Trading Metrics calculated at close of trading on 23-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2009 |
23-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
10,343 |
10,403 |
60 |
0.6% |
10,421 |
High |
10,420 |
10,450 |
30 |
0.3% |
10,510 |
Low |
10,333 |
10,375 |
42 |
0.4% |
10,201 |
Close |
10,408 |
10,404 |
-4 |
0.0% |
10,271 |
Range |
87 |
75 |
-12 |
-13.8% |
309 |
ATR |
132 |
128 |
-4 |
-3.1% |
0 |
Volume |
83,639 |
63,758 |
-19,881 |
-23.8% |
500,928 |
|
Daily Pivots for day following 23-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,635 |
10,594 |
10,445 |
|
R3 |
10,560 |
10,519 |
10,425 |
|
R2 |
10,485 |
10,485 |
10,418 |
|
R1 |
10,444 |
10,444 |
10,411 |
10,465 |
PP |
10,410 |
10,410 |
10,410 |
10,420 |
S1 |
10,369 |
10,369 |
10,397 |
10,390 |
S2 |
10,335 |
10,335 |
10,390 |
|
S3 |
10,260 |
10,294 |
10,384 |
|
S4 |
10,185 |
10,219 |
10,363 |
|
|
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 |
10,450 |
10,201 |
249 |
2.4% |
119 |
1.1% |
82% |
True |
False |
93,436 |
10 |
10,510 |
10,201 |
309 |
3.0% |
112 |
1.1% |
66% |
False |
False |
83,235 |
20 |
10,510 |
10,054 |
456 |
4.4% |
133 |
1.3% |
77% |
False |
False |
42,023 |
40 |
10,510 |
9,570 |
940 |
9.0% |
141 |
1.4% |
89% |
False |
False |
21,111 |
60 |
10,510 |
9,280 |
1,230 |
11.8% |
142 |
1.4% |
91% |
False |
False |
14,103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,769 |
2.618 |
10,646 |
1.618 |
10,571 |
1.000 |
10,525 |
0.618 |
10,496 |
HIGH |
10,450 |
0.618 |
10,421 |
0.500 |
10,413 |
0.382 |
10,404 |
LOW |
10,375 |
0.618 |
10,329 |
1.000 |
10,300 |
1.618 |
10,254 |
2.618 |
10,179 |
4.250 |
10,056 |
|
|
Fisher Pivots for day following 23-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
10,413 |
10,388 |
PP |
10,410 |
10,372 |
S1 |
10,407 |
10,356 |
|