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 |
1,797.75 |
1,802.25 |
4.50 |
0.3% |
1,795.00 |
High |
1,815.00 |
1,804.00 |
-11.00 |
-0.6% |
1,812.75 |
Low |
1,796.50 |
1,776.75 |
-19.75 |
-1.1% |
1,758.75 |
Close |
1,801.75 |
1,787.25 |
-14.50 |
-0.8% |
1,794.00 |
Range |
18.50 |
27.25 |
8.75 |
47.3% |
54.00 |
ATR |
27.97 |
27.92 |
-0.05 |
-0.2% |
0.00 |
Volume |
76,817 |
43,951 |
-32,866 |
-42.8% |
1,547,173 |
|
Daily Pivots for day following 17-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,871.00 |
1,856.50 |
1,802.25 |
|
R3 |
1,843.75 |
1,829.25 |
1,794.75 |
|
R2 |
1,816.50 |
1,816.50 |
1,792.25 |
|
R1 |
1,802.00 |
1,802.00 |
1,789.75 |
1,795.50 |
PP |
1,789.25 |
1,789.25 |
1,789.25 |
1,786.25 |
S1 |
1,774.75 |
1,774.75 |
1,784.75 |
1,768.50 |
S2 |
1,762.00 |
1,762.00 |
1,782.25 |
|
S3 |
1,734.75 |
1,747.50 |
1,779.75 |
|
S4 |
1,707.50 |
1,720.25 |
1,772.25 |
|
|
Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,950.50 |
1,926.25 |
1,823.75 |
|
R3 |
1,896.50 |
1,872.25 |
1,808.75 |
|
R2 |
1,842.50 |
1,842.50 |
1,804.00 |
|
R1 |
1,818.25 |
1,818.25 |
1,799.00 |
1,803.50 |
PP |
1,788.50 |
1,788.50 |
1,788.50 |
1,781.00 |
S1 |
1,764.25 |
1,764.25 |
1,789.00 |
1,749.50 |
S2 |
1,734.50 |
1,734.50 |
1,784.00 |
|
S3 |
1,680.50 |
1,710.25 |
1,779.25 |
|
S4 |
1,626.50 |
1,656.25 |
1,764.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,815.00 |
1,776.75 |
38.25 |
2.1% |
23.50 |
1.3% |
27% |
False |
True |
92,836 |
10 |
1,816.25 |
1,758.75 |
57.50 |
3.2% |
26.75 |
1.5% |
50% |
False |
False |
210,998 |
20 |
1,816.25 |
1,722.25 |
94.00 |
5.3% |
28.75 |
1.6% |
69% |
False |
False |
234,069 |
40 |
1,816.25 |
1,650.25 |
166.00 |
9.3% |
30.25 |
1.7% |
83% |
False |
False |
283,841 |
60 |
1,816.25 |
1,649.75 |
166.50 |
9.3% |
30.00 |
1.7% |
83% |
False |
False |
287,900 |
80 |
1,816.25 |
1,582.50 |
233.75 |
13.1% |
29.25 |
1.6% |
88% |
False |
False |
247,672 |
100 |
1,816.25 |
1,559.25 |
257.00 |
14.4% |
29.25 |
1.6% |
89% |
False |
False |
198,234 |
120 |
1,816.25 |
1,391.25 |
425.00 |
23.8% |
28.75 |
1.6% |
93% |
False |
False |
165,221 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,919.75 |
2.618 |
1,875.25 |
1.618 |
1,848.00 |
1.000 |
1,831.25 |
0.618 |
1,820.75 |
HIGH |
1,804.00 |
0.618 |
1,793.50 |
0.500 |
1,790.50 |
0.382 |
1,787.25 |
LOW |
1,776.75 |
0.618 |
1,760.00 |
1.000 |
1,749.50 |
1.618 |
1,732.75 |
2.618 |
1,705.50 |
4.250 |
1,661.00 |
|
|
Fisher Pivots for day following 17-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,790.50 |
1,796.00 |
PP |
1,789.25 |
1,793.00 |
S1 |
1,788.25 |
1,790.00 |
|