| 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 |
21,532 |
21,045 |
-487 |
-2.3% |
21,750 |
| High |
21,584 |
21,200 |
-384 |
-1.8% |
22,180 |
| Low |
21,153 |
20,997 |
-156 |
-0.7% |
20,997 |
| Close |
21,278 |
21,050 |
-228 |
-1.1% |
21,050 |
| Range |
431 |
203 |
-228 |
-52.9% |
1,183 |
| ATR |
396 |
388 |
-8 |
-2.1% |
0 |
| Volume |
204 |
223 |
19 |
9.3% |
987 |
|
| Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,691 |
21,574 |
21,162 |
|
| R3 |
21,488 |
21,371 |
21,106 |
|
| R2 |
21,285 |
21,285 |
21,087 |
|
| R1 |
21,168 |
21,168 |
21,069 |
21,227 |
| PP |
21,082 |
21,082 |
21,082 |
21,112 |
| S1 |
20,965 |
20,965 |
21,031 |
21,024 |
| S2 |
20,879 |
20,879 |
21,013 |
|
| S3 |
20,676 |
20,762 |
20,994 |
|
| S4 |
20,473 |
20,559 |
20,938 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
24,958 |
24,187 |
21,701 |
|
| R3 |
23,775 |
23,004 |
21,375 |
|
| R2 |
22,592 |
22,592 |
21,267 |
|
| R1 |
21,821 |
21,821 |
21,158 |
21,615 |
| PP |
21,409 |
21,409 |
21,409 |
21,306 |
| S1 |
20,638 |
20,638 |
20,942 |
20,432 |
| S2 |
20,226 |
20,226 |
20,833 |
|
| S3 |
19,043 |
19,455 |
20,725 |
|
| S4 |
17,860 |
18,272 |
20,399 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
22,180 |
20,997 |
1,183 |
5.6% |
388 |
1.8% |
4% |
False |
True |
197 |
| 10 |
22,395 |
20,997 |
1,398 |
6.6% |
348 |
1.7% |
4% |
False |
True |
141 |
| 20 |
22,700 |
20,933 |
1,767 |
8.4% |
354 |
1.7% |
7% |
False |
False |
156 |
| 40 |
23,020 |
20,933 |
2,087 |
9.9% |
304 |
1.4% |
6% |
False |
False |
118 |
| 60 |
23,020 |
20,151 |
2,869 |
13.6% |
247 |
1.2% |
31% |
False |
False |
85 |
| 80 |
23,020 |
19,300 |
3,720 |
17.7% |
231 |
1.1% |
47% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
22,063 |
|
2.618 |
21,731 |
|
1.618 |
21,528 |
|
1.000 |
21,403 |
|
0.618 |
21,325 |
|
HIGH |
21,200 |
|
0.618 |
21,122 |
|
0.500 |
21,099 |
|
0.382 |
21,075 |
|
LOW |
20,997 |
|
0.618 |
20,872 |
|
1.000 |
20,794 |
|
1.618 |
20,669 |
|
2.618 |
20,466 |
|
4.250 |
20,134 |
|
|
| Fisher Pivots for day following 18-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
21,099 |
21,421 |
| PP |
21,082 |
21,297 |
| S1 |
21,066 |
21,174 |
|