Trading Metrics calculated at close of trading on 28-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2009 |
28-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
21,259 |
21,610 |
351 |
1.7% |
20,704 |
High |
21,507 |
21,659 |
152 |
0.7% |
21,507 |
Low |
21,259 |
21,376 |
117 |
0.6% |
20,704 |
Close |
21,440 |
21,409 |
-31 |
-0.1% |
21,440 |
Range |
248 |
283 |
35 |
14.1% |
803 |
ATR |
376 |
370 |
-7 |
-1.8% |
0 |
Volume |
120 |
949 |
829 |
690.8% |
1,285 |
|
Daily Pivots for day following 28-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,330 |
22,153 |
21,565 |
|
R3 |
22,047 |
21,870 |
21,487 |
|
R2 |
21,764 |
21,764 |
21,461 |
|
R1 |
21,587 |
21,587 |
21,435 |
21,534 |
PP |
21,481 |
21,481 |
21,481 |
21,455 |
S1 |
21,304 |
21,304 |
21,383 |
21,251 |
S2 |
21,198 |
21,198 |
21,357 |
|
S3 |
20,915 |
21,021 |
21,331 |
|
S4 |
20,632 |
20,738 |
21,253 |
|
|
Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,626 |
23,336 |
21,882 |
|
R3 |
22,823 |
22,533 |
21,661 |
|
R2 |
22,020 |
22,020 |
21,587 |
|
R1 |
21,730 |
21,730 |
21,514 |
21,875 |
PP |
21,217 |
21,217 |
21,217 |
21,290 |
S1 |
20,927 |
20,927 |
21,366 |
21,072 |
S2 |
20,414 |
20,414 |
21,293 |
|
S3 |
19,611 |
20,124 |
21,219 |
|
S4 |
18,808 |
19,321 |
20,998 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
21,659 |
20,704 |
955 |
4.5% |
287 |
1.3% |
74% |
True |
False |
446 |
10 |
22,180 |
20,704 |
1,476 |
6.9% |
337 |
1.6% |
48% |
False |
False |
322 |
20 |
22,561 |
20,704 |
1,857 |
8.7% |
315 |
1.5% |
38% |
False |
False |
230 |
40 |
23,020 |
20,704 |
2,316 |
10.8% |
312 |
1.5% |
30% |
False |
False |
166 |
60 |
23,020 |
20,151 |
2,869 |
13.4% |
259 |
1.2% |
44% |
False |
False |
121 |
80 |
23,020 |
19,455 |
3,565 |
16.7% |
246 |
1.1% |
55% |
False |
False |
96 |
100 |
23,020 |
19,300 |
3,720 |
17.4% |
226 |
1.1% |
57% |
False |
False |
80 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,862 |
2.618 |
22,400 |
1.618 |
22,117 |
1.000 |
21,942 |
0.618 |
21,834 |
HIGH |
21,659 |
0.618 |
21,551 |
0.500 |
21,518 |
0.382 |
21,484 |
LOW |
21,376 |
0.618 |
21,201 |
1.000 |
21,093 |
1.618 |
20,918 |
2.618 |
20,635 |
4.250 |
20,173 |
|
|
Fisher Pivots for day following 28-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
21,518 |
21,370 |
PP |
21,481 |
21,332 |
S1 |
21,445 |
21,293 |
|