Trading Metrics calculated at close of trading on 23-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2009 |
23-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1,092.7 |
1,085.1 |
-7.6 |
-0.7% |
1,114.6 |
High |
1,098.2 |
1,096.8 |
-1.4 |
-0.1% |
1,142.9 |
Low |
1,075.2 |
1,080.1 |
4.9 |
0.5% |
1,095.7 |
Close |
1,086.7 |
1,094.0 |
7.3 |
0.7% |
1,111.5 |
Range |
23.0 |
16.7 |
-6.3 |
-27.4% |
47.2 |
ATR |
26.6 |
25.9 |
-0.7 |
-2.7% |
0.0 |
Volume |
137,627 |
182,486 |
44,859 |
32.6% |
898,813 |
|
Daily Pivots for day following 23-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,140.4 |
1,133.9 |
1,103.2 |
|
R3 |
1,123.7 |
1,117.2 |
1,098.6 |
|
R2 |
1,107.0 |
1,107.0 |
1,097.1 |
|
R1 |
1,100.5 |
1,100.5 |
1,095.5 |
1,103.8 |
PP |
1,090.3 |
1,090.3 |
1,090.3 |
1,091.9 |
S1 |
1,083.8 |
1,083.8 |
1,092.5 |
1,087.1 |
S2 |
1,073.6 |
1,073.6 |
1,090.9 |
|
S3 |
1,056.9 |
1,067.1 |
1,089.4 |
|
S4 |
1,040.2 |
1,050.4 |
1,084.8 |
|
|
Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,258.3 |
1,232.1 |
1,137.5 |
|
R3 |
1,211.1 |
1,184.9 |
1,124.5 |
|
R2 |
1,163.9 |
1,163.9 |
1,120.2 |
|
R1 |
1,137.7 |
1,137.7 |
1,115.8 |
1,127.2 |
PP |
1,116.7 |
1,116.7 |
1,116.7 |
1,111.5 |
S1 |
1,090.5 |
1,090.5 |
1,107.2 |
1,080.0 |
S2 |
1,069.5 |
1,069.5 |
1,102.8 |
|
S3 |
1,022.3 |
1,043.3 |
1,098.5 |
|
S4 |
975.1 |
996.1 |
1,085.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,142.9 |
1,075.2 |
67.7 |
6.2% |
27.5 |
2.5% |
28% |
False |
False |
177,439 |
10 |
1,143.4 |
1,075.2 |
68.2 |
6.2% |
24.2 |
2.2% |
28% |
False |
False |
181,847 |
20 |
1,227.5 |
1,075.2 |
152.3 |
13.9% |
29.7 |
2.7% |
12% |
False |
False |
199,412 |
40 |
1,227.5 |
1,028.0 |
199.5 |
18.2% |
23.6 |
2.2% |
33% |
False |
False |
110,023 |
60 |
1,227.5 |
989.0 |
238.5 |
21.8% |
21.1 |
1.9% |
44% |
False |
False |
74,417 |
80 |
1,227.5 |
951.2 |
276.3 |
25.3% |
19.5 |
1.8% |
52% |
False |
False |
56,261 |
100 |
1,227.5 |
933.5 |
294.0 |
26.9% |
17.8 |
1.6% |
55% |
False |
False |
45,268 |
120 |
1,227.5 |
909.5 |
318.0 |
29.1% |
16.3 |
1.5% |
58% |
False |
False |
37,909 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,167.8 |
2.618 |
1,140.5 |
1.618 |
1,123.8 |
1.000 |
1,113.5 |
0.618 |
1,107.1 |
HIGH |
1,096.8 |
0.618 |
1,090.4 |
0.500 |
1,088.5 |
0.382 |
1,086.5 |
LOW |
1,080.1 |
0.618 |
1,069.8 |
1.000 |
1,063.4 |
1.618 |
1,053.1 |
2.618 |
1,036.4 |
4.250 |
1,009.1 |
|
|
Fisher Pivots for day following 23-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,092.2 |
1,098.0 |
PP |
1,090.3 |
1,096.7 |
S1 |
1,088.5 |
1,095.3 |
|