Trading Metrics calculated at close of trading on 22-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2009 |
22-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1,098.75 |
1,107.75 |
9.00 |
0.8% |
1,102.50 |
High |
1,113.25 |
1,115.75 |
2.50 |
0.2% |
1,113.00 |
Low |
1,096.50 |
1,107.25 |
10.75 |
1.0% |
1,088.50 |
Close |
1,108.25 |
1,113.50 |
5.25 |
0.5% |
1,097.75 |
Range |
16.75 |
8.50 |
-8.25 |
-49.3% |
24.50 |
ATR |
15.46 |
14.96 |
-0.50 |
-3.2% |
0.00 |
Volume |
1,732,758 |
1,163,792 |
-568,966 |
-32.8% |
8,916,555 |
|
Daily Pivots for day following 22-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,137.75 |
1,134.00 |
1,118.25 |
|
R3 |
1,129.25 |
1,125.50 |
1,115.75 |
|
R2 |
1,120.75 |
1,120.75 |
1,115.00 |
|
R1 |
1,117.00 |
1,117.00 |
1,114.25 |
1,119.00 |
PP |
1,112.25 |
1,112.25 |
1,112.25 |
1,113.00 |
S1 |
1,108.50 |
1,108.50 |
1,112.75 |
1,110.50 |
S2 |
1,103.75 |
1,103.75 |
1,112.00 |
|
S3 |
1,095.25 |
1,100.00 |
1,111.25 |
|
S4 |
1,086.75 |
1,091.50 |
1,108.75 |
|
|
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 |
1,115.75 |
1,088.50 |
27.25 |
2.4% |
12.75 |
1.2% |
92% |
True |
False |
1,676,485 |
10 |
1,115.75 |
1,080.50 |
35.25 |
3.2% |
12.25 |
1.1% |
94% |
True |
False |
1,344,324 |
20 |
1,115.75 |
1,062.25 |
53.50 |
4.8% |
15.25 |
1.4% |
96% |
True |
False |
680,742 |
40 |
1,115.75 |
1,021.00 |
94.75 |
8.5% |
16.75 |
1.5% |
98% |
True |
False |
342,913 |
60 |
1,115.75 |
1,007.25 |
108.50 |
9.7% |
17.00 |
1.5% |
98% |
True |
False |
229,343 |
80 |
1,115.75 |
984.25 |
131.50 |
11.8% |
16.25 |
1.5% |
98% |
True |
False |
172,086 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,152.00 |
2.618 |
1,138.00 |
1.618 |
1,129.50 |
1.000 |
1,124.25 |
0.618 |
1,121.00 |
HIGH |
1,115.75 |
0.618 |
1,112.50 |
0.500 |
1,111.50 |
0.382 |
1,110.50 |
LOW |
1,107.25 |
0.618 |
1,102.00 |
1.000 |
1,098.75 |
1.618 |
1,093.50 |
2.618 |
1,085.00 |
4.250 |
1,071.00 |
|
|
Fisher Pivots for day following 22-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,112.75 |
1,109.75 |
PP |
1,112.25 |
1,106.00 |
S1 |
1,111.50 |
1,102.00 |
|