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 |
4,698.0 |
4,753.0 |
55.0 |
1.2% |
4,639.0 |
High |
4,742.0 |
4,814.0 |
72.0 |
1.5% |
4,697.0 |
Low |
4,685.0 |
4,749.0 |
64.0 |
1.4% |
4,589.0 |
Close |
4,740.0 |
4,814.0 |
74.0 |
1.6% |
4,638.0 |
Range |
57.0 |
65.0 |
8.0 |
14.0% |
108.0 |
ATR |
58.5 |
59.6 |
1.1 |
1.9% |
0.0 |
Volume |
14,819 |
10,925 |
-3,894 |
-26.3% |
252,172 |
|
Daily Pivots for day following 24-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,987.3 |
4,965.7 |
4,849.8 |
|
R3 |
4,922.3 |
4,900.7 |
4,831.9 |
|
R2 |
4,857.3 |
4,857.3 |
4,825.9 |
|
R1 |
4,835.7 |
4,835.7 |
4,820.0 |
4,846.5 |
PP |
4,792.3 |
4,792.3 |
4,792.3 |
4,797.8 |
S1 |
4,770.7 |
4,770.7 |
4,808.0 |
4,781.5 |
S2 |
4,727.3 |
4,727.3 |
4,802.1 |
|
S3 |
4,662.3 |
4,705.7 |
4,796.1 |
|
S4 |
4,597.3 |
4,640.7 |
4,778.3 |
|
|
Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,965.3 |
4,909.7 |
4,697.4 |
|
R3 |
4,857.3 |
4,801.7 |
4,667.7 |
|
R2 |
4,749.3 |
4,749.3 |
4,657.8 |
|
R1 |
4,693.7 |
4,693.7 |
4,647.9 |
4,667.5 |
PP |
4,641.3 |
4,641.3 |
4,641.3 |
4,628.3 |
S1 |
4,585.7 |
4,585.7 |
4,628.1 |
4,559.5 |
S2 |
4,533.3 |
4,533.3 |
4,618.2 |
|
S3 |
4,425.3 |
4,477.7 |
4,608.3 |
|
S4 |
4,317.3 |
4,369.7 |
4,578.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,814.0 |
4,589.0 |
225.0 |
4.7% |
60.4 |
1.3% |
100% |
True |
False |
17,698 |
10 |
4,814.0 |
4,589.0 |
225.0 |
4.7% |
57.1 |
1.2% |
100% |
True |
False |
34,120 |
20 |
4,814.0 |
4,567.0 |
247.0 |
5.1% |
48.6 |
1.0% |
100% |
True |
False |
17,285 |
40 |
4,814.0 |
4,506.0 |
308.0 |
6.4% |
30.3 |
0.6% |
100% |
True |
False |
8,665 |
60 |
4,878.0 |
4,506.0 |
372.0 |
7.7% |
25.8 |
0.5% |
83% |
False |
False |
5,790 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,090.3 |
2.618 |
4,984.2 |
1.618 |
4,919.2 |
1.000 |
4,879.0 |
0.618 |
4,854.2 |
HIGH |
4,814.0 |
0.618 |
4,789.2 |
0.500 |
4,781.5 |
0.382 |
4,773.8 |
LOW |
4,749.0 |
0.618 |
4,708.8 |
1.000 |
4,684.0 |
1.618 |
4,643.8 |
2.618 |
4,578.8 |
4.250 |
4,472.8 |
|
|
Fisher Pivots for day following 24-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
4,803.2 |
4,786.2 |
PP |
4,792.3 |
4,758.3 |
S1 |
4,781.5 |
4,730.5 |
|