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 |
1,100.7 |
1,095.0 |
-5.7 |
-0.5% |
1,116.6 |
High |
1,111.0 |
1,099.5 |
-11.5 |
-1.0% |
1,121.1 |
Low |
1,100.0 |
1,089.4 |
-10.6 |
-1.0% |
1,077.5 |
Close |
1,100.7 |
1,095.0 |
-5.7 |
-0.5% |
1,107.3 |
Range |
11.0 |
10.1 |
-0.9 |
-8.2% |
43.6 |
ATR |
22.2 |
21.4 |
-0.8 |
-3.5% |
0.0 |
Volume |
1,607 |
699 |
-908 |
-56.5% |
10,149 |
|
Daily Pivots for day following 30-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,124.9 |
1,120.1 |
1,100.6 |
|
R3 |
1,114.8 |
1,110.0 |
1,097.8 |
|
R2 |
1,104.7 |
1,104.7 |
1,096.9 |
|
R1 |
1,099.9 |
1,099.9 |
1,095.9 |
1,100.1 |
PP |
1,094.6 |
1,094.6 |
1,094.6 |
1,094.7 |
S1 |
1,089.8 |
1,089.8 |
1,094.1 |
1,090.0 |
S2 |
1,084.5 |
1,084.5 |
1,093.1 |
|
S3 |
1,074.4 |
1,079.7 |
1,092.2 |
|
S4 |
1,064.3 |
1,069.6 |
1,089.4 |
|
|
Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,232.8 |
1,213.6 |
1,131.3 |
|
R3 |
1,189.2 |
1,170.0 |
1,119.3 |
|
R2 |
1,145.6 |
1,145.6 |
1,115.3 |
|
R1 |
1,126.4 |
1,126.4 |
1,111.3 |
1,114.2 |
PP |
1,102.0 |
1,102.0 |
1,102.0 |
1,095.9 |
S1 |
1,082.8 |
1,082.8 |
1,103.3 |
1,070.6 |
S2 |
1,058.4 |
1,058.4 |
1,099.3 |
|
S3 |
1,014.8 |
1,039.2 |
1,095.3 |
|
S4 |
971.2 |
995.6 |
1,083.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,117.0 |
1,082.9 |
34.1 |
3.1% |
12.8 |
1.2% |
35% |
False |
False |
1,564 |
10 |
1,145.4 |
1,077.5 |
67.9 |
6.2% |
19.7 |
1.8% |
26% |
False |
False |
2,652 |
20 |
1,230.0 |
1,077.5 |
152.5 |
13.9% |
24.2 |
2.2% |
11% |
False |
False |
2,624 |
40 |
1,230.0 |
1,059.5 |
170.5 |
15.6% |
21.4 |
2.0% |
21% |
False |
False |
2,405 |
60 |
1,230.0 |
1,022.6 |
207.4 |
18.9% |
18.8 |
1.7% |
35% |
False |
False |
1,881 |
80 |
1,230.0 |
989.3 |
240.7 |
22.0% |
17.1 |
1.6% |
44% |
False |
False |
1,505 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,142.4 |
2.618 |
1,125.9 |
1.618 |
1,115.8 |
1.000 |
1,109.6 |
0.618 |
1,105.7 |
HIGH |
1,099.5 |
0.618 |
1,095.6 |
0.500 |
1,094.5 |
0.382 |
1,093.3 |
LOW |
1,089.4 |
0.618 |
1,083.2 |
1.000 |
1,079.3 |
1.618 |
1,073.1 |
2.618 |
1,063.0 |
4.250 |
1,046.5 |
|
|
Fisher Pivots for day following 30-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
1,094.8 |
1,103.2 |
PP |
1,094.6 |
1,100.5 |
S1 |
1,094.5 |
1,097.7 |
|