Trading Metrics calculated at close of trading on 29-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2009 |
29-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1,120.50 |
1,122.75 |
2.25 |
0.2% |
1,098.75 |
High |
1,126.25 |
1,128.50 |
2.25 |
0.2% |
1,122.50 |
Low |
1,117.50 |
1,120.50 |
3.00 |
0.3% |
1,096.50 |
Close |
1,123.00 |
1,121.75 |
-1.25 |
-0.1% |
1,122.00 |
Range |
8.75 |
8.00 |
-0.75 |
-8.6% |
26.00 |
ATR |
13.66 |
13.25 |
-0.40 |
-3.0% |
0.00 |
Volume |
248,984 |
474,293 |
225,309 |
90.5% |
4,555,220 |
|
Daily Pivots for day following 29-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,147.50 |
1,142.75 |
1,126.25 |
|
R3 |
1,139.50 |
1,134.75 |
1,124.00 |
|
R2 |
1,131.50 |
1,131.50 |
1,123.25 |
|
R1 |
1,126.75 |
1,126.75 |
1,122.50 |
1,125.00 |
PP |
1,123.50 |
1,123.50 |
1,123.50 |
1,122.75 |
S1 |
1,118.75 |
1,118.75 |
1,121.00 |
1,117.00 |
S2 |
1,115.50 |
1,115.50 |
1,120.25 |
|
S3 |
1,107.50 |
1,110.75 |
1,119.50 |
|
S4 |
1,099.50 |
1,102.75 |
1,117.25 |
|
|
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 |
1,128.50 |
1,107.25 |
21.25 |
1.9% |
8.25 |
0.7% |
68% |
True |
False |
709,147 |
10 |
1,128.50 |
1,088.50 |
40.00 |
3.6% |
10.75 |
1.0% |
83% |
True |
False |
1,248,480 |
20 |
1,128.50 |
1,080.50 |
48.00 |
4.3% |
13.00 |
1.2% |
86% |
True |
False |
798,912 |
40 |
1,128.50 |
1,021.00 |
107.50 |
9.6% |
15.25 |
1.4% |
94% |
True |
False |
401,941 |
60 |
1,128.50 |
1,015.50 |
113.00 |
10.1% |
16.25 |
1.4% |
94% |
True |
False |
268,970 |
80 |
1,128.50 |
991.75 |
136.75 |
12.2% |
16.00 |
1.4% |
95% |
True |
False |
201,860 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,162.50 |
2.618 |
1,149.50 |
1.618 |
1,141.50 |
1.000 |
1,136.50 |
0.618 |
1,133.50 |
HIGH |
1,128.50 |
0.618 |
1,125.50 |
0.500 |
1,124.50 |
0.382 |
1,123.50 |
LOW |
1,120.50 |
0.618 |
1,115.50 |
1.000 |
1,112.50 |
1.618 |
1,107.50 |
2.618 |
1,099.50 |
4.250 |
1,086.50 |
|
|
Fisher Pivots for day following 29-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,124.50 |
1,121.75 |
PP |
1,123.50 |
1,121.75 |
S1 |
1,122.75 |
1,121.50 |
|