Trading Metrics calculated at close of trading on 30-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2009 |
30-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
1,108.0 |
1,098.7 |
-9.3 |
-0.8% |
1,112.6 |
High |
1,110.3 |
1,098.7 |
-11.6 |
-1.0% |
1,122.0 |
Low |
1,098.5 |
1,087.9 |
-10.6 |
-1.0% |
1,076.5 |
Close |
1,099.5 |
1,093.8 |
-5.7 |
-0.5% |
1,106.1 |
Range |
11.8 |
10.8 |
-1.0 |
-8.5% |
45.5 |
ATR |
23.0 |
22.2 |
-0.8 |
-3.5% |
0.0 |
Volume |
1,907 |
2,795 |
888 |
46.6% |
16,994 |
|
Daily Pivots for day following 30-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,125.9 |
1,120.6 |
1,099.7 |
|
R3 |
1,115.1 |
1,109.8 |
1,096.8 |
|
R2 |
1,104.3 |
1,104.3 |
1,095.8 |
|
R1 |
1,099.0 |
1,099.0 |
1,094.8 |
1,096.3 |
PP |
1,093.5 |
1,093.5 |
1,093.5 |
1,092.1 |
S1 |
1,088.2 |
1,088.2 |
1,092.8 |
1,085.5 |
S2 |
1,082.7 |
1,082.7 |
1,091.8 |
|
S3 |
1,071.9 |
1,077.4 |
1,090.8 |
|
S4 |
1,061.1 |
1,066.6 |
1,087.9 |
|
|
Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,238.0 |
1,217.6 |
1,131.1 |
|
R3 |
1,192.5 |
1,172.1 |
1,118.6 |
|
R2 |
1,147.0 |
1,147.0 |
1,114.4 |
|
R1 |
1,126.6 |
1,126.6 |
1,110.3 |
1,114.1 |
PP |
1,101.5 |
1,101.5 |
1,101.5 |
1,095.3 |
S1 |
1,081.1 |
1,081.1 |
1,101.9 |
1,068.6 |
S2 |
1,056.0 |
1,056.0 |
1,097.8 |
|
S3 |
1,010.5 |
1,035.6 |
1,093.6 |
|
S4 |
965.0 |
990.1 |
1,081.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,115.6 |
1,081.4 |
34.2 |
3.1% |
13.2 |
1.2% |
36% |
False |
False |
3,447 |
10 |
1,144.0 |
1,076.5 |
67.5 |
6.2% |
20.5 |
1.9% |
26% |
False |
False |
4,204 |
20 |
1,229.0 |
1,076.5 |
152.5 |
13.9% |
24.9 |
2.3% |
11% |
False |
False |
4,260 |
40 |
1,229.0 |
1,058.6 |
170.4 |
15.6% |
22.5 |
2.1% |
21% |
False |
False |
3,776 |
60 |
1,229.0 |
1,018.8 |
210.2 |
19.2% |
20.3 |
1.9% |
36% |
False |
False |
2,988 |
80 |
1,229.0 |
985.8 |
243.2 |
22.2% |
18.9 |
1.7% |
44% |
False |
False |
2,542 |
100 |
1,229.0 |
934.6 |
294.4 |
26.9% |
17.4 |
1.6% |
54% |
False |
False |
2,168 |
120 |
1,229.0 |
912.5 |
316.5 |
28.9% |
16.3 |
1.5% |
57% |
False |
False |
1,945 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,144.6 |
2.618 |
1,127.0 |
1.618 |
1,116.2 |
1.000 |
1,109.5 |
0.618 |
1,105.4 |
HIGH |
1,098.7 |
0.618 |
1,094.6 |
0.500 |
1,093.3 |
0.382 |
1,092.0 |
LOW |
1,087.9 |
0.618 |
1,081.2 |
1.000 |
1,077.1 |
1.618 |
1,070.4 |
2.618 |
1,059.6 |
4.250 |
1,042.0 |
|
|
Fisher Pivots for day following 30-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,093.6 |
1,101.8 |
PP |
1,093.5 |
1,099.1 |
S1 |
1,093.3 |
1,096.5 |
|