Trading Metrics calculated at close of trading on 24-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2009 |
24-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1,841.00 |
1,851.75 |
10.75 |
0.6% |
1,790.50 |
High |
1,853.00 |
1,869.50 |
16.50 |
0.9% |
1,813.25 |
Low |
1,837.00 |
1,850.75 |
13.75 |
0.7% |
1,774.00 |
Close |
1,852.25 |
1,868.00 |
15.75 |
0.9% |
1,807.00 |
Range |
16.00 |
18.75 |
2.75 |
17.2% |
39.25 |
ATR |
26.37 |
25.83 |
-0.54 |
-2.1% |
0.00 |
Volume |
165,980 |
135,399 |
-30,581 |
-18.4% |
1,299,707 |
|
Daily Pivots for day following 24-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,919.00 |
1,912.25 |
1,878.25 |
|
R3 |
1,900.25 |
1,893.50 |
1,873.25 |
|
R2 |
1,881.50 |
1,881.50 |
1,871.50 |
|
R1 |
1,874.75 |
1,874.75 |
1,869.75 |
1,878.00 |
PP |
1,862.75 |
1,862.75 |
1,862.75 |
1,864.50 |
S1 |
1,856.00 |
1,856.00 |
1,866.25 |
1,859.50 |
S2 |
1,844.00 |
1,844.00 |
1,864.50 |
|
S3 |
1,825.25 |
1,837.25 |
1,862.75 |
|
S4 |
1,806.50 |
1,818.50 |
1,857.75 |
|
|
Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,915.75 |
1,900.75 |
1,828.50 |
|
R3 |
1,876.50 |
1,861.50 |
1,817.75 |
|
R2 |
1,837.25 |
1,837.25 |
1,814.25 |
|
R1 |
1,822.25 |
1,822.25 |
1,810.50 |
1,829.75 |
PP |
1,798.00 |
1,798.00 |
1,798.00 |
1,802.00 |
S1 |
1,783.00 |
1,783.00 |
1,803.50 |
1,790.50 |
S2 |
1,758.75 |
1,758.75 |
1,799.75 |
|
S3 |
1,719.50 |
1,743.75 |
1,796.25 |
|
S4 |
1,680.25 |
1,704.50 |
1,785.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,869.50 |
1,784.00 |
85.50 |
4.6% |
21.00 |
1.1% |
98% |
True |
False |
225,386 |
10 |
1,869.50 |
1,774.00 |
95.50 |
5.1% |
22.50 |
1.2% |
98% |
True |
False |
228,778 |
20 |
1,869.50 |
1,719.75 |
149.75 |
8.0% |
28.25 |
1.5% |
99% |
True |
False |
118,118 |
40 |
1,869.50 |
1,648.50 |
221.00 |
11.8% |
28.25 |
1.5% |
99% |
True |
False |
59,273 |
60 |
1,869.50 |
1,648.25 |
221.25 |
11.8% |
28.25 |
1.5% |
99% |
True |
False |
39,580 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,949.25 |
2.618 |
1,918.50 |
1.618 |
1,899.75 |
1.000 |
1,888.25 |
0.618 |
1,881.00 |
HIGH |
1,869.50 |
0.618 |
1,862.25 |
0.500 |
1,860.00 |
0.382 |
1,858.00 |
LOW |
1,850.75 |
0.618 |
1,839.25 |
1.000 |
1,832.00 |
1.618 |
1,820.50 |
2.618 |
1,801.75 |
4.250 |
1,771.00 |
|
|
Fisher Pivots for day following 24-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,865.50 |
1,861.00 |
PP |
1,862.75 |
1,854.25 |
S1 |
1,860.00 |
1,847.50 |
|