Trading Metrics calculated at close of trading on 30-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2009 |
30-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
10,482 |
10,485 |
3 |
0.0% |
10,276 |
High |
10,526 |
10,494 |
-32 |
-0.3% |
10,472 |
Low |
10,477 |
10,424 |
-53 |
-0.5% |
10,261 |
Close |
10,487 |
10,490 |
3 |
0.0% |
10,466 |
Range |
49 |
70 |
21 |
42.9% |
211 |
ATR |
115 |
111 |
-3 |
-2.8% |
0 |
Volume |
34,475 |
41,696 |
7,221 |
20.9% |
304,210 |
|
Daily Pivots for day following 30-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,679 |
10,655 |
10,529 |
|
R3 |
10,609 |
10,585 |
10,509 |
|
R2 |
10,539 |
10,539 |
10,503 |
|
R1 |
10,515 |
10,515 |
10,497 |
10,527 |
PP |
10,469 |
10,469 |
10,469 |
10,476 |
S1 |
10,445 |
10,445 |
10,484 |
10,457 |
S2 |
10,399 |
10,399 |
10,477 |
|
S3 |
10,329 |
10,375 |
10,471 |
|
S4 |
10,259 |
10,305 |
10,452 |
|
|
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 |
10,375 |
151 |
1.4% |
67 |
0.6% |
76% |
False |
False |
41,845 |
10 |
10,526 |
10,201 |
325 |
3.1% |
95 |
0.9% |
89% |
False |
False |
71,590 |
20 |
10,526 |
10,170 |
356 |
3.4% |
111 |
1.1% |
90% |
False |
False |
49,229 |
40 |
10,526 |
9,570 |
956 |
9.1% |
127 |
1.2% |
96% |
False |
False |
24,732 |
60 |
10,526 |
9,472 |
1,054 |
10.0% |
135 |
1.3% |
97% |
False |
False |
16,525 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,792 |
2.618 |
10,677 |
1.618 |
10,607 |
1.000 |
10,564 |
0.618 |
10,537 |
HIGH |
10,494 |
0.618 |
10,467 |
0.500 |
10,459 |
0.382 |
10,451 |
LOW |
10,424 |
0.618 |
10,381 |
1.000 |
10,354 |
1.618 |
10,311 |
2.618 |
10,241 |
4.250 |
10,127 |
|
|
Fisher Pivots for day following 30-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
10,480 |
10,485 |
PP |
10,469 |
10,480 |
S1 |
10,459 |
10,475 |
|