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 |
10,471.28 |
10,499.31 |
28.03 |
0.3% |
10,386.86 |
High |
10,514.66 |
10,499.31 |
-15.35 |
-0.1% |
10,484.05 |
Low |
10,471.28 |
10,426.69 |
-44.59 |
-0.4% |
10,235.63 |
Close |
10,501.05 |
10,452.00 |
-49.05 |
-0.5% |
10,471.50 |
Range |
43.38 |
72.62 |
29.24 |
67.4% |
248.42 |
ATR |
121.74 |
118.36 |
-3.38 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,677.19 |
10,637.22 |
10,491.94 |
|
R3 |
10,604.57 |
10,564.60 |
10,471.97 |
|
R2 |
10,531.95 |
10,531.95 |
10,465.31 |
|
R1 |
10,491.98 |
10,491.98 |
10,458.66 |
10,475.66 |
PP |
10,459.33 |
10,459.33 |
10,459.33 |
10,451.17 |
S1 |
10,419.36 |
10,419.36 |
10,445.34 |
10,403.04 |
S2 |
10,386.71 |
10,386.71 |
10,438.69 |
|
S3 |
10,314.09 |
10,346.74 |
10,432.03 |
|
S4 |
10,241.47 |
10,274.12 |
10,412.06 |
|
|
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% |
83.09 |
0.8% |
78% |
False |
False |
|
10 |
10,516.70 |
10,235.63 |
281.07 |
2.7% |
108.88 |
1.0% |
77% |
False |
False |
|
20 |
10,516.70 |
10,231.25 |
285.45 |
2.7% |
114.41 |
1.1% |
77% |
False |
False |
|
40 |
10,516.70 |
9,678.95 |
837.75 |
8.0% |
135.86 |
1.3% |
92% |
False |
False |
|
60 |
10,516.70 |
9,430.08 |
1,086.62 |
10.4% |
131.41 |
1.3% |
94% |
False |
False |
|
80 |
10,516.70 |
9,252.93 |
1,263.77 |
12.1% |
126.58 |
1.2% |
95% |
False |
False |
|
100 |
10,516.70 |
9,007.47 |
1,509.23 |
14.4% |
126.93 |
1.2% |
96% |
False |
False |
|
120 |
10,516.70 |
8,087.19 |
2,429.51 |
23.2% |
128.34 |
1.2% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,807.95 |
2.618 |
10,689.43 |
1.618 |
10,616.81 |
1.000 |
10,571.93 |
0.618 |
10,544.19 |
HIGH |
10,499.31 |
0.618 |
10,471.57 |
0.500 |
10,463.00 |
0.382 |
10,454.43 |
LOW |
10,426.69 |
0.618 |
10,381.81 |
1.000 |
10,354.07 |
1.618 |
10,309.19 |
2.618 |
10,236.57 |
4.250 |
10,118.06 |
|
|
Fisher Pivots for day following 15-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
10,463.00 |
10,457.37 |
PP |
10,459.33 |
10,455.58 |
S1 |
10,455.67 |
10,453.79 |
|