Trading Metrics calculated at close of trading on 14-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2009 |
14-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
10,403.41 |
10,471.28 |
67.87 |
0.7% |
10,386.86 |
High |
10,484.05 |
10,514.66 |
30.61 |
0.3% |
10,484.05 |
Low |
10,400.08 |
10,471.28 |
71.20 |
0.7% |
10,235.63 |
Close |
10,471.50 |
10,501.05 |
29.55 |
0.3% |
10,471.50 |
Range |
83.97 |
43.38 |
-40.59 |
-48.3% |
248.42 |
ATR |
127.77 |
121.74 |
-6.03 |
-4.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,625.80 |
10,606.81 |
10,524.91 |
|
R3 |
10,582.42 |
10,563.43 |
10,512.98 |
|
R2 |
10,539.04 |
10,539.04 |
10,509.00 |
|
R1 |
10,520.05 |
10,520.05 |
10,505.03 |
10,529.55 |
PP |
10,495.66 |
10,495.66 |
10,495.66 |
10,500.41 |
S1 |
10,476.67 |
10,476.67 |
10,497.07 |
10,486.17 |
S2 |
10,452.28 |
10,452.28 |
10,493.10 |
|
S3 |
10,408.90 |
10,433.29 |
10,489.12 |
|
S4 |
10,365.52 |
10,389.91 |
10,477.19 |
|
|
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 |
10,514.66 |
10,235.63 |
279.03 |
2.7% |
95.73 |
0.9% |
95% |
True |
False |
|
10 |
10,516.70 |
10,235.63 |
281.07 |
2.7% |
117.40 |
1.1% |
94% |
False |
False |
|
20 |
10,516.70 |
10,231.25 |
285.45 |
2.7% |
119.11 |
1.1% |
95% |
False |
False |
|
40 |
10,516.70 |
9,678.95 |
837.75 |
8.0% |
137.12 |
1.3% |
98% |
False |
False |
|
60 |
10,516.70 |
9,430.08 |
1,086.62 |
10.3% |
131.75 |
1.3% |
99% |
False |
False |
|
80 |
10,516.70 |
9,252.93 |
1,263.77 |
12.0% |
127.82 |
1.2% |
99% |
False |
False |
|
100 |
10,516.70 |
9,007.39 |
1,509.31 |
14.4% |
127.14 |
1.2% |
99% |
False |
False |
|
120 |
10,516.70 |
8,087.19 |
2,429.51 |
23.1% |
129.66 |
1.2% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,699.03 |
2.618 |
10,628.23 |
1.618 |
10,584.85 |
1.000 |
10,558.04 |
0.618 |
10,541.47 |
HIGH |
10,514.66 |
0.618 |
10,498.09 |
0.500 |
10,492.97 |
0.382 |
10,487.85 |
LOW |
10,471.28 |
0.618 |
10,444.47 |
1.000 |
10,427.90 |
1.618 |
10,401.09 |
2.618 |
10,357.71 |
4.250 |
10,286.92 |
|
|
Fisher Pivots for day following 14-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
10,498.36 |
10,475.77 |
PP |
10,495.66 |
10,450.49 |
S1 |
10,492.97 |
10,425.22 |
|