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 |
1,806.00 |
1,825.50 |
19.50 |
1.1% |
1,790.50 |
High |
1,833.75 |
1,841.00 |
7.25 |
0.4% |
1,813.25 |
Low |
1,803.00 |
1,825.25 |
22.25 |
1.2% |
1,774.00 |
Close |
1,825.50 |
1,841.00 |
15.50 |
0.8% |
1,807.00 |
Range |
30.75 |
15.75 |
-15.00 |
-48.8% |
39.25 |
ATR |
28.05 |
27.17 |
-0.88 |
-3.1% |
0.00 |
Volume |
287,861 |
220,688 |
-67,173 |
-23.3% |
1,299,707 |
|
Daily Pivots for day following 22-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,883.00 |
1,877.75 |
1,849.75 |
|
R3 |
1,867.25 |
1,862.00 |
1,845.25 |
|
R2 |
1,851.50 |
1,851.50 |
1,844.00 |
|
R1 |
1,846.25 |
1,846.25 |
1,842.50 |
1,849.00 |
PP |
1,835.75 |
1,835.75 |
1,835.75 |
1,837.00 |
S1 |
1,830.50 |
1,830.50 |
1,839.50 |
1,833.00 |
S2 |
1,820.00 |
1,820.00 |
1,838.00 |
|
S3 |
1,804.25 |
1,814.75 |
1,836.75 |
|
S4 |
1,788.50 |
1,799.00 |
1,832.25 |
|
|
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 |
1,841.00 |
1,774.00 |
67.00 |
3.6% |
23.50 |
1.3% |
100% |
True |
False |
268,570 |
10 |
1,841.00 |
1,756.75 |
84.25 |
4.6% |
24.50 |
1.3% |
100% |
True |
False |
204,704 |
20 |
1,841.00 |
1,719.75 |
121.25 |
6.6% |
28.00 |
1.5% |
100% |
True |
False |
103,068 |
40 |
1,841.00 |
1,648.50 |
192.50 |
10.5% |
29.50 |
1.6% |
100% |
True |
False |
51,753 |
60 |
1,841.00 |
1,648.25 |
192.75 |
10.5% |
28.75 |
1.6% |
100% |
True |
False |
34,557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,908.00 |
2.618 |
1,882.25 |
1.618 |
1,866.50 |
1.000 |
1,856.75 |
0.618 |
1,850.75 |
HIGH |
1,841.00 |
0.618 |
1,835.00 |
0.500 |
1,833.00 |
0.382 |
1,831.25 |
LOW |
1,825.25 |
0.618 |
1,815.50 |
1.000 |
1,809.50 |
1.618 |
1,799.75 |
2.618 |
1,784.00 |
4.250 |
1,758.25 |
|
|
Fisher Pivots for day following 22-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,838.50 |
1,831.50 |
PP |
1,835.75 |
1,822.00 |
S1 |
1,833.00 |
1,812.50 |
|