Trading Metrics calculated at close of trading on 29-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2009 |
29-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
10,455 |
10,482 |
27 |
0.3% |
10,276 |
High |
10,494 |
10,526 |
32 |
0.3% |
10,472 |
Low |
10,429 |
10,477 |
48 |
0.5% |
10,261 |
Close |
10,487 |
10,487 |
0 |
0.0% |
10,466 |
Range |
65 |
49 |
-16 |
-24.6% |
211 |
ATR |
120 |
115 |
-5 |
-4.2% |
0 |
Volume |
20,864 |
34,475 |
13,611 |
65.2% |
304,210 |
|
Daily Pivots for day following 29-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,644 |
10,614 |
10,514 |
|
R3 |
10,595 |
10,565 |
10,501 |
|
R2 |
10,546 |
10,546 |
10,496 |
|
R1 |
10,516 |
10,516 |
10,492 |
10,531 |
PP |
10,497 |
10,497 |
10,497 |
10,504 |
S1 |
10,467 |
10,467 |
10,483 |
10,482 |
S2 |
10,448 |
10,448 |
10,478 |
|
S3 |
10,399 |
10,418 |
10,474 |
|
S4 |
10,350 |
10,369 |
10,460 |
|
|
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 |
10,526 |
10,333 |
193 |
1.8% |
70 |
0.7% |
80% |
True |
False |
50,234 |
10 |
10,526 |
10,201 |
325 |
3.1% |
97 |
0.9% |
88% |
True |
False |
76,615 |
20 |
10,526 |
10,170 |
356 |
3.4% |
116 |
1.1% |
89% |
True |
False |
47,174 |
40 |
10,526 |
9,570 |
956 |
9.1% |
130 |
1.2% |
96% |
True |
False |
23,695 |
60 |
10,526 |
9,362 |
1,164 |
11.1% |
137 |
1.3% |
97% |
True |
False |
15,831 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,734 |
2.618 |
10,654 |
1.618 |
10,605 |
1.000 |
10,575 |
0.618 |
10,556 |
HIGH |
10,526 |
0.618 |
10,507 |
0.500 |
10,502 |
0.382 |
10,496 |
LOW |
10,477 |
0.618 |
10,447 |
1.000 |
10,428 |
1.618 |
10,398 |
2.618 |
10,349 |
4.250 |
10,269 |
|
|
Fisher Pivots for day following 29-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
10,502 |
10,479 |
PP |
10,497 |
10,470 |
S1 |
10,492 |
10,462 |
|