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 |
1,105.25 |
1,094.25 |
-11.00 |
-1.0% |
1,102.50 |
High |
1,106.50 |
1,102.75 |
-3.75 |
-0.3% |
1,113.00 |
Low |
1,090.75 |
1,088.50 |
-2.25 |
-0.2% |
1,088.50 |
Close |
1,094.25 |
1,097.75 |
3.50 |
0.3% |
1,097.75 |
Range |
15.75 |
14.25 |
-1.50 |
-9.5% |
24.50 |
ATR |
15.45 |
15.36 |
-0.09 |
-0.6% |
0.00 |
Volume |
1,666,850 |
2,014,202 |
347,352 |
20.8% |
8,916,555 |
|
Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,139.00 |
1,132.75 |
1,105.50 |
|
R3 |
1,124.75 |
1,118.50 |
1,101.75 |
|
R2 |
1,110.50 |
1,110.50 |
1,100.25 |
|
R1 |
1,104.25 |
1,104.25 |
1,099.00 |
1,107.50 |
PP |
1,096.25 |
1,096.25 |
1,096.25 |
1,098.00 |
S1 |
1,090.00 |
1,090.00 |
1,096.50 |
1,093.00 |
S2 |
1,082.00 |
1,082.00 |
1,095.25 |
|
S3 |
1,067.75 |
1,075.75 |
1,093.75 |
|
S4 |
1,053.50 |
1,061.50 |
1,090.00 |
|
|
Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,173.25 |
1,160.00 |
1,111.25 |
|
R3 |
1,148.75 |
1,135.50 |
1,104.50 |
|
R2 |
1,124.25 |
1,124.25 |
1,102.25 |
|
R1 |
1,111.00 |
1,111.00 |
1,100.00 |
1,105.50 |
PP |
1,099.75 |
1,099.75 |
1,099.75 |
1,097.00 |
S1 |
1,086.50 |
1,086.50 |
1,095.50 |
1,081.00 |
S2 |
1,075.25 |
1,075.25 |
1,093.25 |
|
S3 |
1,050.75 |
1,062.00 |
1,091.00 |
|
S4 |
1,026.25 |
1,037.50 |
1,084.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,113.00 |
1,088.50 |
24.50 |
2.2% |
12.50 |
1.1% |
38% |
False |
True |
1,783,311 |
10 |
1,113.00 |
1,080.50 |
32.50 |
3.0% |
13.00 |
1.2% |
53% |
False |
False |
1,063,069 |
20 |
1,114.25 |
1,062.25 |
52.00 |
4.7% |
15.50 |
1.4% |
68% |
False |
False |
536,539 |
40 |
1,114.25 |
1,021.00 |
93.25 |
8.5% |
17.50 |
1.6% |
82% |
False |
False |
270,716 |
60 |
1,114.25 |
1,007.25 |
107.00 |
9.7% |
17.25 |
1.6% |
85% |
False |
False |
181,097 |
80 |
1,114.25 |
984.25 |
130.00 |
11.8% |
16.25 |
1.5% |
87% |
False |
False |
135,879 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,163.25 |
2.618 |
1,140.00 |
1.618 |
1,125.75 |
1.000 |
1,117.00 |
0.618 |
1,111.50 |
HIGH |
1,102.75 |
0.618 |
1,097.25 |
0.500 |
1,095.50 |
0.382 |
1,094.00 |
LOW |
1,088.50 |
0.618 |
1,079.75 |
1.000 |
1,074.25 |
1.618 |
1,065.50 |
2.618 |
1,051.25 |
4.250 |
1,028.00 |
|
|
Fisher Pivots for day following 18-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,097.00 |
1,100.25 |
PP |
1,096.25 |
1,099.50 |
S1 |
1,095.50 |
1,098.50 |
|