Trading Metrics calculated at close of trading on 28-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2009 |
28-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
10,400 |
10,455 |
55 |
0.5% |
10,276 |
High |
10,472 |
10,494 |
22 |
0.2% |
10,472 |
Low |
10,397 |
10,429 |
32 |
0.3% |
10,261 |
Close |
10,466 |
10,487 |
21 |
0.2% |
10,466 |
Range |
75 |
65 |
-10 |
-13.3% |
211 |
ATR |
124 |
120 |
-4 |
-3.4% |
0 |
Volume |
48,436 |
20,864 |
-27,572 |
-56.9% |
304,210 |
|
Daily Pivots for day following 28-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,665 |
10,641 |
10,523 |
|
R3 |
10,600 |
10,576 |
10,505 |
|
R2 |
10,535 |
10,535 |
10,499 |
|
R1 |
10,511 |
10,511 |
10,493 |
10,523 |
PP |
10,470 |
10,470 |
10,470 |
10,476 |
S1 |
10,446 |
10,446 |
10,481 |
10,458 |
S2 |
10,405 |
10,405 |
10,475 |
|
S3 |
10,340 |
10,381 |
10,469 |
|
S4 |
10,275 |
10,316 |
10,451 |
|
|
Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,033 |
10,960 |
10,582 |
|
R3 |
10,822 |
10,749 |
10,524 |
|
R2 |
10,611 |
10,611 |
10,505 |
|
R1 |
10,538 |
10,538 |
10,485 |
10,575 |
PP |
10,400 |
10,400 |
10,400 |
10,418 |
S1 |
10,327 |
10,327 |
10,447 |
10,364 |
S2 |
10,189 |
10,189 |
10,427 |
|
S3 |
9,978 |
10,116 |
10,408 |
|
S4 |
9,767 |
9,905 |
10,350 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,494 |
10,261 |
233 |
2.2% |
88 |
0.8% |
97% |
True |
False |
65,014 |
10 |
10,510 |
10,201 |
309 |
2.9% |
103 |
1.0% |
93% |
False |
False |
82,600 |
20 |
10,510 |
10,170 |
340 |
3.2% |
119 |
1.1% |
93% |
False |
False |
45,470 |
40 |
10,510 |
9,570 |
940 |
9.0% |
135 |
1.3% |
98% |
False |
False |
22,836 |
60 |
10,510 |
9,280 |
1,230 |
11.7% |
138 |
1.3% |
98% |
False |
False |
15,257 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,770 |
2.618 |
10,664 |
1.618 |
10,599 |
1.000 |
10,559 |
0.618 |
10,534 |
HIGH |
10,494 |
0.618 |
10,469 |
0.500 |
10,462 |
0.382 |
10,454 |
LOW |
10,429 |
0.618 |
10,389 |
1.000 |
10,364 |
1.618 |
10,324 |
2.618 |
10,259 |
4.250 |
10,153 |
|
|
Fisher Pivots for day following 28-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
10,479 |
10,470 |
PP |
10,470 |
10,452 |
S1 |
10,462 |
10,435 |
|