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 |
10,439.99 |
10,309.39 |
-130.60 |
-1.3% |
10,471.28 |
High |
10,440.06 |
10,372.35 |
-67.71 |
-0.6% |
10,514.66 |
Low |
10,307.96 |
10,263.90 |
-44.06 |
-0.4% |
10,263.90 |
Close |
10,308.26 |
10,328.89 |
20.63 |
0.2% |
10,328.89 |
Range |
132.10 |
108.45 |
-23.65 |
-17.9% |
250.76 |
ATR |
117.03 |
116.41 |
-0.61 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,647.06 |
10,596.43 |
10,388.54 |
|
R3 |
10,538.61 |
10,487.98 |
10,358.71 |
|
R2 |
10,430.16 |
10,430.16 |
10,348.77 |
|
R1 |
10,379.53 |
10,379.53 |
10,338.83 |
10,404.85 |
PP |
10,321.71 |
10,321.71 |
10,321.71 |
10,334.37 |
S1 |
10,271.08 |
10,271.08 |
10,318.95 |
10,296.40 |
S2 |
10,213.26 |
10,213.26 |
10,309.01 |
|
S3 |
10,104.81 |
10,162.63 |
10,299.07 |
|
S4 |
9,996.36 |
10,054.18 |
10,269.24 |
|
|
Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,121.43 |
10,975.92 |
10,466.81 |
|
R3 |
10,870.67 |
10,725.16 |
10,397.85 |
|
R2 |
10,619.91 |
10,619.91 |
10,374.86 |
|
R1 |
10,474.40 |
10,474.40 |
10,351.88 |
10,421.78 |
PP |
10,369.15 |
10,369.15 |
10,369.15 |
10,342.84 |
S1 |
10,223.64 |
10,223.64 |
10,305.90 |
10,171.02 |
S2 |
10,118.39 |
10,118.39 |
10,282.92 |
|
S3 |
9,867.63 |
9,972.88 |
10,259.93 |
|
S4 |
9,616.87 |
9,722.12 |
10,190.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,514.66 |
10,263.90 |
250.76 |
2.4% |
87.79 |
0.8% |
26% |
False |
True |
|
10 |
10,514.66 |
10,235.63 |
279.03 |
2.7% |
95.72 |
0.9% |
33% |
False |
False |
|
20 |
10,516.70 |
10,231.25 |
285.45 |
2.8% |
114.65 |
1.1% |
34% |
False |
False |
|
40 |
10,516.70 |
9,678.95 |
837.75 |
8.1% |
132.19 |
1.3% |
78% |
False |
False |
|
60 |
10,516.70 |
9,430.08 |
1,086.62 |
10.5% |
130.33 |
1.3% |
83% |
False |
False |
|
80 |
10,516.70 |
9,252.93 |
1,263.77 |
12.2% |
126.75 |
1.2% |
85% |
False |
False |
|
100 |
10,516.70 |
9,072.61 |
1,444.09 |
14.0% |
127.29 |
1.2% |
87% |
False |
False |
|
120 |
10,516.70 |
8,087.19 |
2,429.51 |
23.5% |
128.22 |
1.2% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,833.26 |
2.618 |
10,656.27 |
1.618 |
10,547.82 |
1.000 |
10,480.80 |
0.618 |
10,439.37 |
HIGH |
10,372.35 |
0.618 |
10,330.92 |
0.500 |
10,318.13 |
0.382 |
10,305.33 |
LOW |
10,263.90 |
0.618 |
10,196.88 |
1.000 |
10,155.45 |
1.618 |
10,088.43 |
2.618 |
9,979.98 |
4.250 |
9,802.99 |
|
|
Fisher Pivots for day following 18-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
10,325.30 |
10,386.94 |
PP |
10,321.71 |
10,367.59 |
S1 |
10,318.13 |
10,348.24 |
|