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 |
10,403 |
10,400 |
-3 |
0.0% |
10,421 |
High |
10,450 |
10,472 |
22 |
0.2% |
10,510 |
Low |
10,375 |
10,397 |
22 |
0.2% |
10,201 |
Close |
10,404 |
10,466 |
62 |
0.6% |
10,271 |
Range |
75 |
75 |
0 |
0.0% |
309 |
ATR |
128 |
124 |
-4 |
-2.9% |
0 |
Volume |
63,758 |
48,436 |
-15,322 |
-24.0% |
500,928 |
|
Daily Pivots for day following 24-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,670 |
10,643 |
10,507 |
|
R3 |
10,595 |
10,568 |
10,487 |
|
R2 |
10,520 |
10,520 |
10,480 |
|
R1 |
10,493 |
10,493 |
10,473 |
10,507 |
PP |
10,445 |
10,445 |
10,445 |
10,452 |
S1 |
10,418 |
10,418 |
10,459 |
10,432 |
S2 |
10,370 |
10,370 |
10,452 |
|
S3 |
10,295 |
10,343 |
10,446 |
|
S4 |
10,220 |
10,268 |
10,425 |
|
|
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 |
10,472 |
10,201 |
271 |
2.6% |
104 |
1.0% |
98% |
True |
False |
83,787 |
10 |
10,510 |
10,201 |
309 |
3.0% |
106 |
1.0% |
86% |
False |
False |
87,130 |
20 |
10,510 |
10,054 |
456 |
4.4% |
134 |
1.3% |
90% |
False |
False |
44,429 |
40 |
10,510 |
9,570 |
940 |
9.0% |
139 |
1.3% |
95% |
False |
False |
22,318 |
60 |
10,510 |
9,280 |
1,230 |
11.8% |
141 |
1.3% |
96% |
False |
False |
14,910 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,791 |
2.618 |
10,668 |
1.618 |
10,593 |
1.000 |
10,547 |
0.618 |
10,518 |
HIGH |
10,472 |
0.618 |
10,443 |
0.500 |
10,435 |
0.382 |
10,426 |
LOW |
10,397 |
0.618 |
10,351 |
1.000 |
10,322 |
1.618 |
10,276 |
2.618 |
10,201 |
4.250 |
10,078 |
|
|
Fisher Pivots for day following 24-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
10,456 |
10,445 |
PP |
10,445 |
10,424 |
S1 |
10,435 |
10,403 |
|