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 |
1,785.00 |
1,806.00 |
21.00 |
1.2% |
1,790.50 |
High |
1,807.50 |
1,833.75 |
26.25 |
1.5% |
1,813.25 |
Low |
1,784.00 |
1,803.00 |
19.00 |
1.1% |
1,774.00 |
Close |
1,807.00 |
1,825.50 |
18.50 |
1.0% |
1,807.00 |
Range |
23.50 |
30.75 |
7.25 |
30.9% |
39.25 |
ATR |
27.84 |
28.05 |
0.21 |
0.7% |
0.00 |
Volume |
317,003 |
287,861 |
-29,142 |
-9.2% |
1,299,707 |
|
Daily Pivots for day following 21-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,913.00 |
1,900.00 |
1,842.50 |
|
R3 |
1,882.25 |
1,869.25 |
1,834.00 |
|
R2 |
1,851.50 |
1,851.50 |
1,831.25 |
|
R1 |
1,838.50 |
1,838.50 |
1,828.25 |
1,845.00 |
PP |
1,820.75 |
1,820.75 |
1,820.75 |
1,824.00 |
S1 |
1,807.75 |
1,807.75 |
1,822.75 |
1,814.25 |
S2 |
1,790.00 |
1,790.00 |
1,819.75 |
|
S3 |
1,759.25 |
1,777.00 |
1,817.00 |
|
S4 |
1,728.50 |
1,746.25 |
1,808.50 |
|
|
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 |
1,833.75 |
1,774.00 |
59.75 |
3.3% |
24.50 |
1.3% |
86% |
True |
False |
269,271 |
10 |
1,833.75 |
1,756.75 |
77.00 |
4.2% |
26.00 |
1.4% |
89% |
True |
False |
182,910 |
20 |
1,833.75 |
1,719.75 |
114.00 |
6.2% |
29.25 |
1.6% |
93% |
True |
False |
92,044 |
40 |
1,833.75 |
1,648.50 |
185.25 |
10.1% |
30.00 |
1.6% |
96% |
True |
False |
46,240 |
60 |
1,833.75 |
1,648.25 |
185.50 |
10.2% |
29.25 |
1.6% |
96% |
True |
False |
30,880 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,964.50 |
2.618 |
1,914.25 |
1.618 |
1,883.50 |
1.000 |
1,864.50 |
0.618 |
1,852.75 |
HIGH |
1,833.75 |
0.618 |
1,822.00 |
0.500 |
1,818.50 |
0.382 |
1,814.75 |
LOW |
1,803.00 |
0.618 |
1,784.00 |
1.000 |
1,772.25 |
1.618 |
1,753.25 |
2.618 |
1,722.50 |
4.250 |
1,672.25 |
|
|
Fisher Pivots for day following 21-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,823.00 |
1,818.25 |
PP |
1,820.75 |
1,811.00 |
S1 |
1,818.50 |
1,804.00 |
|