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 |
21,045 |
20,704 |
-341 |
-1.6% |
21,750 |
High |
21,200 |
21,109 |
-91 |
-0.4% |
22,180 |
Low |
20,997 |
20,704 |
-293 |
-1.4% |
20,997 |
Close |
21,050 |
20,824 |
-226 |
-1.1% |
21,050 |
Range |
203 |
405 |
202 |
99.5% |
1,183 |
ATR |
388 |
389 |
1 |
0.3% |
0 |
Volume |
223 |
469 |
246 |
110.3% |
987 |
|
Daily Pivots for day following 21-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,094 |
21,864 |
21,047 |
|
R3 |
21,689 |
21,459 |
20,935 |
|
R2 |
21,284 |
21,284 |
20,898 |
|
R1 |
21,054 |
21,054 |
20,861 |
21,169 |
PP |
20,879 |
20,879 |
20,879 |
20,937 |
S1 |
20,649 |
20,649 |
20,787 |
20,764 |
S2 |
20,474 |
20,474 |
20,750 |
|
S3 |
20,069 |
20,244 |
20,713 |
|
S4 |
19,664 |
19,839 |
20,601 |
|
|
Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,958 |
24,187 |
21,701 |
|
R3 |
23,775 |
23,004 |
21,375 |
|
R2 |
22,592 |
22,592 |
21,267 |
|
R1 |
21,821 |
21,821 |
21,158 |
21,615 |
PP |
21,409 |
21,409 |
21,409 |
21,306 |
S1 |
20,638 |
20,638 |
20,942 |
20,432 |
S2 |
20,226 |
20,226 |
20,833 |
|
S3 |
19,043 |
19,455 |
20,725 |
|
S4 |
17,860 |
18,272 |
20,399 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,867 |
20,704 |
1,163 |
5.6% |
323 |
1.6% |
10% |
False |
True |
251 |
10 |
22,294 |
20,704 |
1,590 |
7.6% |
369 |
1.8% |
8% |
False |
True |
184 |
20 |
22,690 |
20,704 |
1,986 |
9.5% |
361 |
1.7% |
6% |
False |
True |
174 |
40 |
23,020 |
20,704 |
2,316 |
11.1% |
310 |
1.5% |
5% |
False |
True |
129 |
60 |
23,020 |
20,151 |
2,869 |
13.8% |
252 |
1.2% |
23% |
False |
False |
93 |
80 |
23,020 |
19,300 |
3,720 |
17.9% |
236 |
1.1% |
41% |
False |
False |
74 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,830 |
2.618 |
22,169 |
1.618 |
21,764 |
1.000 |
21,514 |
0.618 |
21,359 |
HIGH |
21,109 |
0.618 |
20,954 |
0.500 |
20,907 |
0.382 |
20,859 |
LOW |
20,704 |
0.618 |
20,454 |
1.000 |
20,299 |
1.618 |
20,049 |
2.618 |
19,644 |
4.250 |
18,983 |
|
|
Fisher Pivots for day following 21-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
20,907 |
21,144 |
PP |
20,879 |
21,037 |
S1 |
20,852 |
20,931 |
|