Trading Metrics calculated at close of trading on 18-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2009 |
18-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
5,857.5 |
5,856.0 |
-1.5 |
0.0% |
5,824.0 |
High |
5,893.0 |
5,901.0 |
8.0 |
0.1% |
5,932.5 |
Low |
5,823.0 |
5,844.5 |
21.5 |
0.4% |
5,751.5 |
Close |
5,856.5 |
5,883.7 |
27.2 |
0.5% |
5,883.7 |
Range |
70.0 |
56.5 |
-13.5 |
-19.3% |
181.0 |
ATR |
110.7 |
106.8 |
-3.9 |
-3.5% |
0.0 |
Volume |
170,256 |
27,696 |
-142,560 |
-83.7% |
656,274 |
|
Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,045.9 |
6,021.3 |
5,914.8 |
|
R3 |
5,989.4 |
5,964.8 |
5,899.2 |
|
R2 |
5,932.9 |
5,932.9 |
5,894.1 |
|
R1 |
5,908.3 |
5,908.3 |
5,888.9 |
5,920.6 |
PP |
5,876.4 |
5,876.4 |
5,876.4 |
5,882.6 |
S1 |
5,851.8 |
5,851.8 |
5,878.5 |
5,864.1 |
S2 |
5,819.9 |
5,819.9 |
5,873.3 |
|
S3 |
5,763.4 |
5,795.3 |
5,868.2 |
|
S4 |
5,706.9 |
5,738.8 |
5,852.6 |
|
|
Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,398.9 |
6,322.3 |
5,983.3 |
|
R3 |
6,217.9 |
6,141.3 |
5,933.5 |
|
R2 |
6,036.9 |
6,036.9 |
5,916.9 |
|
R1 |
5,960.3 |
5,960.3 |
5,900.3 |
5,998.6 |
PP |
5,855.9 |
5,855.9 |
5,855.9 |
5,875.1 |
S1 |
5,779.3 |
5,779.3 |
5,867.1 |
5,817.6 |
S2 |
5,674.9 |
5,674.9 |
5,850.5 |
|
S3 |
5,493.9 |
5,598.3 |
5,833.9 |
|
S4 |
5,312.9 |
5,417.3 |
5,784.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,932.5 |
5,751.5 |
181.0 |
3.1% |
79.3 |
1.3% |
73% |
False |
False |
131,254 |
10 |
5,932.5 |
5,604.5 |
328.0 |
5.6% |
92.4 |
1.6% |
85% |
False |
False |
144,342 |
20 |
5,932.5 |
5,509.5 |
423.0 |
7.2% |
104.1 |
1.8% |
88% |
False |
False |
146,136 |
40 |
5,932.5 |
5,316.0 |
616.5 |
10.5% |
109.0 |
1.9% |
92% |
False |
False |
154,793 |
60 |
5,932.5 |
5,316.0 |
616.5 |
10.5% |
108.4 |
1.8% |
92% |
False |
False |
155,494 |
80 |
5,932.5 |
5,268.5 |
664.0 |
11.3% |
103.6 |
1.8% |
93% |
False |
False |
129,726 |
100 |
5,932.5 |
5,165.0 |
767.5 |
13.0% |
104.0 |
1.8% |
94% |
False |
False |
103,985 |
120 |
5,932.5 |
4,540.0 |
1,392.5 |
23.7% |
104.3 |
1.8% |
96% |
False |
False |
86,783 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,141.1 |
2.618 |
6,048.9 |
1.618 |
5,992.4 |
1.000 |
5,957.5 |
0.618 |
5,935.9 |
HIGH |
5,901.0 |
0.618 |
5,879.4 |
0.500 |
5,872.8 |
0.382 |
5,866.1 |
LOW |
5,844.5 |
0.618 |
5,809.6 |
1.000 |
5,788.0 |
1.618 |
5,753.1 |
2.618 |
5,696.6 |
4.250 |
5,604.4 |
|
|
Fisher Pivots for day following 18-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5,880.1 |
5,878.6 |
PP |
5,876.4 |
5,873.4 |
S1 |
5,872.8 |
5,868.3 |
|