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 |
3,231 |
3,253 |
22 |
0.7% |
3,265 |
High |
3,269 |
3,321 |
52 |
1.6% |
3,310 |
Low |
3,231 |
3,232 |
1 |
0.0% |
3,237 |
Close |
3,247 |
3,289 |
42 |
1.3% |
3,271 |
Range |
38 |
89 |
51 |
134.2% |
73 |
ATR |
71 |
72 |
1 |
1.8% |
0 |
Volume |
3,982 |
2,655 |
-1,327 |
-33.3% |
32,963 |
|
Daily Pivots for day following 31-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,548 |
3,507 |
3,338 |
|
R3 |
3,459 |
3,418 |
3,313 |
|
R2 |
3,370 |
3,370 |
3,305 |
|
R1 |
3,329 |
3,329 |
3,297 |
3,350 |
PP |
3,281 |
3,281 |
3,281 |
3,291 |
S1 |
3,240 |
3,240 |
3,281 |
3,261 |
S2 |
3,192 |
3,192 |
3,273 |
|
S3 |
3,103 |
3,151 |
3,265 |
|
S4 |
3,014 |
3,062 |
3,240 |
|
|
Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,492 |
3,454 |
3,311 |
|
R3 |
3,419 |
3,381 |
3,291 |
|
R2 |
3,346 |
3,346 |
3,284 |
|
R1 |
3,308 |
3,308 |
3,278 |
3,327 |
PP |
3,273 |
3,273 |
3,273 |
3,282 |
S1 |
3,235 |
3,235 |
3,264 |
3,254 |
S2 |
3,200 |
3,200 |
3,258 |
|
S3 |
3,127 |
3,162 |
3,251 |
|
S4 |
3,054 |
3,089 |
3,231 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,321 |
3,230 |
91 |
2.8% |
46 |
1.4% |
65% |
True |
False |
3,842 |
10 |
3,510 |
3,230 |
280 |
8.5% |
80 |
2.4% |
21% |
False |
False |
7,522 |
20 |
3,510 |
3,230 |
280 |
8.5% |
66 |
2.0% |
21% |
False |
False |
6,602 |
40 |
3,510 |
3,102 |
408 |
12.4% |
72 |
2.2% |
46% |
False |
False |
7,344 |
60 |
3,510 |
2,990 |
520 |
15.8% |
77 |
2.4% |
58% |
False |
False |
5,804 |
80 |
3,510 |
2,928 |
582 |
17.7% |
77 |
2.3% |
62% |
False |
False |
4,645 |
100 |
3,510 |
2,725 |
785 |
23.9% |
78 |
2.4% |
72% |
False |
False |
3,949 |
120 |
3,510 |
2,562 |
948 |
28.8% |
77 |
2.3% |
77% |
False |
False |
3,436 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,699 |
2.618 |
3,554 |
1.618 |
3,465 |
1.000 |
3,410 |
0.618 |
3,376 |
HIGH |
3,321 |
0.618 |
3,287 |
0.500 |
3,277 |
0.382 |
3,266 |
LOW |
3,232 |
0.618 |
3,177 |
1.000 |
3,143 |
1.618 |
3,088 |
2.618 |
2,999 |
4.250 |
2,854 |
|
|
Fisher Pivots for day following 31-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
3,285 |
3,285 |
PP |
3,281 |
3,280 |
S1 |
3,277 |
3,276 |
|