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 |
3,275 |
3,275 |
0 |
0.0% |
3,400 |
High |
3,298 |
3,290 |
-8 |
-0.2% |
3,510 |
Low |
3,237 |
3,246 |
9 |
0.3% |
3,249 |
Close |
3,265 |
3,251 |
-14 |
-0.4% |
3,251 |
Range |
61 |
44 |
-17 |
-27.9% |
261 |
ATR |
82 |
79 |
-3 |
-3.3% |
0 |
Volume |
7,699 |
6,461 |
-1,238 |
-16.1% |
42,584 |
|
Daily Pivots for day following 23-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,394 |
3,367 |
3,275 |
|
R3 |
3,350 |
3,323 |
3,263 |
|
R2 |
3,306 |
3,306 |
3,259 |
|
R1 |
3,279 |
3,279 |
3,255 |
3,271 |
PP |
3,262 |
3,262 |
3,262 |
3,258 |
S1 |
3,235 |
3,235 |
3,247 |
3,227 |
S2 |
3,218 |
3,218 |
3,243 |
|
S3 |
3,174 |
3,191 |
3,239 |
|
S4 |
3,130 |
3,147 |
3,227 |
|
|
Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,120 |
3,946 |
3,395 |
|
R3 |
3,859 |
3,685 |
3,323 |
|
R2 |
3,598 |
3,598 |
3,299 |
|
R1 |
3,424 |
3,424 |
3,275 |
3,381 |
PP |
3,337 |
3,337 |
3,337 |
3,315 |
S1 |
3,163 |
3,163 |
3,227 |
3,120 |
S2 |
3,076 |
3,076 |
3,203 |
|
S3 |
2,815 |
2,902 |
3,179 |
|
S4 |
2,554 |
2,641 |
3,107 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,490 |
3,237 |
253 |
7.8% |
95 |
2.9% |
6% |
False |
False |
10,908 |
10 |
3,510 |
3,237 |
273 |
8.4% |
80 |
2.5% |
5% |
False |
False |
8,497 |
20 |
3,510 |
3,235 |
275 |
8.5% |
72 |
2.2% |
6% |
False |
False |
7,128 |
40 |
3,510 |
3,102 |
408 |
12.5% |
75 |
2.3% |
37% |
False |
False |
7,370 |
60 |
3,510 |
2,990 |
520 |
16.0% |
80 |
2.5% |
50% |
False |
False |
5,686 |
80 |
3,510 |
2,784 |
726 |
22.3% |
78 |
2.4% |
64% |
False |
False |
4,546 |
100 |
3,510 |
2,725 |
785 |
24.1% |
79 |
2.4% |
67% |
False |
False |
3,863 |
120 |
3,510 |
2,488 |
1,022 |
31.4% |
77 |
2.4% |
75% |
False |
False |
3,338 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,477 |
2.618 |
3,405 |
1.618 |
3,361 |
1.000 |
3,334 |
0.618 |
3,317 |
HIGH |
3,290 |
0.618 |
3,273 |
0.500 |
3,268 |
0.382 |
3,263 |
LOW |
3,246 |
0.618 |
3,219 |
1.000 |
3,202 |
1.618 |
3,175 |
2.618 |
3,131 |
4.250 |
3,059 |
|
|
Fisher Pivots for day following 23-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
3,268 |
3,274 |
PP |
3,262 |
3,266 |
S1 |
3,257 |
3,259 |
|