Trading Metrics calculated at close of trading on 24-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2009 |
24-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
21,043 |
21,259 |
216 |
1.0% |
21,750 |
High |
21,266 |
21,507 |
241 |
1.1% |
22,180 |
Low |
20,927 |
21,259 |
332 |
1.6% |
20,997 |
Close |
21,163 |
21,440 |
277 |
1.3% |
21,050 |
Range |
339 |
248 |
-91 |
-26.8% |
1,183 |
ATR |
379 |
376 |
-2 |
-0.7% |
0 |
Volume |
364 |
120 |
-244 |
-67.0% |
987 |
|
Daily Pivots for day following 24-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,146 |
22,041 |
21,576 |
|
R3 |
21,898 |
21,793 |
21,508 |
|
R2 |
21,650 |
21,650 |
21,485 |
|
R1 |
21,545 |
21,545 |
21,463 |
21,598 |
PP |
21,402 |
21,402 |
21,402 |
21,428 |
S1 |
21,297 |
21,297 |
21,417 |
21,350 |
S2 |
21,154 |
21,154 |
21,395 |
|
S3 |
20,906 |
21,049 |
21,372 |
|
S4 |
20,658 |
20,801 |
21,304 |
|
|
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 |
21,507 |
20,704 |
803 |
3.7% |
271 |
1.3% |
92% |
True |
False |
301 |
10 |
22,180 |
20,704 |
1,476 |
6.9% |
345 |
1.6% |
50% |
False |
False |
233 |
20 |
22,561 |
20,704 |
1,857 |
8.7% |
336 |
1.6% |
40% |
False |
False |
198 |
40 |
23,020 |
20,704 |
2,316 |
10.8% |
311 |
1.4% |
32% |
False |
False |
147 |
60 |
23,020 |
20,151 |
2,869 |
13.4% |
256 |
1.2% |
45% |
False |
False |
105 |
80 |
23,020 |
19,300 |
3,720 |
17.4% |
243 |
1.1% |
58% |
False |
False |
84 |
100 |
23,020 |
19,300 |
3,720 |
17.4% |
226 |
1.1% |
58% |
False |
False |
70 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,561 |
2.618 |
22,156 |
1.618 |
21,908 |
1.000 |
21,755 |
0.618 |
21,660 |
HIGH |
21,507 |
0.618 |
21,412 |
0.500 |
21,383 |
0.382 |
21,354 |
LOW |
21,259 |
0.618 |
21,106 |
1.000 |
21,011 |
1.618 |
20,858 |
2.618 |
20,610 |
4.250 |
20,205 |
|
|
Fisher Pivots for day following 24-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
21,421 |
21,366 |
PP |
21,402 |
21,291 |
S1 |
21,383 |
21,217 |
|