Trading Metrics calculated at close of trading on 31-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2009 |
31-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
10,485 |
10,485 |
0 |
0.0% |
10,276 |
High |
10,494 |
10,514 |
20 |
0.2% |
10,472 |
Low |
10,424 |
10,360 |
-64 |
-0.6% |
10,261 |
Close |
10,490 |
10,365 |
-125 |
-1.2% |
10,466 |
Range |
70 |
154 |
84 |
120.0% |
211 |
ATR |
111 |
114 |
3 |
2.7% |
0 |
Volume |
41,696 |
44,971 |
3,275 |
7.9% |
304,210 |
|
Daily Pivots for day following 31-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,875 |
10,774 |
10,450 |
|
R3 |
10,721 |
10,620 |
10,407 |
|
R2 |
10,567 |
10,567 |
10,393 |
|
R1 |
10,466 |
10,466 |
10,379 |
10,440 |
PP |
10,413 |
10,413 |
10,413 |
10,400 |
S1 |
10,312 |
10,312 |
10,351 |
10,286 |
S2 |
10,259 |
10,259 |
10,337 |
|
S3 |
10,105 |
10,158 |
10,323 |
|
S4 |
9,951 |
10,004 |
10,280 |
|
|
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 |
10,360 |
166 |
1.6% |
83 |
0.8% |
3% |
False |
True |
38,088 |
10 |
10,526 |
10,201 |
325 |
3.1% |
101 |
1.0% |
50% |
False |
False |
65,762 |
20 |
10,526 |
10,170 |
356 |
3.4% |
114 |
1.1% |
55% |
False |
False |
51,461 |
40 |
10,526 |
9,654 |
872 |
8.4% |
127 |
1.2% |
82% |
False |
False |
25,853 |
60 |
10,526 |
9,566 |
960 |
9.3% |
135 |
1.3% |
83% |
False |
False |
17,274 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,169 |
2.618 |
10,917 |
1.618 |
10,763 |
1.000 |
10,668 |
0.618 |
10,609 |
HIGH |
10,514 |
0.618 |
10,455 |
0.500 |
10,437 |
0.382 |
10,419 |
LOW |
10,360 |
0.618 |
10,265 |
1.000 |
10,206 |
1.618 |
10,111 |
2.618 |
9,957 |
4.250 |
9,706 |
|
|
Fisher Pivots for day following 31-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
10,437 |
10,443 |
PP |
10,413 |
10,417 |
S1 |
10,389 |
10,391 |
|