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 |
1,800.50 |
1,785.00 |
-15.50 |
-0.9% |
1,790.50 |
High |
1,802.75 |
1,807.50 |
4.75 |
0.3% |
1,813.25 |
Low |
1,774.00 |
1,784.00 |
10.00 |
0.6% |
1,774.00 |
Close |
1,785.50 |
1,807.00 |
21.50 |
1.2% |
1,807.00 |
Range |
28.75 |
23.50 |
-5.25 |
-18.3% |
39.25 |
ATR |
28.17 |
27.84 |
-0.33 |
-1.2% |
0.00 |
Volume |
234,924 |
317,003 |
82,079 |
34.9% |
1,299,707 |
|
Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,870.00 |
1,862.00 |
1,820.00 |
|
R3 |
1,846.50 |
1,838.50 |
1,813.50 |
|
R2 |
1,823.00 |
1,823.00 |
1,811.25 |
|
R1 |
1,815.00 |
1,815.00 |
1,809.25 |
1,819.00 |
PP |
1,799.50 |
1,799.50 |
1,799.50 |
1,801.50 |
S1 |
1,791.50 |
1,791.50 |
1,804.75 |
1,795.50 |
S2 |
1,776.00 |
1,776.00 |
1,802.75 |
|
S3 |
1,752.50 |
1,768.00 |
1,800.50 |
|
S4 |
1,729.00 |
1,744.50 |
1,794.00 |
|
|
Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,915.75 |
1,900.75 |
1,828.50 |
|
R3 |
1,876.50 |
1,861.50 |
1,817.75 |
|
R2 |
1,837.25 |
1,837.25 |
1,814.25 |
|
R1 |
1,822.25 |
1,822.25 |
1,810.50 |
1,829.75 |
PP |
1,798.00 |
1,798.00 |
1,798.00 |
1,802.00 |
S1 |
1,783.00 |
1,783.00 |
1,803.50 |
1,790.50 |
S2 |
1,758.75 |
1,758.75 |
1,799.75 |
|
S3 |
1,719.50 |
1,743.75 |
1,796.25 |
|
S4 |
1,680.25 |
1,704.50 |
1,785.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,813.25 |
1,774.00 |
39.25 |
2.2% |
22.75 |
1.3% |
84% |
False |
False |
259,941 |
10 |
1,813.25 |
1,756.75 |
56.50 |
3.1% |
26.25 |
1.4% |
89% |
False |
False |
154,371 |
20 |
1,813.75 |
1,719.75 |
94.00 |
5.2% |
28.50 |
1.6% |
93% |
False |
False |
77,671 |
40 |
1,813.75 |
1,648.50 |
165.25 |
9.1% |
30.00 |
1.7% |
96% |
False |
False |
39,047 |
60 |
1,813.75 |
1,648.25 |
165.50 |
9.2% |
29.00 |
1.6% |
96% |
False |
False |
26,083 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,907.50 |
2.618 |
1,869.00 |
1.618 |
1,845.50 |
1.000 |
1,831.00 |
0.618 |
1,822.00 |
HIGH |
1,807.50 |
0.618 |
1,798.50 |
0.500 |
1,795.75 |
0.382 |
1,793.00 |
LOW |
1,784.00 |
0.618 |
1,769.50 |
1.000 |
1,760.50 |
1.618 |
1,746.00 |
2.618 |
1,722.50 |
4.250 |
1,684.00 |
|
|
Fisher Pivots for day following 18-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,803.25 |
1,802.50 |
PP |
1,799.50 |
1,798.00 |
S1 |
1,795.75 |
1,793.50 |
|