Trading Metrics calculated at close of trading on 30-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2009 |
30-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
6,037.0 |
6,014.0 |
-23.0 |
-0.4% |
5,941.5 |
High |
6,040.0 |
6,017.5 |
-22.5 |
-0.4% |
5,998.5 |
Low |
6,007.0 |
5,956.5 |
-50.5 |
-0.8% |
5,934.5 |
Close |
6,009.0 |
5,959.5 |
-49.5 |
-0.8% |
5,958.0 |
Range |
33.0 |
61.0 |
28.0 |
84.8% |
64.0 |
ATR |
97.1 |
94.5 |
-2.6 |
-2.7% |
0.0 |
Volume |
42,721 |
26,500 |
-16,221 |
-38.0% |
161,551 |
|
Daily Pivots for day following 30-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,160.8 |
6,121.2 |
5,993.1 |
|
R3 |
6,099.8 |
6,060.2 |
5,976.3 |
|
R2 |
6,038.8 |
6,038.8 |
5,970.7 |
|
R1 |
5,999.2 |
5,999.2 |
5,965.1 |
5,988.5 |
PP |
5,977.8 |
5,977.8 |
5,977.8 |
5,972.5 |
S1 |
5,938.2 |
5,938.2 |
5,953.9 |
5,927.5 |
S2 |
5,916.8 |
5,916.8 |
5,948.3 |
|
S3 |
5,855.8 |
5,877.2 |
5,942.7 |
|
S4 |
5,794.8 |
5,816.2 |
5,926.0 |
|
|
Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,155.7 |
6,120.8 |
5,993.2 |
|
R3 |
6,091.7 |
6,056.8 |
5,975.6 |
|
R2 |
6,027.7 |
6,027.7 |
5,969.7 |
|
R1 |
5,992.8 |
5,992.8 |
5,963.9 |
6,010.3 |
PP |
5,963.7 |
5,963.7 |
5,963.7 |
5,972.4 |
S1 |
5,928.8 |
5,928.8 |
5,952.1 |
5,946.3 |
S2 |
5,899.7 |
5,899.7 |
5,946.3 |
|
S3 |
5,835.7 |
5,864.8 |
5,940.4 |
|
S4 |
5,771.7 |
5,800.8 |
5,922.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,040.0 |
5,934.5 |
105.5 |
1.8% |
50.9 |
0.9% |
24% |
False |
False |
53,577 |
10 |
6,040.0 |
5,759.5 |
280.5 |
4.7% |
67.3 |
1.1% |
71% |
False |
False |
62,644 |
20 |
6,040.0 |
5,611.0 |
429.0 |
7.2% |
85.5 |
1.4% |
81% |
False |
False |
32,733 |
40 |
6,040.0 |
5,324.0 |
716.0 |
12.0% |
91.4 |
1.5% |
89% |
False |
False |
16,767 |
60 |
6,040.0 |
5,324.0 |
716.0 |
12.0% |
96.7 |
1.6% |
89% |
False |
False |
11,427 |
80 |
6,040.0 |
5,324.0 |
716.0 |
12.0% |
94.8 |
1.6% |
89% |
False |
False |
9,101 |
100 |
6,040.0 |
5,171.0 |
869.0 |
14.6% |
95.4 |
1.6% |
91% |
False |
False |
7,332 |
120 |
6,040.0 |
4,558.0 |
1,482.0 |
24.9% |
96.3 |
1.6% |
95% |
False |
False |
6,139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,276.8 |
2.618 |
6,177.2 |
1.618 |
6,116.2 |
1.000 |
6,078.5 |
0.618 |
6,055.2 |
HIGH |
6,017.5 |
0.618 |
5,994.2 |
0.500 |
5,987.0 |
0.382 |
5,979.8 |
LOW |
5,956.5 |
0.618 |
5,918.8 |
1.000 |
5,895.5 |
1.618 |
5,857.8 |
2.618 |
5,796.8 |
4.250 |
5,697.3 |
|
|
Fisher Pivots for day following 30-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
5,987.0 |
5,998.3 |
PP |
5,977.8 |
5,985.3 |
S1 |
5,968.7 |
5,972.4 |
|