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 |
10,486 |
10,495 |
9 |
0.1% |
10,398 |
High |
10,571 |
10,513 |
-58 |
-0.5% |
10,488 |
Low |
10,458 |
10,426 |
-32 |
-0.3% |
10,228 |
Close |
10,498 |
10,459 |
-39 |
-0.4% |
10,484 |
Range |
113 |
87 |
-26 |
-23.0% |
260 |
ATR |
143 |
139 |
-4 |
-2.8% |
0 |
Volume |
40,078 |
31,662 |
-8,416 |
-21.0% |
688,176 |
|
Daily Pivots for day following 15-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,727 |
10,680 |
10,507 |
|
R3 |
10,640 |
10,593 |
10,483 |
|
R2 |
10,553 |
10,553 |
10,475 |
|
R1 |
10,506 |
10,506 |
10,467 |
10,486 |
PP |
10,466 |
10,466 |
10,466 |
10,456 |
S1 |
10,419 |
10,419 |
10,451 |
10,399 |
S2 |
10,379 |
10,379 |
10,443 |
|
S3 |
10,292 |
10,332 |
10,435 |
|
S4 |
10,205 |
10,245 |
10,411 |
|
|
Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,180 |
11,092 |
10,627 |
|
R3 |
10,920 |
10,832 |
10,556 |
|
R2 |
10,660 |
10,660 |
10,532 |
|
R1 |
10,572 |
10,572 |
10,508 |
10,616 |
PP |
10,400 |
10,400 |
10,400 |
10,422 |
S1 |
10,312 |
10,312 |
10,460 |
10,356 |
S2 |
10,140 |
10,140 |
10,436 |
|
S3 |
9,880 |
10,052 |
10,413 |
|
S4 |
9,620 |
9,792 |
10,341 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,571 |
10,228 |
343 |
3.3% |
108 |
1.0% |
67% |
False |
False |
88,920 |
10 |
10,571 |
10,228 |
343 |
3.3% |
130 |
1.2% |
67% |
False |
False |
112,115 |
20 |
10,571 |
10,116 |
455 |
4.4% |
135 |
1.3% |
75% |
False |
False |
115,286 |
40 |
10,571 |
9,596 |
975 |
9.3% |
155 |
1.5% |
89% |
False |
False |
142,506 |
60 |
10,571 |
9,336 |
1,235 |
11.8% |
149 |
1.4% |
91% |
False |
False |
140,606 |
80 |
10,571 |
9,186 |
1,385 |
13.2% |
143 |
1.4% |
92% |
False |
False |
117,227 |
100 |
10,571 |
8,901 |
1,670 |
16.0% |
145 |
1.4% |
93% |
False |
False |
93,806 |
120 |
10,571 |
7,961 |
2,610 |
25.0% |
145 |
1.4% |
96% |
False |
False |
78,183 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,883 |
2.618 |
10,741 |
1.618 |
10,654 |
1.000 |
10,600 |
0.618 |
10,567 |
HIGH |
10,513 |
0.618 |
10,480 |
0.500 |
10,470 |
0.382 |
10,459 |
LOW |
10,426 |
0.618 |
10,372 |
1.000 |
10,339 |
1.618 |
10,285 |
2.618 |
10,198 |
4.250 |
10,056 |
|
|
Fisher Pivots for day following 15-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
10,470 |
10,486 |
PP |
10,466 |
10,477 |
S1 |
10,463 |
10,468 |
|