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 |
4,628.0 |
4,666.0 |
38.0 |
0.8% |
4,639.0 |
High |
4,651.0 |
4,687.0 |
36.0 |
0.8% |
4,697.0 |
Low |
4,589.0 |
4,617.0 |
28.0 |
0.6% |
4,589.0 |
Close |
4,638.0 |
4,622.0 |
-16.0 |
-0.3% |
4,638.0 |
Range |
62.0 |
70.0 |
8.0 |
12.9% |
108.0 |
ATR |
56.6 |
57.5 |
1.0 |
1.7% |
0.0 |
Volume |
25,366 |
19,954 |
-5,412 |
-21.3% |
252,172 |
|
Daily Pivots for day following 21-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,852.0 |
4,807.0 |
4,660.5 |
|
R3 |
4,782.0 |
4,737.0 |
4,641.3 |
|
R2 |
4,712.0 |
4,712.0 |
4,634.8 |
|
R1 |
4,667.0 |
4,667.0 |
4,628.4 |
4,654.5 |
PP |
4,642.0 |
4,642.0 |
4,642.0 |
4,635.8 |
S1 |
4,597.0 |
4,597.0 |
4,615.6 |
4,584.5 |
S2 |
4,572.0 |
4,572.0 |
4,609.2 |
|
S3 |
4,502.0 |
4,527.0 |
4,602.8 |
|
S4 |
4,432.0 |
4,457.0 |
4,583.5 |
|
|
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% |
60.0 |
1.3% |
31% |
False |
False |
43,389 |
10 |
4,697.0 |
4,582.0 |
115.0 |
2.5% |
53.9 |
1.2% |
35% |
False |
False |
30,118 |
20 |
4,795.0 |
4,567.0 |
228.0 |
4.9% |
40.1 |
0.9% |
24% |
False |
False |
15,143 |
40 |
4,795.0 |
4,506.0 |
289.0 |
6.3% |
29.0 |
0.6% |
40% |
False |
False |
7,587 |
60 |
4,878.0 |
4,506.0 |
372.0 |
8.0% |
23.1 |
0.5% |
31% |
False |
False |
5,070 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,984.5 |
2.618 |
4,870.3 |
1.618 |
4,800.3 |
1.000 |
4,757.0 |
0.618 |
4,730.3 |
HIGH |
4,687.0 |
0.618 |
4,660.3 |
0.500 |
4,652.0 |
0.382 |
4,643.7 |
LOW |
4,617.0 |
0.618 |
4,573.7 |
1.000 |
4,547.0 |
1.618 |
4,503.7 |
2.618 |
4,433.7 |
4.250 |
4,319.5 |
|
|
Fisher Pivots for day following 21-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
4,652.0 |
4,643.0 |
PP |
4,642.0 |
4,636.0 |
S1 |
4,632.0 |
4,629.0 |
|