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 |
5,870.0 |
5,861.0 |
-9.0 |
-0.2% |
5,838.5 |
High |
5,900.0 |
5,909.0 |
9.0 |
0.2% |
5,938.0 |
Low |
5,830.5 |
5,824.0 |
-6.5 |
-0.1% |
5,759.5 |
Close |
5,864.0 |
5,840.0 |
-24.0 |
-0.4% |
5,840.0 |
Range |
69.5 |
85.0 |
15.5 |
22.3% |
178.5 |
ATR |
105.7 |
104.3 |
-1.5 |
-1.4% |
0.0 |
Volume |
69,800 |
151,956 |
82,156 |
117.7% |
358,557 |
|
Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,112.7 |
6,061.3 |
5,886.8 |
|
R3 |
6,027.7 |
5,976.3 |
5,863.4 |
|
R2 |
5,942.7 |
5,942.7 |
5,855.6 |
|
R1 |
5,891.3 |
5,891.3 |
5,847.8 |
5,874.5 |
PP |
5,857.7 |
5,857.7 |
5,857.7 |
5,849.3 |
S1 |
5,806.3 |
5,806.3 |
5,832.2 |
5,789.5 |
S2 |
5,772.7 |
5,772.7 |
5,824.4 |
|
S3 |
5,687.7 |
5,721.3 |
5,816.6 |
|
S4 |
5,602.7 |
5,636.3 |
5,793.3 |
|
|
Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,381.3 |
6,289.2 |
5,938.2 |
|
R3 |
6,202.8 |
6,110.7 |
5,889.1 |
|
R2 |
6,024.3 |
6,024.3 |
5,872.7 |
|
R1 |
5,932.2 |
5,932.2 |
5,856.4 |
5,978.3 |
PP |
5,845.8 |
5,845.8 |
5,845.8 |
5,868.9 |
S1 |
5,753.7 |
5,753.7 |
5,823.6 |
5,799.8 |
S2 |
5,667.3 |
5,667.3 |
5,807.3 |
|
S3 |
5,488.8 |
5,575.2 |
5,790.9 |
|
S4 |
5,310.3 |
5,396.7 |
5,741.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,938.0 |
5,759.5 |
178.5 |
3.1% |
83.6 |
1.4% |
45% |
False |
False |
71,711 |
10 |
5,938.0 |
5,611.0 |
327.0 |
5.6% |
92.5 |
1.6% |
70% |
False |
False |
38,249 |
20 |
5,938.0 |
5,519.0 |
419.0 |
7.2% |
103.2 |
1.8% |
77% |
False |
False |
19,605 |
40 |
5,938.0 |
5,324.0 |
614.0 |
10.5% |
104.3 |
1.8% |
84% |
False |
False |
10,169 |
60 |
5,938.0 |
5,324.0 |
614.0 |
10.5% |
102.9 |
1.8% |
84% |
False |
False |
7,005 |
80 |
5,938.0 |
5,275.0 |
663.0 |
11.4% |
97.9 |
1.7% |
85% |
False |
False |
5,778 |
100 |
5,938.0 |
5,171.0 |
767.0 |
13.1% |
98.3 |
1.7% |
87% |
False |
False |
4,665 |
120 |
5,938.0 |
4,558.0 |
1,380.0 |
23.6% |
96.6 |
1.7% |
93% |
False |
False |
3,910 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,270.3 |
2.618 |
6,131.5 |
1.618 |
6,046.5 |
1.000 |
5,994.0 |
0.618 |
5,961.5 |
HIGH |
5,909.0 |
0.618 |
5,876.5 |
0.500 |
5,866.5 |
0.382 |
5,856.5 |
LOW |
5,824.0 |
0.618 |
5,771.5 |
1.000 |
5,739.0 |
1.618 |
5,686.5 |
2.618 |
5,601.5 |
4.250 |
5,462.8 |
|
|
Fisher Pivots for day following 18-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5,866.5 |
5,874.0 |
PP |
5,857.7 |
5,862.7 |
S1 |
5,848.8 |
5,851.3 |
|