Trading Metrics calculated at close of trading on 22-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2009 |
22-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
10,330.10 |
10,414.67 |
84.57 |
0.8% |
10,471.28 |
High |
10,458.05 |
10,479.82 |
21.77 |
0.2% |
10,514.66 |
Low |
10,329.80 |
10,414.59 |
84.79 |
0.8% |
10,263.90 |
Close |
10,414.14 |
10,464.93 |
50.79 |
0.5% |
10,328.89 |
Range |
128.25 |
65.23 |
-63.02 |
-49.1% |
250.76 |
ATR |
117.32 |
113.64 |
-3.69 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,648.80 |
10,622.10 |
10,500.81 |
|
R3 |
10,583.57 |
10,556.87 |
10,482.87 |
|
R2 |
10,518.34 |
10,518.34 |
10,476.89 |
|
R1 |
10,491.64 |
10,491.64 |
10,470.91 |
10,504.99 |
PP |
10,453.11 |
10,453.11 |
10,453.11 |
10,459.79 |
S1 |
10,426.41 |
10,426.41 |
10,458.95 |
10,439.76 |
S2 |
10,387.88 |
10,387.88 |
10,452.97 |
|
S3 |
10,322.65 |
10,361.18 |
10,446.99 |
|
S4 |
10,257.42 |
10,295.95 |
10,429.05 |
|
|
Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,121.43 |
10,975.92 |
10,466.81 |
|
R3 |
10,870.67 |
10,725.16 |
10,397.85 |
|
R2 |
10,619.91 |
10,619.91 |
10,374.86 |
|
R1 |
10,474.40 |
10,474.40 |
10,351.88 |
10,421.78 |
PP |
10,369.15 |
10,369.15 |
10,369.15 |
10,342.84 |
S1 |
10,223.64 |
10,223.64 |
10,305.90 |
10,171.02 |
S2 |
10,118.39 |
10,118.39 |
10,282.92 |
|
S3 |
9,867.63 |
9,972.88 |
10,259.93 |
|
S4 |
9,616.87 |
9,722.12 |
10,190.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,509.97 |
10,263.90 |
246.07 |
2.4% |
103.28 |
1.0% |
82% |
False |
False |
|
10 |
10,514.66 |
10,235.63 |
279.03 |
2.7% |
93.19 |
0.9% |
82% |
False |
False |
|
20 |
10,516.70 |
10,231.25 |
285.45 |
2.7% |
112.00 |
1.1% |
82% |
False |
False |
|
40 |
10,516.70 |
9,678.95 |
837.75 |
8.0% |
127.03 |
1.2% |
94% |
False |
False |
|
60 |
10,516.70 |
9,430.08 |
1,086.62 |
10.4% |
129.30 |
1.2% |
95% |
False |
False |
|
80 |
10,516.70 |
9,252.93 |
1,263.77 |
12.1% |
125.61 |
1.2% |
96% |
False |
False |
|
100 |
10,516.70 |
9,116.52 |
1,400.18 |
13.4% |
126.63 |
1.2% |
96% |
False |
False |
|
120 |
10,516.70 |
8,087.19 |
2,429.51 |
23.2% |
126.87 |
1.2% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,757.05 |
2.618 |
10,650.59 |
1.618 |
10,585.36 |
1.000 |
10,545.05 |
0.618 |
10,520.13 |
HIGH |
10,479.82 |
0.618 |
10,454.90 |
0.500 |
10,447.21 |
0.382 |
10,439.51 |
LOW |
10,414.59 |
0.618 |
10,374.28 |
1.000 |
10,349.36 |
1.618 |
10,309.05 |
2.618 |
10,243.82 |
4.250 |
10,137.36 |
|
|
Fisher Pivots for day following 22-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
10,459.02 |
10,433.91 |
PP |
10,453.11 |
10,402.88 |
S1 |
10,447.21 |
10,371.86 |
|