Trading Metrics calculated at close of trading on 17-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2009 |
17-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
10,449.81 |
10,439.99 |
-9.82 |
-0.1% |
10,386.86 |
High |
10,509.97 |
10,440.06 |
-69.91 |
-0.7% |
10,484.05 |
Low |
10,427.59 |
10,307.96 |
-119.63 |
-1.1% |
10,235.63 |
Close |
10,441.12 |
10,308.26 |
-132.86 |
-1.3% |
10,471.50 |
Range |
82.38 |
132.10 |
49.72 |
60.4% |
248.42 |
ATR |
115.79 |
117.03 |
1.24 |
1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,748.39 |
10,660.43 |
10,380.92 |
|
R3 |
10,616.29 |
10,528.33 |
10,344.59 |
|
R2 |
10,484.19 |
10,484.19 |
10,332.48 |
|
R1 |
10,396.23 |
10,396.23 |
10,320.37 |
10,374.16 |
PP |
10,352.09 |
10,352.09 |
10,352.09 |
10,341.06 |
S1 |
10,264.13 |
10,264.13 |
10,296.15 |
10,242.06 |
S2 |
10,219.99 |
10,219.99 |
10,284.04 |
|
S3 |
10,087.89 |
10,132.03 |
10,271.93 |
|
S4 |
9,955.79 |
9,999.93 |
10,235.61 |
|
|
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 |
10,307.96 |
206.70 |
2.0% |
82.89 |
0.8% |
0% |
False |
True |
|
10 |
10,516.70 |
10,235.63 |
281.07 |
2.7% |
105.36 |
1.0% |
26% |
False |
False |
|
20 |
10,516.70 |
10,231.25 |
285.45 |
2.8% |
117.69 |
1.1% |
27% |
False |
False |
|
40 |
10,516.70 |
9,678.95 |
837.75 |
8.1% |
134.19 |
1.3% |
75% |
False |
False |
|
60 |
10,516.70 |
9,430.08 |
1,086.62 |
10.5% |
130.84 |
1.3% |
81% |
False |
False |
|
80 |
10,516.70 |
9,252.93 |
1,263.77 |
12.3% |
126.60 |
1.2% |
84% |
False |
False |
|
100 |
10,516.70 |
9,014.19 |
1,502.51 |
14.6% |
127.01 |
1.2% |
86% |
False |
False |
|
120 |
10,516.70 |
8,087.19 |
2,429.51 |
23.6% |
128.70 |
1.2% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,001.49 |
2.618 |
10,785.90 |
1.618 |
10,653.80 |
1.000 |
10,572.16 |
0.618 |
10,521.70 |
HIGH |
10,440.06 |
0.618 |
10,389.60 |
0.500 |
10,374.01 |
0.382 |
10,358.42 |
LOW |
10,307.96 |
0.618 |
10,226.32 |
1.000 |
10,175.86 |
1.618 |
10,094.22 |
2.618 |
9,962.12 |
4.250 |
9,746.54 |
|
|
Fisher Pivots for day following 17-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
10,374.01 |
10,408.97 |
PP |
10,352.09 |
10,375.40 |
S1 |
10,330.18 |
10,341.83 |
|