Trading Metrics calculated at close of trading on 28-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2009 |
28-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1,088.6 |
1,108.0 |
19.4 |
1.8% |
1,111.9 |
High |
1,106.9 |
1,114.5 |
7.6 |
0.7% |
1,120.8 |
Low |
1,088.3 |
1,102.1 |
13.8 |
1.3% |
1,075.2 |
Close |
1,104.8 |
1,107.9 |
3.1 |
0.3% |
1,104.8 |
Range |
18.6 |
12.4 |
-6.2 |
-33.3% |
45.6 |
ATR |
25.4 |
24.4 |
-0.9 |
-3.7% |
0.0 |
Volume |
99,747 |
56,912 |
-42,835 |
-42.9% |
591,455 |
|
Daily Pivots for day following 28-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,145.4 |
1,139.0 |
1,114.7 |
|
R3 |
1,133.0 |
1,126.6 |
1,111.3 |
|
R2 |
1,120.6 |
1,120.6 |
1,110.2 |
|
R1 |
1,114.2 |
1,114.2 |
1,109.0 |
1,111.2 |
PP |
1,108.2 |
1,108.2 |
1,108.2 |
1,106.7 |
S1 |
1,101.8 |
1,101.8 |
1,106.8 |
1,098.8 |
S2 |
1,095.8 |
1,095.8 |
1,105.6 |
|
S3 |
1,083.4 |
1,089.4 |
1,104.5 |
|
S4 |
1,071.0 |
1,077.0 |
1,101.1 |
|
|
Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,237.1 |
1,216.5 |
1,129.9 |
|
R3 |
1,191.5 |
1,170.9 |
1,117.3 |
|
R2 |
1,145.9 |
1,145.9 |
1,113.2 |
|
R1 |
1,125.3 |
1,125.3 |
1,109.0 |
1,112.8 |
PP |
1,100.3 |
1,100.3 |
1,100.3 |
1,094.0 |
S1 |
1,079.7 |
1,079.7 |
1,100.6 |
1,067.2 |
S2 |
1,054.7 |
1,054.7 |
1,096.4 |
|
S3 |
1,009.1 |
1,034.1 |
1,092.3 |
|
S4 |
963.5 |
988.5 |
1,079.7 |
|
|
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% |
20.1 |
1.8% |
72% |
False |
False |
129,673 |
10 |
1,142.9 |
1,075.2 |
67.7 |
6.1% |
22.4 |
2.0% |
48% |
False |
False |
154,718 |
20 |
1,227.5 |
1,075.2 |
152.3 |
13.7% |
26.9 |
2.4% |
21% |
False |
False |
194,777 |
40 |
1,227.5 |
1,036.6 |
190.9 |
17.2% |
23.5 |
2.1% |
37% |
False |
False |
113,782 |
60 |
1,227.5 |
989.0 |
238.5 |
21.5% |
21.1 |
1.9% |
50% |
False |
False |
76,879 |
80 |
1,227.5 |
977.8 |
249.7 |
22.5% |
19.4 |
1.8% |
52% |
False |
False |
58,196 |
100 |
1,227.5 |
933.5 |
294.0 |
26.5% |
17.9 |
1.6% |
59% |
False |
False |
46,814 |
120 |
1,227.5 |
911.4 |
316.1 |
28.5% |
16.4 |
1.5% |
62% |
False |
False |
39,211 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,167.2 |
2.618 |
1,147.0 |
1.618 |
1,134.6 |
1.000 |
1,126.9 |
0.618 |
1,122.2 |
HIGH |
1,114.5 |
0.618 |
1,109.8 |
0.500 |
1,108.3 |
0.382 |
1,106.8 |
LOW |
1,102.1 |
0.618 |
1,094.4 |
1.000 |
1,089.7 |
1.618 |
1,082.0 |
2.618 |
1,069.6 |
4.250 |
1,049.4 |
|
|
Fisher Pivots for day following 28-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,108.3 |
1,104.4 |
PP |
1,108.2 |
1,100.8 |
S1 |
1,108.0 |
1,097.3 |
|