Trading Metrics calculated at close of trading on 24-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2009 |
24-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1,085.1 |
1,088.6 |
3.5 |
0.3% |
1,114.6 |
High |
1,096.8 |
1,106.9 |
10.1 |
0.9% |
1,142.9 |
Low |
1,080.1 |
1,088.3 |
8.2 |
0.8% |
1,095.7 |
Close |
1,094.0 |
1,104.8 |
10.8 |
1.0% |
1,111.5 |
Range |
16.7 |
18.6 |
1.9 |
11.4% |
47.2 |
ATR |
25.9 |
25.4 |
-0.5 |
-2.0% |
0.0 |
Volume |
182,486 |
99,747 |
-82,739 |
-45.3% |
898,813 |
|
Daily Pivots for day following 24-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,155.8 |
1,148.9 |
1,115.0 |
|
R3 |
1,137.2 |
1,130.3 |
1,109.9 |
|
R2 |
1,118.6 |
1,118.6 |
1,108.2 |
|
R1 |
1,111.7 |
1,111.7 |
1,106.5 |
1,115.2 |
PP |
1,100.0 |
1,100.0 |
1,100.0 |
1,101.7 |
S1 |
1,093.1 |
1,093.1 |
1,103.1 |
1,096.6 |
S2 |
1,081.4 |
1,081.4 |
1,101.4 |
|
S3 |
1,062.8 |
1,074.5 |
1,099.7 |
|
S4 |
1,044.2 |
1,055.9 |
1,094.6 |
|
|
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 |
1,120.8 |
1,075.2 |
45.6 |
4.1% |
21.8 |
2.0% |
65% |
False |
False |
165,495 |
10 |
1,143.4 |
1,075.2 |
68.2 |
6.2% |
24.5 |
2.2% |
43% |
False |
False |
165,429 |
20 |
1,227.5 |
1,075.2 |
152.3 |
13.8% |
29.3 |
2.7% |
19% |
False |
False |
198,239 |
40 |
1,227.5 |
1,028.1 |
199.4 |
18.0% |
23.7 |
2.1% |
38% |
False |
False |
112,474 |
60 |
1,227.5 |
989.0 |
238.5 |
21.6% |
21.1 |
1.9% |
49% |
False |
False |
76,008 |
80 |
1,227.5 |
955.8 |
271.7 |
24.6% |
19.6 |
1.8% |
55% |
False |
False |
57,501 |
100 |
1,227.5 |
933.5 |
294.0 |
26.6% |
17.8 |
1.6% |
58% |
False |
False |
46,257 |
120 |
1,227.5 |
909.5 |
318.0 |
28.8% |
16.4 |
1.5% |
61% |
False |
False |
38,739 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,186.0 |
2.618 |
1,155.6 |
1.618 |
1,137.0 |
1.000 |
1,125.5 |
0.618 |
1,118.4 |
HIGH |
1,106.9 |
0.618 |
1,099.8 |
0.500 |
1,097.6 |
0.382 |
1,095.4 |
LOW |
1,088.3 |
0.618 |
1,076.8 |
1.000 |
1,069.7 |
1.618 |
1,058.2 |
2.618 |
1,039.6 |
4.250 |
1,009.3 |
|
|
Fisher Pivots for day following 24-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,102.4 |
1,100.2 |
PP |
1,100.0 |
1,095.6 |
S1 |
1,097.6 |
1,091.1 |
|