Trading Metrics calculated at close of trading on 16-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2009 |
16-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
10,499.31 |
10,449.81 |
-49.50 |
-0.5% |
10,386.86 |
High |
10,499.31 |
10,509.97 |
10.66 |
0.1% |
10,484.05 |
Low |
10,426.69 |
10,427.59 |
0.90 |
0.0% |
10,235.63 |
Close |
10,452.00 |
10,441.12 |
-10.88 |
-0.1% |
10,471.50 |
Range |
72.62 |
82.38 |
9.76 |
13.4% |
248.42 |
ATR |
118.36 |
115.79 |
-2.57 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,706.70 |
10,656.29 |
10,486.43 |
|
R3 |
10,624.32 |
10,573.91 |
10,463.77 |
|
R2 |
10,541.94 |
10,541.94 |
10,456.22 |
|
R1 |
10,491.53 |
10,491.53 |
10,448.67 |
10,475.55 |
PP |
10,459.56 |
10,459.56 |
10,459.56 |
10,451.57 |
S1 |
10,409.15 |
10,409.15 |
10,433.57 |
10,393.17 |
S2 |
10,377.18 |
10,377.18 |
10,426.02 |
|
S3 |
10,294.80 |
10,326.77 |
10,418.47 |
|
S4 |
10,212.42 |
10,244.39 |
10,395.81 |
|
|
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 |
10,335.77 |
178.89 |
1.7% |
78.24 |
0.7% |
59% |
False |
False |
|
10 |
10,516.70 |
10,235.63 |
281.07 |
2.7% |
107.91 |
1.0% |
73% |
False |
False |
|
20 |
10,516.70 |
10,231.25 |
285.45 |
2.7% |
114.72 |
1.1% |
74% |
False |
False |
|
40 |
10,516.70 |
9,678.95 |
837.75 |
8.0% |
135.28 |
1.3% |
91% |
False |
False |
|
60 |
10,516.70 |
9,430.08 |
1,086.62 |
10.4% |
131.59 |
1.3% |
93% |
False |
False |
|
80 |
10,516.70 |
9,252.93 |
1,263.77 |
12.1% |
126.34 |
1.2% |
94% |
False |
False |
|
100 |
10,516.70 |
9,007.47 |
1,509.23 |
14.5% |
126.86 |
1.2% |
95% |
False |
False |
|
120 |
10,516.70 |
8,087.19 |
2,429.51 |
23.3% |
128.47 |
1.2% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,860.09 |
2.618 |
10,725.64 |
1.618 |
10,643.26 |
1.000 |
10,592.35 |
0.618 |
10,560.88 |
HIGH |
10,509.97 |
0.618 |
10,478.50 |
0.500 |
10,468.78 |
0.382 |
10,459.06 |
LOW |
10,427.59 |
0.618 |
10,376.68 |
1.000 |
10,345.21 |
1.618 |
10,294.30 |
2.618 |
10,211.92 |
4.250 |
10,077.48 |
|
|
Fisher Pivots for day following 16-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
10,468.78 |
10,470.68 |
PP |
10,459.56 |
10,460.82 |
S1 |
10,450.34 |
10,450.97 |
|