Trading Metrics calculated at close of trading on 23-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2009 |
23-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
21,047 |
21,043 |
-4 |
0.0% |
21,750 |
High |
21,115 |
21,266 |
151 |
0.7% |
22,180 |
Low |
20,955 |
20,927 |
-28 |
-0.1% |
20,997 |
Close |
20,949 |
21,163 |
214 |
1.0% |
21,050 |
Range |
160 |
339 |
179 |
111.9% |
1,183 |
ATR |
382 |
379 |
-3 |
-0.8% |
0 |
Volume |
332 |
364 |
32 |
9.6% |
987 |
|
Daily Pivots for day following 23-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,136 |
21,988 |
21,349 |
|
R3 |
21,797 |
21,649 |
21,256 |
|
R2 |
21,458 |
21,458 |
21,225 |
|
R1 |
21,310 |
21,310 |
21,194 |
21,384 |
PP |
21,119 |
21,119 |
21,119 |
21,156 |
S1 |
20,971 |
20,971 |
21,132 |
21,045 |
S2 |
20,780 |
20,780 |
21,101 |
|
S3 |
20,441 |
20,632 |
21,070 |
|
S4 |
20,102 |
20,293 |
20,977 |
|
|
Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,958 |
24,187 |
21,701 |
|
R3 |
23,775 |
23,004 |
21,375 |
|
R2 |
22,592 |
22,592 |
21,267 |
|
R1 |
21,821 |
21,821 |
21,158 |
21,615 |
PP |
21,409 |
21,409 |
21,409 |
21,306 |
S1 |
20,638 |
20,638 |
20,942 |
20,432 |
S2 |
20,226 |
20,226 |
20,833 |
|
S3 |
19,043 |
19,455 |
20,725 |
|
S4 |
17,860 |
18,272 |
20,399 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,584 |
20,704 |
880 |
4.2% |
308 |
1.5% |
52% |
False |
False |
318 |
10 |
22,180 |
20,704 |
1,476 |
7.0% |
352 |
1.7% |
31% |
False |
False |
237 |
20 |
22,561 |
20,704 |
1,857 |
8.8% |
350 |
1.7% |
25% |
False |
False |
199 |
40 |
23,020 |
20,704 |
2,316 |
10.9% |
308 |
1.5% |
20% |
False |
False |
144 |
60 |
23,020 |
20,151 |
2,869 |
13.6% |
254 |
1.2% |
35% |
False |
False |
104 |
80 |
23,020 |
19,300 |
3,720 |
17.6% |
241 |
1.1% |
50% |
False |
False |
83 |
100 |
23,020 |
19,300 |
3,720 |
17.6% |
224 |
1.1% |
50% |
False |
False |
69 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,707 |
2.618 |
22,154 |
1.618 |
21,815 |
1.000 |
21,605 |
0.618 |
21,476 |
HIGH |
21,266 |
0.618 |
21,137 |
0.500 |
21,097 |
0.382 |
21,056 |
LOW |
20,927 |
0.618 |
20,717 |
1.000 |
20,588 |
1.618 |
20,378 |
2.618 |
20,039 |
4.250 |
19,486 |
|
|
Fisher Pivots for day following 23-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
21,141 |
21,104 |
PP |
21,119 |
21,044 |
S1 |
21,097 |
20,985 |
|