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 |
1,122.75 |
1,121.25 |
-1.50 |
-0.1% |
1,098.75 |
High |
1,128.50 |
1,122.50 |
-6.00 |
-0.5% |
1,122.50 |
Low |
1,120.50 |
1,113.00 |
-7.50 |
-0.7% |
1,096.50 |
Close |
1,121.75 |
1,122.00 |
0.25 |
0.0% |
1,122.00 |
Range |
8.00 |
9.50 |
1.50 |
18.8% |
26.00 |
ATR |
13.25 |
12.99 |
-0.27 |
-2.0% |
0.00 |
Volume |
474,293 |
579,344 |
105,051 |
22.1% |
4,555,220 |
|
Daily Pivots for day following 30-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,147.75 |
1,144.25 |
1,127.25 |
|
R3 |
1,138.25 |
1,134.75 |
1,124.50 |
|
R2 |
1,128.75 |
1,128.75 |
1,123.75 |
|
R1 |
1,125.25 |
1,125.25 |
1,122.75 |
1,127.00 |
PP |
1,119.25 |
1,119.25 |
1,119.25 |
1,120.00 |
S1 |
1,115.75 |
1,115.75 |
1,121.25 |
1,117.50 |
S2 |
1,109.75 |
1,109.75 |
1,120.25 |
|
S3 |
1,100.25 |
1,106.25 |
1,119.50 |
|
S4 |
1,090.75 |
1,096.75 |
1,116.75 |
|
|
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 |
1,111.25 |
17.25 |
1.5% |
8.50 |
0.8% |
62% |
False |
False |
592,258 |
10 |
1,128.50 |
1,088.50 |
40.00 |
3.6% |
10.75 |
1.0% |
84% |
False |
False |
1,134,371 |
20 |
1,128.50 |
1,080.50 |
48.00 |
4.3% |
12.50 |
1.1% |
86% |
False |
False |
827,435 |
40 |
1,128.50 |
1,022.25 |
106.25 |
9.5% |
14.75 |
1.3% |
94% |
False |
False |
416,188 |
60 |
1,128.50 |
1,021.00 |
107.50 |
9.6% |
16.00 |
1.4% |
94% |
False |
False |
278,585 |
80 |
1,128.50 |
1,004.75 |
123.75 |
11.0% |
16.00 |
1.4% |
95% |
False |
False |
209,102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,163.00 |
2.618 |
1,147.25 |
1.618 |
1,137.75 |
1.000 |
1,132.00 |
0.618 |
1,128.25 |
HIGH |
1,122.50 |
0.618 |
1,118.75 |
0.500 |
1,117.75 |
0.382 |
1,116.75 |
LOW |
1,113.00 |
0.618 |
1,107.25 |
1.000 |
1,103.50 |
1.618 |
1,097.75 |
2.618 |
1,088.25 |
4.250 |
1,072.50 |
|
|
Fisher Pivots for day following 30-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,120.50 |
1,121.50 |
PP |
1,119.25 |
1,121.25 |
S1 |
1,117.75 |
1,120.75 |
|