
60 |
10,516.70 |
9,430.08 |
1,086.62 |
10.4% |
132.08 |
1.3% |
96% |
False |
False |
|
80 |
10,516.70 |
9,252.93 |
1,263.77 |
12.1% |
128.48 |
1.2% |
96% |
False |
False |
|
100 |
10,516.70 |
8,866.44 |
1,650.26 |
15.8% |
129.01 |
1.2% |
97% |
False |
False |
|
120 |
10,516.70 |
8,087.19 |
2,429.51 |
23.2% |
130.70 |
1.2% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,840.92 |
2.618 |
10,703.88 |
1.618 |
10,619.91 |
1.000 |
10,568.02 |
0.618 |
10,535.94 |
HIGH |
10,484.05 |
0.618 |
10,451.97 |
0.500 |
10,442.07 |
0.382 |
10,432.16 |
LOW |
10,400.08 |
0.618 |
10,348.19 |
1.000 |
10,316.11 |
1.618 |
10,264.22 |
2.618 |
10,180.25 |
4.250 |
10,043.21 |
|
|
Fisher Pivots for day following 11-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
10,461.69 |
10,434.28 |
PP |
10,451.88 |
10,397.06 |
S1 |
10,442.07 |
10,359.84 |
|