Trading Metrics calculated at close of trading on 21-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2009 |
21-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
10,268 |
10,276 |
8 |
0.1% |
10,421 |
High |
10,348 |
10,398 |
50 |
0.5% |
10,510 |
Low |
10,201 |
10,261 |
60 |
0.6% |
10,201 |
Close |
10,271 |
10,342 |
71 |
0.7% |
10,271 |
Range |
147 |
137 |
-10 |
-6.8% |
309 |
ATR |
135 |
135 |
0 |
0.1% |
0 |
Volume |
114,726 |
108,377 |
-6,349 |
-5.5% |
500,928 |
|
Daily Pivots for day following 21-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,745 |
10,680 |
10,417 |
|
R3 |
10,608 |
10,543 |
10,380 |
|
R2 |
10,471 |
10,471 |
10,367 |
|
R1 |
10,406 |
10,406 |
10,355 |
10,439 |
PP |
10,334 |
10,334 |
10,334 |
10,350 |
S1 |
10,269 |
10,269 |
10,330 |
10,302 |
S2 |
10,197 |
10,197 |
10,317 |
|
S3 |
10,060 |
10,132 |
10,304 |
|
S4 |
9,923 |
9,995 |
10,267 |
|
|
Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,254 |
11,072 |
10,441 |
|
R3 |
10,945 |
10,763 |
10,356 |
|
R2 |
10,636 |
10,636 |
10,328 |
|
R1 |
10,454 |
10,454 |
10,299 |
10,391 |
PP |
10,327 |
10,327 |
10,327 |
10,296 |
S1 |
10,145 |
10,145 |
10,243 |
10,082 |
S2 |
10,018 |
10,018 |
10,214 |
|
S3 |
9,709 |
9,836 |
10,186 |
|
S4 |
9,400 |
9,527 |
10,101 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,461 |
10,201 |
260 |
2.5% |
123 |
1.2% |
54% |
False |
False |
102,996 |
10 |
10,510 |
10,170 |
340 |
3.3% |
125 |
1.2% |
51% |
False |
False |
68,851 |
20 |
10,510 |
10,054 |
456 |
4.4% |
139 |
1.3% |
63% |
False |
False |
34,671 |
40 |
10,510 |
9,570 |
940 |
9.1% |
145 |
1.4% |
82% |
False |
False |
17,437 |
60 |
10,510 |
9,280 |
1,230 |
11.9% |
145 |
1.4% |
86% |
False |
False |
11,648 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,980 |
2.618 |
10,757 |
1.618 |
10,620 |
1.000 |
10,535 |
0.618 |
10,483 |
HIGH |
10,398 |
0.618 |
10,346 |
0.500 |
10,330 |
0.382 |
10,313 |
LOW |
10,261 |
0.618 |
10,176 |
1.000 |
10,124 |
1.618 |
10,039 |
2.618 |
9,902 |
4.250 |
9,679 |
|
|
Fisher Pivots for day following 21-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
10,338 |
10,328 |
PP |
10,334 |
10,314 |
S1 |
10,330 |
10,300 |
|