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 |
4,665.0 |
4,628.0 |
-37.0 |
-0.8% |
4,639.0 |
High |
4,697.0 |
4,651.0 |
-46.0 |
-1.0% |
4,697.0 |
Low |
4,615.0 |
4,589.0 |
-26.0 |
-0.6% |
4,589.0 |
Close |
4,658.0 |
4,638.0 |
-20.0 |
-0.4% |
4,638.0 |
Range |
82.0 |
62.0 |
-20.0 |
-24.4% |
108.0 |
ATR |
55.6 |
56.6 |
1.0 |
1.7% |
0.0 |
Volume |
39,917 |
25,366 |
-14,551 |
-36.5% |
252,172 |
|
Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,812.0 |
4,787.0 |
4,672.1 |
|
R3 |
4,750.0 |
4,725.0 |
4,655.1 |
|
R2 |
4,688.0 |
4,688.0 |
4,649.4 |
|
R1 |
4,663.0 |
4,663.0 |
4,643.7 |
4,675.5 |
PP |
4,626.0 |
4,626.0 |
4,626.0 |
4,632.3 |
S1 |
4,601.0 |
4,601.0 |
4,632.3 |
4,613.5 |
S2 |
4,564.0 |
4,564.0 |
4,626.6 |
|
S3 |
4,502.0 |
4,539.0 |
4,621.0 |
|
S4 |
4,440.0 |
4,477.0 |
4,603.9 |
|
|
Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,965.3 |
4,909.7 |
4,697.4 |
|
R3 |
4,857.3 |
4,801.7 |
4,667.7 |
|
R2 |
4,749.3 |
4,749.3 |
4,657.8 |
|
R1 |
4,693.7 |
4,693.7 |
4,647.9 |
4,667.5 |
PP |
4,641.3 |
4,641.3 |
4,641.3 |
4,628.3 |
S1 |
4,585.7 |
4,585.7 |
4,628.1 |
4,559.5 |
S2 |
4,533.3 |
4,533.3 |
4,618.2 |
|
S3 |
4,425.3 |
4,477.7 |
4,608.3 |
|
S4 |
4,317.3 |
4,369.7 |
4,578.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,697.0 |
4,589.0 |
108.0 |
2.3% |
58.8 |
1.3% |
45% |
False |
True |
50,434 |
10 |
4,723.0 |
4,582.0 |
141.0 |
3.0% |
54.8 |
1.2% |
40% |
False |
False |
28,181 |
20 |
4,795.0 |
4,567.0 |
228.0 |
4.9% |
37.0 |
0.8% |
31% |
False |
False |
14,147 |
40 |
4,834.0 |
4,506.0 |
328.0 |
7.1% |
27.9 |
0.6% |
40% |
False |
False |
7,092 |
60 |
4,878.0 |
4,506.0 |
372.0 |
8.0% |
22.0 |
0.5% |
35% |
False |
False |
4,738 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,914.5 |
2.618 |
4,813.3 |
1.618 |
4,751.3 |
1.000 |
4,713.0 |
0.618 |
4,689.3 |
HIGH |
4,651.0 |
0.618 |
4,627.3 |
0.500 |
4,620.0 |
0.382 |
4,612.7 |
LOW |
4,589.0 |
0.618 |
4,550.7 |
1.000 |
4,527.0 |
1.618 |
4,488.7 |
2.618 |
4,426.7 |
4.250 |
4,325.5 |
|
|
Fisher Pivots for day following 18-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
4,632.0 |
4,643.0 |
PP |
4,626.0 |
4,641.3 |
S1 |
4,620.0 |
4,639.7 |
|