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 |
1,098.7 |
1,097.6 |
-1.1 |
-0.1% |
1,112.6 |
High |
1,098.7 |
1,109.0 |
10.3 |
0.9% |
1,122.0 |
Low |
1,087.9 |
1,095.6 |
7.7 |
0.7% |
1,076.5 |
Close |
1,093.8 |
1,097.6 |
3.8 |
0.3% |
1,106.1 |
Range |
10.8 |
13.4 |
2.6 |
24.1% |
45.5 |
ATR |
22.2 |
21.7 |
-0.5 |
-2.2% |
0.0 |
Volume |
2,795 |
8,877 |
6,082 |
217.6% |
16,994 |
|
Daily Pivots for day following 31-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,140.9 |
1,132.7 |
1,105.0 |
|
R3 |
1,127.5 |
1,119.3 |
1,101.3 |
|
R2 |
1,114.1 |
1,114.1 |
1,100.1 |
|
R1 |
1,105.9 |
1,105.9 |
1,098.8 |
1,104.3 |
PP |
1,100.7 |
1,100.7 |
1,100.7 |
1,100.0 |
S1 |
1,092.5 |
1,092.5 |
1,096.4 |
1,090.9 |
S2 |
1,087.3 |
1,087.3 |
1,095.1 |
|
S3 |
1,073.9 |
1,079.1 |
1,093.9 |
|
S4 |
1,060.5 |
1,065.7 |
1,090.2 |
|
|
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 |
1,087.9 |
27.7 |
2.5% |
12.6 |
1.1% |
35% |
False |
False |
4,223 |
10 |
1,144.0 |
1,076.5 |
67.5 |
6.1% |
19.9 |
1.8% |
31% |
False |
False |
4,598 |
20 |
1,229.0 |
1,076.5 |
152.5 |
13.9% |
24.5 |
2.2% |
14% |
False |
False |
4,571 |
40 |
1,229.0 |
1,076.5 |
152.5 |
13.9% |
22.0 |
2.0% |
14% |
False |
False |
3,942 |
60 |
1,229.0 |
1,029.0 |
200.0 |
18.2% |
20.0 |
1.8% |
34% |
False |
False |
3,100 |
80 |
1,229.0 |
985.8 |
243.2 |
22.2% |
18.8 |
1.7% |
46% |
False |
False |
2,646 |
100 |
1,229.0 |
934.6 |
294.4 |
26.8% |
17.4 |
1.6% |
55% |
False |
False |
2,251 |
120 |
1,229.0 |
924.5 |
304.5 |
27.7% |
16.3 |
1.5% |
57% |
False |
False |
2,016 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,166.0 |
2.618 |
1,144.1 |
1.618 |
1,130.7 |
1.000 |
1,122.4 |
0.618 |
1,117.3 |
HIGH |
1,109.0 |
0.618 |
1,103.9 |
0.500 |
1,102.3 |
0.382 |
1,100.7 |
LOW |
1,095.6 |
0.618 |
1,087.3 |
1.000 |
1,082.2 |
1.618 |
1,073.9 |
2.618 |
1,060.5 |
4.250 |
1,038.7 |
|
|
Fisher Pivots for day following 31-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,102.3 |
1,099.1 |
PP |
1,100.7 |
1,098.6 |
S1 |
1,099.2 |
1,098.1 |
|