Trading Metrics calculated at close of trading on 29-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2009 |
29-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
21,610 |
21,478 |
-132 |
-0.6% |
20,704 |
High |
21,659 |
21,519 |
-140 |
-0.6% |
21,507 |
Low |
21,376 |
21,303 |
-73 |
-0.3% |
20,704 |
Close |
21,409 |
21,383 |
-26 |
-0.1% |
21,440 |
Range |
283 |
216 |
-67 |
-23.7% |
803 |
ATR |
370 |
359 |
-11 |
-3.0% |
0 |
Volume |
949 |
294 |
-655 |
-69.0% |
1,285 |
|
Daily Pivots for day following 29-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,050 |
21,932 |
21,502 |
|
R3 |
21,834 |
21,716 |
21,442 |
|
R2 |
21,618 |
21,618 |
21,423 |
|
R1 |
21,500 |
21,500 |
21,403 |
21,451 |
PP |
21,402 |
21,402 |
21,402 |
21,377 |
S1 |
21,284 |
21,284 |
21,363 |
21,235 |
S2 |
21,186 |
21,186 |
21,343 |
|
S3 |
20,970 |
21,068 |
21,324 |
|
S4 |
20,754 |
20,852 |
21,264 |
|
|
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 |
20,927 |
732 |
3.4% |
249 |
1.2% |
62% |
False |
False |
411 |
10 |
21,867 |
20,704 |
1,163 |
5.4% |
286 |
1.3% |
58% |
False |
False |
331 |
20 |
22,561 |
20,704 |
1,857 |
8.7% |
314 |
1.5% |
37% |
False |
False |
231 |
40 |
23,020 |
20,704 |
2,316 |
10.8% |
306 |
1.4% |
29% |
False |
False |
171 |
60 |
23,020 |
20,270 |
2,750 |
12.9% |
260 |
1.2% |
40% |
False |
False |
126 |
80 |
23,020 |
19,601 |
3,419 |
16.0% |
248 |
1.2% |
52% |
False |
False |
99 |
100 |
23,020 |
19,300 |
3,720 |
17.4% |
223 |
1.0% |
56% |
False |
False |
82 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
22,437 |
2.618 |
22,084 |
1.618 |
21,868 |
1.000 |
21,735 |
0.618 |
21,652 |
HIGH |
21,519 |
0.618 |
21,436 |
0.500 |
21,411 |
0.382 |
21,386 |
LOW |
21,303 |
0.618 |
21,170 |
1.000 |
21,087 |
1.618 |
20,954 |
2.618 |
20,738 |
4.250 |
20,385 |
|
|
Fisher Pivots for day following 29-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
21,411 |
21,459 |
PP |
21,402 |
21,434 |
S1 |
21,392 |
21,408 |
|