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 |
1,867.50 |
1,873.75 |
6.25 |
0.3% |
1,806.00 |
High |
1,881.50 |
1,881.25 |
-0.25 |
0.0% |
1,869.50 |
Low |
1,862.75 |
1,869.25 |
6.50 |
0.3% |
1,803.00 |
Close |
1,874.50 |
1,872.50 |
-2.00 |
-0.1% |
1,868.00 |
Range |
18.75 |
12.00 |
-6.75 |
-36.0% |
66.50 |
ATR |
25.32 |
24.37 |
-0.95 |
-3.8% |
0.00 |
Volume |
66,098 |
120,919 |
54,821 |
82.9% |
809,928 |
|
Daily Pivots for day following 29-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,910.25 |
1,903.50 |
1,879.00 |
|
R3 |
1,898.25 |
1,891.50 |
1,875.75 |
|
R2 |
1,886.25 |
1,886.25 |
1,874.75 |
|
R1 |
1,879.50 |
1,879.50 |
1,873.50 |
1,877.00 |
PP |
1,874.25 |
1,874.25 |
1,874.25 |
1,873.00 |
S1 |
1,867.50 |
1,867.50 |
1,871.50 |
1,865.00 |
S2 |
1,862.25 |
1,862.25 |
1,870.25 |
|
S3 |
1,850.25 |
1,855.50 |
1,869.25 |
|
S4 |
1,838.25 |
1,843.50 |
1,866.00 |
|
|
Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,046.25 |
2,023.75 |
1,904.50 |
|
R3 |
1,979.75 |
1,957.25 |
1,886.25 |
|
R2 |
1,913.25 |
1,913.25 |
1,880.25 |
|
R1 |
1,890.75 |
1,890.75 |
1,874.00 |
1,902.00 |
PP |
1,846.75 |
1,846.75 |
1,846.75 |
1,852.50 |
S1 |
1,824.25 |
1,824.25 |
1,862.00 |
1,835.50 |
S2 |
1,780.25 |
1,780.25 |
1,855.75 |
|
S3 |
1,713.75 |
1,757.75 |
1,849.75 |
|
S4 |
1,647.25 |
1,691.25 |
1,831.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,881.50 |
1,825.25 |
56.25 |
3.0% |
16.25 |
0.9% |
84% |
False |
False |
141,816 |
10 |
1,881.50 |
1,774.00 |
107.50 |
5.7% |
20.25 |
1.1% |
92% |
False |
False |
205,544 |
20 |
1,881.50 |
1,756.75 |
124.75 |
6.7% |
25.00 |
1.3% |
93% |
False |
False |
127,417 |
40 |
1,881.50 |
1,648.50 |
233.00 |
12.4% |
26.75 |
1.4% |
96% |
False |
False |
63,934 |
60 |
1,881.50 |
1,648.50 |
233.00 |
12.4% |
27.50 |
1.5% |
96% |
False |
False |
42,694 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,932.25 |
2.618 |
1,912.75 |
1.618 |
1,900.75 |
1.000 |
1,893.25 |
0.618 |
1,888.75 |
HIGH |
1,881.25 |
0.618 |
1,876.75 |
0.500 |
1,875.25 |
0.382 |
1,873.75 |
LOW |
1,869.25 |
0.618 |
1,861.75 |
1.000 |
1,857.25 |
1.618 |
1,849.75 |
2.618 |
1,837.75 |
4.250 |
1,818.25 |
|
|
Fisher Pivots for day following 29-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,875.25 |
1,870.50 |
PP |
1,874.25 |
1,868.25 |
S1 |
1,873.50 |
1,866.00 |
|