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 |
1,115.25 |
1,120.50 |
5.25 |
0.5% |
1,098.75 |
High |
1,122.50 |
1,126.25 |
3.75 |
0.3% |
1,122.50 |
Low |
1,114.75 |
1,117.50 |
2.75 |
0.2% |
1,096.50 |
Close |
1,122.00 |
1,123.00 |
1.00 |
0.1% |
1,122.00 |
Range |
7.75 |
8.75 |
1.00 |
12.9% |
26.00 |
ATR |
14.04 |
13.66 |
-0.38 |
-2.7% |
0.00 |
Volume |
727,761 |
248,984 |
-478,777 |
-65.8% |
4,555,220 |
|
Daily Pivots for day following 28-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,148.50 |
1,144.50 |
1,127.75 |
|
R3 |
1,139.75 |
1,135.75 |
1,125.50 |
|
R2 |
1,131.00 |
1,131.00 |
1,124.50 |
|
R1 |
1,127.00 |
1,127.00 |
1,123.75 |
1,129.00 |
PP |
1,122.25 |
1,122.25 |
1,122.25 |
1,123.25 |
S1 |
1,118.25 |
1,118.25 |
1,122.25 |
1,120.25 |
S2 |
1,113.50 |
1,113.50 |
1,121.50 |
|
S3 |
1,104.75 |
1,109.50 |
1,120.50 |
|
S4 |
1,096.00 |
1,100.75 |
1,118.25 |
|
|
Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,191.75 |
1,182.75 |
1,136.25 |
|
R3 |
1,165.75 |
1,156.75 |
1,129.25 |
|
R2 |
1,139.75 |
1,139.75 |
1,126.75 |
|
R1 |
1,130.75 |
1,130.75 |
1,124.50 |
1,135.25 |
PP |
1,113.75 |
1,113.75 |
1,113.75 |
1,116.00 |
S1 |
1,104.75 |
1,104.75 |
1,119.50 |
1,109.25 |
S2 |
1,087.75 |
1,087.75 |
1,117.25 |
|
S3 |
1,061.75 |
1,078.75 |
1,114.75 |
|
S4 |
1,035.75 |
1,052.75 |
1,107.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,126.25 |
1,096.50 |
29.75 |
2.6% |
10.00 |
0.9% |
89% |
True |
False |
960,840 |
10 |
1,126.25 |
1,088.50 |
37.75 |
3.4% |
11.25 |
1.0% |
91% |
True |
False |
1,372,075 |
20 |
1,126.25 |
1,080.00 |
46.25 |
4.1% |
13.25 |
1.2% |
93% |
True |
False |
775,512 |
40 |
1,126.25 |
1,021.00 |
105.25 |
9.4% |
15.75 |
1.4% |
97% |
True |
False |
390,240 |
60 |
1,126.25 |
1,007.25 |
119.00 |
10.6% |
16.25 |
1.5% |
97% |
True |
False |
261,091 |
80 |
1,126.25 |
984.25 |
142.00 |
12.6% |
16.00 |
1.4% |
98% |
True |
False |
195,932 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,163.50 |
2.618 |
1,149.25 |
1.618 |
1,140.50 |
1.000 |
1,135.00 |
0.618 |
1,131.75 |
HIGH |
1,126.25 |
0.618 |
1,123.00 |
0.500 |
1,122.00 |
0.382 |
1,120.75 |
LOW |
1,117.50 |
0.618 |
1,112.00 |
1.000 |
1,108.75 |
1.618 |
1,103.25 |
2.618 |
1,094.50 |
4.250 |
1,080.25 |
|
|
Fisher Pivots for day following 28-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,122.50 |
1,121.50 |
PP |
1,122.25 |
1,120.25 |
S1 |
1,122.00 |
1,118.75 |
|