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 |
5,254.0 |
5,330.5 |
76.5 |
1.5% |
5,305.5 |
High |
5,315.0 |
5,334.5 |
19.5 |
0.4% |
5,331.0 |
Low |
5,251.5 |
5,298.0 |
46.5 |
0.9% |
5,174.5 |
Close |
5,258.5 |
5,310.0 |
51.5 |
1.0% |
5,258.5 |
Range |
63.5 |
36.5 |
-27.0 |
-42.5% |
156.5 |
ATR |
92.0 |
90.8 |
-1.1 |
-1.2% |
0.0 |
Volume |
116,064 |
119,703 |
3,639 |
3.1% |
568,126 |
|
Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,423.5 |
5,403.5 |
5,330.0 |
|
R3 |
5,387.0 |
5,367.0 |
5,320.0 |
|
R2 |
5,350.5 |
5,350.5 |
5,316.5 |
|
R1 |
5,330.5 |
5,330.5 |
5,313.5 |
5,322.0 |
PP |
5,314.0 |
5,314.0 |
5,314.0 |
5,310.0 |
S1 |
5,294.0 |
5,294.0 |
5,306.5 |
5,286.0 |
S2 |
5,277.5 |
5,277.5 |
5,303.5 |
|
S3 |
5,241.0 |
5,257.5 |
5,300.0 |
|
S4 |
5,204.5 |
5,221.0 |
5,290.0 |
|
|
Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,724.0 |
5,648.0 |
5,344.5 |
|
R3 |
5,567.5 |
5,491.5 |
5,301.5 |
|
R2 |
5,411.0 |
5,411.0 |
5,287.0 |
|
R1 |
5,335.0 |
5,335.0 |
5,273.0 |
5,295.0 |
PP |
5,254.5 |
5,254.5 |
5,254.5 |
5,234.5 |
S1 |
5,178.5 |
5,178.5 |
5,244.0 |
5,138.0 |
S2 |
5,098.0 |
5,098.0 |
5,230.0 |
|
S3 |
4,941.5 |
5,022.0 |
5,215.5 |
|
S4 |
4,785.0 |
4,865.5 |
5,172.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,334.5 |
5,174.5 |
160.0 |
3.0% |
71.0 |
1.3% |
85% |
True |
False |
114,175 |
10 |
5,376.0 |
5,174.5 |
201.5 |
3.8% |
79.5 |
1.5% |
67% |
False |
False |
110,102 |
20 |
5,386.0 |
5,081.0 |
305.0 |
5.7% |
80.0 |
1.5% |
75% |
False |
False |
101,201 |
40 |
5,386.0 |
4,954.5 |
431.5 |
8.1% |
84.5 |
1.6% |
82% |
False |
False |
103,920 |
60 |
5,386.0 |
4,922.5 |
463.5 |
8.7% |
83.0 |
1.6% |
84% |
False |
False |
107,105 |
80 |
5,386.0 |
4,699.0 |
687.0 |
12.9% |
77.5 |
1.5% |
89% |
False |
False |
89,191 |
100 |
5,386.0 |
4,423.5 |
962.5 |
18.1% |
73.5 |
1.4% |
92% |
False |
False |
71,386 |
120 |
5,386.0 |
4,041.0 |
1,345.0 |
25.3% |
71.5 |
1.3% |
94% |
False |
False |
59,519 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,489.5 |
2.618 |
5,430.0 |
1.618 |
5,393.5 |
1.000 |
5,371.0 |
0.618 |
5,357.0 |
HIGH |
5,334.5 |
0.618 |
5,320.5 |
0.500 |
5,316.0 |
0.382 |
5,312.0 |
LOW |
5,298.0 |
0.618 |
5,275.5 |
1.000 |
5,261.5 |
1.618 |
5,239.0 |
2.618 |
5,202.5 |
4.250 |
5,143.0 |
|
|
Fisher Pivots for day following 14-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5,316.0 |
5,294.5 |
PP |
5,314.0 |
5,279.0 |
S1 |
5,312.0 |
5,264.0 |
|