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 |
1,096.4 |
1,087.0 |
-9.4 |
-0.9% |
1,116.7 |
High |
1,099.0 |
1,097.9 |
-1.1 |
-0.1% |
1,144.0 |
Low |
1,076.5 |
1,081.4 |
4.9 |
0.5% |
1,097.1 |
Close |
1,087.9 |
1,095.2 |
7.3 |
0.7% |
1,112.7 |
Range |
22.5 |
16.5 |
-6.0 |
-26.7% |
46.9 |
ATR |
26.2 |
25.5 |
-0.7 |
-2.6% |
0.0 |
Volume |
4,149 |
5,000 |
851 |
20.5% |
25,026 |
|
Daily Pivots for day following 23-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,141.0 |
1,134.6 |
1,104.3 |
|
R3 |
1,124.5 |
1,118.1 |
1,099.7 |
|
R2 |
1,108.0 |
1,108.0 |
1,098.2 |
|
R1 |
1,101.6 |
1,101.6 |
1,096.7 |
1,104.8 |
PP |
1,091.5 |
1,091.5 |
1,091.5 |
1,093.1 |
S1 |
1,085.1 |
1,085.1 |
1,093.7 |
1,088.3 |
S2 |
1,075.0 |
1,075.0 |
1,092.2 |
|
S3 |
1,058.5 |
1,068.6 |
1,090.7 |
|
S4 |
1,042.0 |
1,052.1 |
1,086.1 |
|
|
Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,258.6 |
1,232.6 |
1,138.5 |
|
R3 |
1,211.7 |
1,185.7 |
1,125.6 |
|
R2 |
1,164.8 |
1,164.8 |
1,121.3 |
|
R1 |
1,138.8 |
1,138.8 |
1,117.0 |
1,128.4 |
PP |
1,117.9 |
1,117.9 |
1,117.9 |
1,112.7 |
S1 |
1,091.9 |
1,091.9 |
1,108.4 |
1,081.5 |
S2 |
1,071.0 |
1,071.0 |
1,104.1 |
|
S3 |
1,024.1 |
1,045.0 |
1,099.8 |
|
S4 |
977.2 |
998.1 |
1,086.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,144.0 |
1,076.5 |
67.5 |
6.2% |
27.2 |
2.5% |
28% |
False |
False |
4,973 |
10 |
1,144.5 |
1,076.5 |
68.0 |
6.2% |
23.8 |
2.2% |
28% |
False |
False |
4,290 |
20 |
1,229.0 |
1,076.5 |
152.5 |
13.9% |
29.3 |
2.7% |
12% |
False |
False |
4,625 |
40 |
1,229.0 |
1,029.0 |
200.0 |
18.3% |
22.9 |
2.1% |
33% |
False |
False |
3,569 |
60 |
1,229.0 |
989.3 |
239.7 |
21.9% |
20.5 |
1.9% |
44% |
False |
False |
2,854 |
80 |
1,229.0 |
952.1 |
276.9 |
25.3% |
19.1 |
1.7% |
52% |
False |
False |
2,466 |
100 |
1,229.0 |
934.6 |
294.4 |
26.9% |
17.4 |
1.6% |
55% |
False |
False |
2,069 |
120 |
1,229.0 |
910.1 |
318.9 |
29.1% |
16.3 |
1.5% |
58% |
False |
False |
1,863 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,168.0 |
2.618 |
1,141.1 |
1.618 |
1,124.6 |
1.000 |
1,114.4 |
0.618 |
1,108.1 |
HIGH |
1,097.9 |
0.618 |
1,091.6 |
0.500 |
1,089.7 |
0.382 |
1,087.7 |
LOW |
1,081.4 |
0.618 |
1,071.2 |
1.000 |
1,064.9 |
1.618 |
1,054.7 |
2.618 |
1,038.2 |
4.250 |
1,011.3 |
|
|
Fisher Pivots for day following 23-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,093.4 |
1,099.3 |
PP |
1,091.5 |
1,097.9 |
S1 |
1,089.7 |
1,096.6 |
|