Trading Metrics calculated at close of trading on 29-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2009 |
29-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
4,753.0 |
4,839.0 |
86.0 |
1.8% |
4,666.0 |
High |
4,814.0 |
4,858.0 |
44.0 |
0.9% |
4,814.0 |
Low |
4,749.0 |
4,821.0 |
72.0 |
1.5% |
4,617.0 |
Close |
4,814.0 |
4,857.0 |
43.0 |
0.9% |
4,814.0 |
Range |
65.0 |
37.0 |
-28.0 |
-43.1% |
197.0 |
ATR |
59.6 |
58.5 |
-1.1 |
-1.9% |
0.0 |
Volume |
10,925 |
15,151 |
4,226 |
38.7% |
63,127 |
|
Daily Pivots for day following 29-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,956.3 |
4,943.7 |
4,877.4 |
|
R3 |
4,919.3 |
4,906.7 |
4,867.2 |
|
R2 |
4,882.3 |
4,882.3 |
4,863.8 |
|
R1 |
4,869.7 |
4,869.7 |
4,860.4 |
4,876.0 |
PP |
4,845.3 |
4,845.3 |
4,845.3 |
4,848.5 |
S1 |
4,832.7 |
4,832.7 |
4,853.6 |
4,839.0 |
S2 |
4,808.3 |
4,808.3 |
4,850.2 |
|
S3 |
4,771.3 |
4,795.7 |
4,846.8 |
|
S4 |
4,734.3 |
4,758.7 |
4,836.7 |
|
|
Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,339.3 |
5,273.7 |
4,922.4 |
|
R3 |
5,142.3 |
5,076.7 |
4,868.2 |
|
R2 |
4,945.3 |
4,945.3 |
4,850.1 |
|
R1 |
4,879.7 |
4,879.7 |
4,832.1 |
4,912.5 |
PP |
4,748.3 |
4,748.3 |
4,748.3 |
4,764.8 |
S1 |
4,682.7 |
4,682.7 |
4,795.9 |
4,715.5 |
S2 |
4,551.3 |
4,551.3 |
4,777.9 |
|
S3 |
4,354.3 |
4,485.7 |
4,759.8 |
|
S4 |
4,157.3 |
4,288.7 |
4,705.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,858.0 |
4,617.0 |
241.0 |
5.0% |
55.4 |
1.1% |
100% |
True |
False |
15,655 |
10 |
4,858.0 |
4,589.0 |
269.0 |
5.5% |
57.1 |
1.2% |
100% |
True |
False |
33,045 |
20 |
4,858.0 |
4,582.0 |
276.0 |
5.7% |
48.2 |
1.0% |
100% |
True |
False |
18,038 |
40 |
4,858.0 |
4,506.0 |
352.0 |
7.2% |
31.0 |
0.6% |
100% |
True |
False |
9,043 |
60 |
4,878.0 |
4,506.0 |
372.0 |
7.7% |
26.4 |
0.5% |
94% |
False |
False |
6,042 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,015.3 |
2.618 |
4,954.9 |
1.618 |
4,917.9 |
1.000 |
4,895.0 |
0.618 |
4,880.9 |
HIGH |
4,858.0 |
0.618 |
4,843.9 |
0.500 |
4,839.5 |
0.382 |
4,835.1 |
LOW |
4,821.0 |
0.618 |
4,798.1 |
1.000 |
4,784.0 |
1.618 |
4,761.1 |
2.618 |
4,724.1 |
4.250 |
4,663.8 |
|
|
Fisher Pivots for day following 29-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
4,851.2 |
4,828.5 |
PP |
4,845.3 |
4,800.0 |
S1 |
4,839.5 |
4,771.5 |
|