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 |
1,107.75 |
1,113.75 |
6.00 |
0.5% |
1,102.50 |
High |
1,115.75 |
1,120.00 |
4.25 |
0.4% |
1,113.00 |
Low |
1,107.25 |
1,111.25 |
4.00 |
0.4% |
1,088.50 |
Close |
1,113.50 |
1,115.50 |
2.00 |
0.2% |
1,097.75 |
Range |
8.50 |
8.75 |
0.25 |
2.9% |
24.50 |
ATR |
14.96 |
14.52 |
-0.44 |
-3.0% |
0.00 |
Volume |
1,163,792 |
930,909 |
-232,883 |
-20.0% |
8,916,555 |
|
Daily Pivots for day following 23-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,141.75 |
1,137.50 |
1,120.25 |
|
R3 |
1,133.00 |
1,128.75 |
1,118.00 |
|
R2 |
1,124.25 |
1,124.25 |
1,117.00 |
|
R1 |
1,120.00 |
1,120.00 |
1,116.25 |
1,122.00 |
PP |
1,115.50 |
1,115.50 |
1,115.50 |
1,116.75 |
S1 |
1,111.25 |
1,111.25 |
1,114.75 |
1,113.50 |
S2 |
1,106.75 |
1,106.75 |
1,114.00 |
|
S3 |
1,098.00 |
1,102.50 |
1,113.00 |
|
S4 |
1,089.25 |
1,093.75 |
1,110.75 |
|
|
Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,173.25 |
1,160.00 |
1,111.25 |
|
R3 |
1,148.75 |
1,135.50 |
1,104.50 |
|
R2 |
1,124.25 |
1,124.25 |
1,102.25 |
|
R1 |
1,111.00 |
1,111.00 |
1,100.00 |
1,105.50 |
PP |
1,099.75 |
1,099.75 |
1,099.75 |
1,097.00 |
S1 |
1,086.50 |
1,086.50 |
1,095.50 |
1,081.00 |
S2 |
1,075.25 |
1,075.25 |
1,093.25 |
|
S3 |
1,050.75 |
1,062.00 |
1,091.00 |
|
S4 |
1,026.25 |
1,037.50 |
1,084.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,120.00 |
1,088.50 |
31.50 |
2.8% |
12.75 |
1.1% |
86% |
True |
False |
1,501,702 |
10 |
1,120.00 |
1,087.75 |
32.25 |
2.9% |
12.00 |
1.1% |
86% |
True |
False |
1,420,473 |
20 |
1,120.00 |
1,062.25 |
57.75 |
5.2% |
15.25 |
1.4% |
92% |
True |
False |
727,035 |
40 |
1,120.00 |
1,021.00 |
99.00 |
8.9% |
16.75 |
1.5% |
95% |
True |
False |
366,065 |
60 |
1,120.00 |
1,007.25 |
112.75 |
10.1% |
17.00 |
1.5% |
96% |
True |
False |
244,839 |
80 |
1,120.00 |
984.25 |
135.75 |
12.2% |
16.25 |
1.5% |
97% |
True |
False |
183,723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,157.25 |
2.618 |
1,143.00 |
1.618 |
1,134.25 |
1.000 |
1,128.75 |
0.618 |
1,125.50 |
HIGH |
1,120.00 |
0.618 |
1,116.75 |
0.500 |
1,115.50 |
0.382 |
1,114.50 |
LOW |
1,111.25 |
0.618 |
1,105.75 |
1.000 |
1,102.50 |
1.618 |
1,097.00 |
2.618 |
1,088.25 |
4.250 |
1,074.00 |
|
|
Fisher Pivots for day following 23-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,115.50 |
1,113.00 |
PP |
1,115.50 |
1,110.75 |
S1 |
1,115.50 |
1,108.25 |
|