Trading Metrics calculated at close of trading on 22-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2009 |
22-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
10,276 |
10,343 |
67 |
0.7% |
10,421 |
High |
10,398 |
10,420 |
22 |
0.2% |
10,510 |
Low |
10,261 |
10,333 |
72 |
0.7% |
10,201 |
Close |
10,342 |
10,408 |
66 |
0.6% |
10,271 |
Range |
137 |
87 |
-50 |
-36.5% |
309 |
ATR |
135 |
132 |
-3 |
-2.5% |
0 |
Volume |
108,377 |
83,639 |
-24,738 |
-22.8% |
500,928 |
|
Daily Pivots for day following 22-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,648 |
10,615 |
10,456 |
|
R3 |
10,561 |
10,528 |
10,432 |
|
R2 |
10,474 |
10,474 |
10,424 |
|
R1 |
10,441 |
10,441 |
10,416 |
10,458 |
PP |
10,387 |
10,387 |
10,387 |
10,395 |
S1 |
10,354 |
10,354 |
10,400 |
10,371 |
S2 |
10,300 |
10,300 |
10,392 |
|
S3 |
10,213 |
10,267 |
10,384 |
|
S4 |
10,126 |
10,180 |
10,360 |
|
|
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% |
80% |
False |
False |
101,335 |
10 |
10,510 |
10,170 |
340 |
3.3% |
116 |
1.1% |
70% |
False |
False |
77,070 |
20 |
10,510 |
10,054 |
456 |
4.4% |
134 |
1.3% |
78% |
False |
False |
38,845 |
40 |
10,510 |
9,570 |
940 |
9.0% |
142 |
1.4% |
89% |
False |
False |
19,523 |
60 |
10,510 |
9,280 |
1,230 |
11.8% |
143 |
1.4% |
92% |
False |
False |
13,042 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,790 |
2.618 |
10,648 |
1.618 |
10,561 |
1.000 |
10,507 |
0.618 |
10,474 |
HIGH |
10,420 |
0.618 |
10,387 |
0.500 |
10,377 |
0.382 |
10,366 |
LOW |
10,333 |
0.618 |
10,279 |
1.000 |
10,246 |
1.618 |
10,192 |
2.618 |
10,105 |
4.250 |
9,963 |
|
|
Fisher Pivots for day following 22-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
10,398 |
10,376 |
PP |
10,387 |
10,343 |
S1 |
10,377 |
10,311 |
|