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 |
3,455 |
3,265 |
-190 |
-5.5% |
3,400 |
High |
3,469 |
3,310 |
-159 |
-4.6% |
3,510 |
Low |
3,249 |
3,248 |
-1 |
0.0% |
3,249 |
Close |
3,251 |
3,251 |
0 |
0.0% |
3,251 |
Range |
220 |
62 |
-158 |
-71.8% |
261 |
ATR |
85 |
83 |
-2 |
-1.9% |
0 |
Volume |
10,124 |
15,613 |
5,489 |
54.2% |
42,584 |
|
Daily Pivots for day following 21-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,456 |
3,415 |
3,285 |
|
R3 |
3,394 |
3,353 |
3,268 |
|
R2 |
3,332 |
3,332 |
3,262 |
|
R1 |
3,291 |
3,291 |
3,257 |
3,281 |
PP |
3,270 |
3,270 |
3,270 |
3,264 |
S1 |
3,229 |
3,229 |
3,245 |
3,219 |
S2 |
3,208 |
3,208 |
3,240 |
|
S3 |
3,146 |
3,167 |
3,234 |
|
S4 |
3,084 |
3,105 |
3,217 |
|
|
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 |
3,248 |
262 |
8.1% |
112 |
3.4% |
1% |
False |
True |
10,446 |
10 |
3,510 |
3,248 |
262 |
8.1% |
79 |
2.4% |
1% |
False |
True |
7,931 |
20 |
3,510 |
3,175 |
335 |
10.3% |
76 |
2.3% |
23% |
False |
False |
7,112 |
40 |
3,510 |
3,102 |
408 |
12.5% |
77 |
2.4% |
37% |
False |
False |
7,135 |
60 |
3,510 |
2,990 |
520 |
16.0% |
80 |
2.5% |
50% |
False |
False |
5,477 |
80 |
3,510 |
2,784 |
726 |
22.3% |
80 |
2.5% |
64% |
False |
False |
4,400 |
100 |
3,510 |
2,725 |
785 |
24.1% |
80 |
2.5% |
67% |
False |
False |
3,736 |
120 |
3,510 |
2,488 |
1,022 |
31.4% |
77 |
2.4% |
75% |
False |
False |
3,228 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,574 |
2.618 |
3,472 |
1.618 |
3,410 |
1.000 |
3,372 |
0.618 |
3,348 |
HIGH |
3,310 |
0.618 |
3,286 |
0.500 |
3,279 |
0.382 |
3,272 |
LOW |
3,248 |
0.618 |
3,210 |
1.000 |
3,186 |
1.618 |
3,148 |
2.618 |
3,086 |
4.250 |
2,985 |
|
|
Fisher Pivots for day following 21-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
3,279 |
3,369 |
PP |
3,270 |
3,330 |
S1 |
3,260 |
3,290 |
|