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 |
5,941.5 |
5,995.0 |
53.5 |
0.9% |
5,838.5 |
High |
5,990.0 |
5,998.5 |
8.5 |
0.1% |
5,938.0 |
Low |
5,934.5 |
5,942.0 |
7.5 |
0.1% |
5,759.5 |
Close |
5,960.0 |
5,958.0 |
-2.0 |
0.0% |
5,840.0 |
Range |
55.5 |
56.5 |
1.0 |
1.8% |
178.5 |
ATR |
107.5 |
103.9 |
-3.6 |
-3.4% |
0.0 |
Volume |
103,181 |
58,370 |
-44,811 |
-43.4% |
358,557 |
|
Daily Pivots for day following 23-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,135.7 |
6,103.3 |
5,989.1 |
|
R3 |
6,079.2 |
6,046.8 |
5,973.5 |
|
R2 |
6,022.7 |
6,022.7 |
5,968.4 |
|
R1 |
5,990.3 |
5,990.3 |
5,963.2 |
5,978.3 |
PP |
5,966.2 |
5,966.2 |
5,966.2 |
5,960.1 |
S1 |
5,933.8 |
5,933.8 |
5,952.8 |
5,921.8 |
S2 |
5,909.7 |
5,909.7 |
5,947.6 |
|
S3 |
5,853.2 |
5,877.3 |
5,942.5 |
|
S4 |
5,796.7 |
5,820.8 |
5,926.9 |
|
|
Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,381.3 |
6,289.2 |
5,938.2 |
|
R3 |
6,202.8 |
6,110.7 |
5,889.1 |
|
R2 |
6,024.3 |
6,024.3 |
5,872.7 |
|
R1 |
5,932.2 |
5,932.2 |
5,856.4 |
5,978.3 |
PP |
5,845.8 |
5,845.8 |
5,845.8 |
5,868.9 |
S1 |
5,753.7 |
5,753.7 |
5,823.6 |
5,799.8 |
S2 |
5,667.3 |
5,667.3 |
5,807.3 |
|
S3 |
5,488.8 |
5,575.2 |
5,790.9 |
|
S4 |
5,310.3 |
5,396.7 |
5,741.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,998.5 |
5,810.0 |
188.5 |
3.2% |
78.9 |
1.3% |
79% |
True |
False |
88,851 |
10 |
5,998.5 |
5,611.0 |
387.5 |
6.5% |
81.6 |
1.4% |
90% |
True |
False |
53,790 |
20 |
5,998.5 |
5,519.0 |
479.5 |
8.0% |
100.1 |
1.7% |
92% |
True |
False |
27,488 |
40 |
5,998.5 |
5,324.0 |
674.5 |
11.3% |
101.0 |
1.7% |
94% |
True |
False |
14,188 |
60 |
5,998.5 |
5,324.0 |
674.5 |
11.3% |
100.9 |
1.7% |
94% |
True |
False |
9,681 |
80 |
5,998.5 |
5,275.0 |
723.5 |
12.1% |
96.2 |
1.6% |
94% |
True |
False |
7,793 |
100 |
5,998.5 |
5,171.0 |
827.5 |
13.9% |
97.4 |
1.6% |
95% |
True |
False |
6,275 |
120 |
5,998.5 |
4,558.0 |
1,440.5 |
24.2% |
96.5 |
1.6% |
97% |
True |
False |
5,256 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,238.6 |
2.618 |
6,146.4 |
1.618 |
6,089.9 |
1.000 |
6,055.0 |
0.618 |
6,033.4 |
HIGH |
5,998.5 |
0.618 |
5,976.9 |
0.500 |
5,970.3 |
0.382 |
5,963.6 |
LOW |
5,942.0 |
0.618 |
5,907.1 |
1.000 |
5,885.5 |
1.618 |
5,850.6 |
2.618 |
5,794.1 |
4.250 |
5,701.9 |
|
|
Fisher Pivots for day following 23-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5,970.3 |
5,942.4 |
PP |
5,966.2 |
5,926.8 |
S1 |
5,962.1 |
5,911.3 |
|