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 |
21,365 |
21,620 |
255 |
1.2% |
20,704 |
High |
21,555 |
21,850 |
295 |
1.4% |
21,507 |
Low |
21,288 |
21,550 |
262 |
1.2% |
20,704 |
Close |
21,496 |
21,850 |
354 |
1.6% |
21,440 |
Range |
267 |
300 |
33 |
12.4% |
803 |
ATR |
352 |
352 |
0 |
0.0% |
0 |
Volume |
220 |
1,154 |
934 |
424.5% |
1,285 |
|
Daily Pivots for day following 31-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,650 |
22,550 |
22,015 |
|
R3 |
22,350 |
22,250 |
21,933 |
|
R2 |
22,050 |
22,050 |
21,905 |
|
R1 |
21,950 |
21,950 |
21,878 |
22,000 |
PP |
21,750 |
21,750 |
21,750 |
21,775 |
S1 |
21,650 |
21,650 |
21,823 |
21,700 |
S2 |
21,450 |
21,450 |
21,795 |
|
S3 |
21,150 |
21,350 |
21,768 |
|
S4 |
20,850 |
21,050 |
21,685 |
|
|
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 |
21,850 |
21,259 |
591 |
2.7% |
263 |
1.2% |
100% |
True |
False |
547 |
10 |
21,850 |
20,704 |
1,146 |
5.2% |
285 |
1.3% |
100% |
True |
False |
432 |
20 |
22,561 |
20,704 |
1,857 |
8.5% |
312 |
1.4% |
62% |
False |
False |
280 |
40 |
23,020 |
20,704 |
2,316 |
10.6% |
301 |
1.4% |
49% |
False |
False |
201 |
60 |
23,020 |
20,704 |
2,316 |
10.6% |
265 |
1.2% |
49% |
False |
False |
148 |
80 |
23,020 |
20,151 |
2,869 |
13.1% |
247 |
1.1% |
59% |
False |
False |
116 |
100 |
23,020 |
19,300 |
3,720 |
17.0% |
224 |
1.0% |
69% |
False |
False |
96 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,125 |
2.618 |
22,635 |
1.618 |
22,335 |
1.000 |
22,150 |
0.618 |
22,035 |
HIGH |
21,850 |
0.618 |
21,735 |
0.500 |
21,700 |
0.382 |
21,665 |
LOW |
21,550 |
0.618 |
21,365 |
1.000 |
21,250 |
1.618 |
21,065 |
2.618 |
20,765 |
4.250 |
20,275 |
|
|
Fisher Pivots for day following 31-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
21,800 |
21,756 |
PP |
21,750 |
21,663 |
S1 |
21,700 |
21,569 |
|