Trading Metrics calculated at close of trading on 21-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2009 |
21-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1,099.0 |
1,111.9 |
12.9 |
1.2% |
1,114.6 |
High |
1,118.1 |
1,120.8 |
2.7 |
0.2% |
1,142.9 |
Low |
1,097.4 |
1,090.8 |
-6.6 |
-0.6% |
1,095.7 |
Close |
1,111.5 |
1,096.0 |
-15.5 |
-1.4% |
1,111.5 |
Range |
20.7 |
30.0 |
9.3 |
44.9% |
47.2 |
ATR |
26.6 |
26.9 |
0.2 |
0.9% |
0.0 |
Volume |
236,024 |
171,595 |
-64,429 |
-27.3% |
898,813 |
|
Daily Pivots for day following 21-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,192.5 |
1,174.3 |
1,112.5 |
|
R3 |
1,162.5 |
1,144.3 |
1,104.3 |
|
R2 |
1,132.5 |
1,132.5 |
1,101.5 |
|
R1 |
1,114.3 |
1,114.3 |
1,098.8 |
1,108.4 |
PP |
1,102.5 |
1,102.5 |
1,102.5 |
1,099.6 |
S1 |
1,084.3 |
1,084.3 |
1,093.3 |
1,078.4 |
S2 |
1,072.5 |
1,072.5 |
1,090.5 |
|
S3 |
1,042.5 |
1,054.3 |
1,087.8 |
|
S4 |
1,012.5 |
1,024.3 |
1,079.5 |
|
|
Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,258.3 |
1,232.1 |
1,137.5 |
|
R3 |
1,211.1 |
1,184.9 |
1,124.5 |
|
R2 |
1,163.9 |
1,163.9 |
1,120.2 |
|
R1 |
1,137.7 |
1,137.7 |
1,115.8 |
1,127.2 |
PP |
1,116.7 |
1,116.7 |
1,116.7 |
1,111.5 |
S1 |
1,090.5 |
1,090.5 |
1,107.2 |
1,080.0 |
S2 |
1,069.5 |
1,069.5 |
1,102.8 |
|
S3 |
1,022.3 |
1,043.3 |
1,098.5 |
|
S4 |
975.1 |
996.1 |
1,085.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,142.9 |
1,090.8 |
52.1 |
4.8% |
27.2 |
2.5% |
10% |
False |
True |
170,929 |
10 |
1,170.2 |
1,090.8 |
79.4 |
7.2% |
27.9 |
2.5% |
7% |
False |
True |
201,398 |
20 |
1,227.5 |
1,090.8 |
136.7 |
12.5% |
29.5 |
2.7% |
4% |
False |
True |
189,271 |
40 |
1,227.5 |
1,028.0 |
199.5 |
18.2% |
23.5 |
2.1% |
34% |
False |
False |
102,308 |
60 |
1,227.5 |
987.3 |
240.2 |
21.9% |
20.8 |
1.9% |
45% |
False |
False |
69,196 |
80 |
1,227.5 |
950.1 |
277.4 |
25.3% |
19.3 |
1.8% |
53% |
False |
False |
52,270 |
100 |
1,227.5 |
933.5 |
294.0 |
26.8% |
17.7 |
1.6% |
55% |
False |
False |
42,092 |
120 |
1,227.5 |
909.5 |
318.0 |
29.0% |
16.2 |
1.5% |
59% |
False |
False |
35,244 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,248.3 |
2.618 |
1,199.3 |
1.618 |
1,169.3 |
1.000 |
1,150.8 |
0.618 |
1,139.3 |
HIGH |
1,120.8 |
0.618 |
1,109.3 |
0.500 |
1,105.8 |
0.382 |
1,102.3 |
LOW |
1,090.8 |
0.618 |
1,072.3 |
1.000 |
1,060.8 |
1.618 |
1,042.3 |
2.618 |
1,012.3 |
4.250 |
963.3 |
|
|
Fisher Pivots for day following 21-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,105.8 |
1,116.9 |
PP |
1,102.5 |
1,109.9 |
S1 |
1,099.3 |
1,103.0 |
|