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 |
1,101.5 |
1,112.6 |
11.1 |
1.0% |
1,116.7 |
High |
1,118.8 |
1,122.0 |
3.2 |
0.3% |
1,144.0 |
Low |
1,098.7 |
1,092.0 |
-6.7 |
-0.6% |
1,097.1 |
Close |
1,112.7 |
1,097.2 |
-15.5 |
-1.4% |
1,112.7 |
Range |
20.1 |
30.0 |
9.9 |
49.3% |
46.9 |
ATR |
26.2 |
26.5 |
0.3 |
1.0% |
0.0 |
Volume |
9,005 |
3,911 |
-5,094 |
-56.6% |
25,026 |
|
Daily Pivots for day following 21-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,193.7 |
1,175.5 |
1,113.7 |
|
R3 |
1,163.7 |
1,145.5 |
1,105.5 |
|
R2 |
1,133.7 |
1,133.7 |
1,102.7 |
|
R1 |
1,115.5 |
1,115.5 |
1,100.0 |
1,109.6 |
PP |
1,103.7 |
1,103.7 |
1,103.7 |
1,100.8 |
S1 |
1,085.5 |
1,085.5 |
1,094.5 |
1,079.6 |
S2 |
1,073.7 |
1,073.7 |
1,091.7 |
|
S3 |
1,043.7 |
1,055.5 |
1,089.0 |
|
S4 |
1,013.7 |
1,025.5 |
1,080.7 |
|
|
Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,258.6 |
1,232.6 |
1,138.5 |
|
R3 |
1,211.7 |
1,185.7 |
1,125.6 |
|
R2 |
1,164.8 |
1,164.8 |
1,121.3 |
|
R1 |
1,138.8 |
1,138.8 |
1,117.0 |
1,128.4 |
PP |
1,117.9 |
1,117.9 |
1,117.9 |
1,112.7 |
S1 |
1,091.9 |
1,091.9 |
1,108.4 |
1,081.5 |
S2 |
1,071.0 |
1,071.0 |
1,104.1 |
|
S3 |
1,024.1 |
1,045.0 |
1,099.8 |
|
S4 |
977.2 |
998.1 |
1,086.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,144.0 |
1,092.0 |
52.0 |
4.7% |
26.8 |
2.4% |
10% |
False |
True |
4,846 |
10 |
1,171.3 |
1,092.0 |
79.3 |
7.2% |
27.4 |
2.5% |
7% |
False |
True |
4,165 |
20 |
1,229.0 |
1,092.0 |
137.0 |
12.5% |
29.0 |
2.6% |
4% |
False |
True |
4,795 |
40 |
1,229.0 |
1,029.0 |
200.0 |
18.2% |
22.7 |
2.1% |
34% |
False |
False |
3,403 |
60 |
1,229.0 |
989.3 |
239.7 |
21.8% |
20.2 |
1.8% |
45% |
False |
False |
2,751 |
80 |
1,229.0 |
946.7 |
282.3 |
25.7% |
18.9 |
1.7% |
53% |
False |
False |
2,389 |
100 |
1,229.0 |
934.6 |
294.4 |
26.8% |
17.4 |
1.6% |
55% |
False |
False |
1,994 |
120 |
1,229.0 |
910.1 |
318.9 |
29.1% |
16.1 |
1.5% |
59% |
False |
False |
1,799 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,249.5 |
2.618 |
1,200.5 |
1.618 |
1,170.5 |
1.000 |
1,152.0 |
0.618 |
1,140.5 |
HIGH |
1,122.0 |
0.618 |
1,110.5 |
0.500 |
1,107.0 |
0.382 |
1,103.5 |
LOW |
1,092.0 |
0.618 |
1,073.5 |
1.000 |
1,062.0 |
1.618 |
1,043.5 |
2.618 |
1,013.5 |
4.250 |
964.5 |
|
|
Fisher Pivots for day following 21-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,107.0 |
1,118.0 |
PP |
1,103.7 |
1,111.1 |
S1 |
1,100.5 |
1,104.1 |
|