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 |
10,386 |
10,268 |
-118 |
-1.1% |
10,421 |
High |
10,396 |
10,348 |
-48 |
-0.5% |
10,510 |
Low |
10,246 |
10,201 |
-45 |
-0.4% |
10,201 |
Close |
10,272 |
10,271 |
-1 |
0.0% |
10,271 |
Range |
150 |
147 |
-3 |
-2.0% |
309 |
ATR |
134 |
135 |
1 |
0.7% |
0 |
Volume |
96,684 |
114,726 |
18,042 |
18.7% |
500,928 |
|
Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,714 |
10,640 |
10,352 |
|
R3 |
10,567 |
10,493 |
10,312 |
|
R2 |
10,420 |
10,420 |
10,298 |
|
R1 |
10,346 |
10,346 |
10,285 |
10,383 |
PP |
10,273 |
10,273 |
10,273 |
10,292 |
S1 |
10,199 |
10,199 |
10,258 |
10,236 |
S2 |
10,126 |
10,126 |
10,244 |
|
S3 |
9,979 |
10,052 |
10,231 |
|
S4 |
9,832 |
9,905 |
10,190 |
|
|
Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,254 |
11,072 |
10,441 |
|
R3 |
10,945 |
10,763 |
10,356 |
|
R2 |
10,636 |
10,636 |
10,328 |
|
R1 |
10,454 |
10,454 |
10,299 |
10,391 |
PP |
10,327 |
10,327 |
10,327 |
10,296 |
S1 |
10,145 |
10,145 |
10,243 |
10,082 |
S2 |
10,018 |
10,018 |
10,214 |
|
S3 |
9,709 |
9,836 |
10,186 |
|
S4 |
9,400 |
9,527 |
10,101 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,510 |
10,201 |
309 |
3.0% |
119 |
1.2% |
23% |
False |
True |
100,185 |
10 |
10,510 |
10,170 |
340 |
3.3% |
121 |
1.2% |
30% |
False |
False |
58,156 |
20 |
10,510 |
10,054 |
456 |
4.4% |
137 |
1.3% |
48% |
False |
False |
29,272 |
40 |
10,510 |
9,570 |
940 |
9.2% |
146 |
1.4% |
75% |
False |
False |
14,729 |
60 |
10,510 |
9,280 |
1,230 |
12.0% |
144 |
1.4% |
81% |
False |
False |
9,843 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,973 |
2.618 |
10,733 |
1.618 |
10,586 |
1.000 |
10,495 |
0.618 |
10,439 |
HIGH |
10,348 |
0.618 |
10,292 |
0.500 |
10,275 |
0.382 |
10,257 |
LOW |
10,201 |
0.618 |
10,110 |
1.000 |
10,054 |
1.618 |
9,963 |
2.618 |
9,816 |
4.250 |
9,576 |
|
|
Fisher Pivots for day following 18-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
10,275 |
10,331 |
PP |
10,273 |
10,311 |
S1 |
10,272 |
10,291 |
|