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 |
3,476 |
3,455 |
-21 |
-0.6% |
3,400 |
High |
3,490 |
3,469 |
-21 |
-0.6% |
3,510 |
Low |
3,400 |
3,249 |
-151 |
-4.4% |
3,249 |
Close |
3,424 |
3,251 |
-173 |
-5.1% |
3,251 |
Range |
90 |
220 |
130 |
144.4% |
261 |
ATR |
74 |
85 |
10 |
14.0% |
0 |
Volume |
14,643 |
10,124 |
-4,519 |
-30.9% |
42,584 |
|
Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,983 |
3,837 |
3,372 |
|
R3 |
3,763 |
3,617 |
3,312 |
|
R2 |
3,543 |
3,543 |
3,291 |
|
R1 |
3,397 |
3,397 |
3,271 |
3,360 |
PP |
3,323 |
3,323 |
3,323 |
3,305 |
S1 |
3,177 |
3,177 |
3,231 |
3,140 |
S2 |
3,103 |
3,103 |
3,211 |
|
S3 |
2,883 |
2,957 |
3,191 |
|
S4 |
2,663 |
2,737 |
3,130 |
|
|
Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,120 |
3,946 |
3,395 |
|
R3 |
3,859 |
3,685 |
3,323 |
|
R2 |
3,598 |
3,598 |
3,299 |
|
R1 |
3,424 |
3,424 |
3,275 |
3,381 |
PP |
3,337 |
3,337 |
3,337 |
3,315 |
S1 |
3,163 |
3,163 |
3,227 |
3,120 |
S2 |
3,076 |
3,076 |
3,203 |
|
S3 |
2,815 |
2,902 |
3,179 |
|
S4 |
2,554 |
2,641 |
3,107 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,510 |
3,249 |
261 |
8.0% |
110 |
3.4% |
1% |
False |
True |
8,516 |
10 |
3,510 |
3,249 |
261 |
8.0% |
79 |
2.4% |
1% |
False |
True |
7,101 |
20 |
3,510 |
3,175 |
335 |
10.3% |
77 |
2.4% |
23% |
False |
False |
6,829 |
40 |
3,510 |
3,102 |
408 |
12.5% |
77 |
2.4% |
37% |
False |
False |
6,782 |
60 |
3,510 |
2,990 |
520 |
16.0% |
80 |
2.5% |
50% |
False |
False |
5,236 |
80 |
3,510 |
2,784 |
726 |
22.3% |
80 |
2.5% |
64% |
False |
False |
4,211 |
100 |
3,510 |
2,725 |
785 |
24.1% |
80 |
2.5% |
67% |
False |
False |
3,587 |
120 |
3,510 |
2,488 |
1,022 |
31.4% |
77 |
2.4% |
75% |
False |
False |
3,104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,404 |
2.618 |
4,045 |
1.618 |
3,825 |
1.000 |
3,689 |
0.618 |
3,605 |
HIGH |
3,469 |
0.618 |
3,385 |
0.500 |
3,359 |
0.382 |
3,333 |
LOW |
3,249 |
0.618 |
3,113 |
1.000 |
3,029 |
1.618 |
2,893 |
2.618 |
2,673 |
4.250 |
2,314 |
|
|
Fisher Pivots for day following 18-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
3,359 |
3,380 |
PP |
3,323 |
3,337 |
S1 |
3,287 |
3,294 |
|