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 |
1,109.6 |
1,113.7 |
4.1 |
0.4% |
1,126.3 |
High |
1,145.4 |
1,119.0 |
-26.4 |
-2.3% |
1,145.4 |
Low |
1,098.6 |
1,100.8 |
2.2 |
0.2% |
1,098.6 |
Close |
1,109.6 |
1,113.7 |
4.1 |
0.4% |
1,113.7 |
Range |
46.8 |
18.2 |
-28.6 |
-61.1% |
46.8 |
ATR |
25.8 |
25.3 |
-0.5 |
-2.1% |
0.0 |
Volume |
2,625 |
6,265 |
3,640 |
138.7% |
16,148 |
|
Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,165.8 |
1,157.9 |
1,123.7 |
|
R3 |
1,147.6 |
1,139.7 |
1,118.7 |
|
R2 |
1,129.4 |
1,129.4 |
1,117.0 |
|
R1 |
1,121.5 |
1,121.5 |
1,115.4 |
1,122.8 |
PP |
1,111.2 |
1,111.2 |
1,111.2 |
1,111.8 |
S1 |
1,103.3 |
1,103.3 |
1,112.0 |
1,104.6 |
S2 |
1,093.0 |
1,093.0 |
1,110.4 |
|
S3 |
1,074.8 |
1,085.1 |
1,108.7 |
|
S4 |
1,056.6 |
1,066.9 |
1,103.7 |
|
|
Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,259.6 |
1,233.5 |
1,139.4 |
|
R3 |
1,212.8 |
1,186.7 |
1,126.6 |
|
R2 |
1,166.0 |
1,166.0 |
1,122.3 |
|
R1 |
1,139.9 |
1,139.9 |
1,118.0 |
1,129.6 |
PP |
1,119.2 |
1,119.2 |
1,119.2 |
1,114.1 |
S1 |
1,093.1 |
1,093.1 |
1,109.4 |
1,082.8 |
S2 |
1,072.4 |
1,072.4 |
1,105.1 |
|
S3 |
1,025.6 |
1,046.3 |
1,100.8 |
|
S4 |
978.8 |
999.5 |
1,088.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,145.4 |
1,098.6 |
46.8 |
4.2% |
23.1 |
2.1% |
32% |
False |
False |
3,229 |
10 |
1,171.8 |
1,098.6 |
73.2 |
6.6% |
26.5 |
2.4% |
21% |
False |
False |
3,263 |
20 |
1,230.0 |
1,098.6 |
131.4 |
11.8% |
27.1 |
2.4% |
11% |
False |
False |
3,137 |
40 |
1,230.0 |
1,030.0 |
200.0 |
18.0% |
21.1 |
1.9% |
42% |
False |
False |
2,255 |
60 |
1,230.0 |
989.3 |
240.7 |
21.6% |
18.3 |
1.6% |
52% |
False |
False |
1,682 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,196.4 |
2.618 |
1,166.6 |
1.618 |
1,148.4 |
1.000 |
1,137.2 |
0.618 |
1,130.2 |
HIGH |
1,119.0 |
0.618 |
1,112.0 |
0.500 |
1,109.9 |
0.382 |
1,107.8 |
LOW |
1,100.8 |
0.618 |
1,089.6 |
1.000 |
1,082.6 |
1.618 |
1,071.4 |
2.618 |
1,053.2 |
4.250 |
1,023.5 |
|
|
Fisher Pivots for day following 18-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,112.4 |
1,122.0 |
PP |
1,111.2 |
1,119.2 |
S1 |
1,109.9 |
1,116.5 |
|