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 |
10,414.67 |
10,464.32 |
49.65 |
0.5% |
10,471.28 |
High |
10,479.82 |
10,492.06 |
12.24 |
0.1% |
10,514.66 |
Low |
10,414.59 |
10,437.80 |
23.21 |
0.2% |
10,263.90 |
Close |
10,464.93 |
10,466.44 |
1.51 |
0.0% |
10,328.89 |
Range |
65.23 |
54.26 |
-10.97 |
-16.8% |
250.76 |
ATR |
113.64 |
109.39 |
-4.24 |
-3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,628.21 |
10,601.59 |
10,496.28 |
|
R3 |
10,573.95 |
10,547.33 |
10,481.36 |
|
R2 |
10,519.69 |
10,519.69 |
10,476.39 |
|
R1 |
10,493.07 |
10,493.07 |
10,471.41 |
10,506.38 |
PP |
10,465.43 |
10,465.43 |
10,465.43 |
10,472.09 |
S1 |
10,438.81 |
10,438.81 |
10,461.47 |
10,452.12 |
S2 |
10,411.17 |
10,411.17 |
10,456.49 |
|
S3 |
10,356.91 |
10,384.55 |
10,451.52 |
|
S4 |
10,302.65 |
10,330.29 |
10,436.60 |
|
|
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 |
10,492.06 |
10,263.90 |
228.16 |
2.2% |
97.66 |
0.9% |
89% |
True |
False |
|
10 |
10,514.66 |
10,263.90 |
250.76 |
2.4% |
87.95 |
0.8% |
81% |
False |
False |
|
20 |
10,516.70 |
10,231.25 |
285.45 |
2.7% |
109.99 |
1.1% |
82% |
False |
False |
|
40 |
10,516.70 |
9,678.95 |
837.75 |
8.0% |
125.65 |
1.2% |
94% |
False |
False |
|
60 |
10,516.70 |
9,430.08 |
1,086.62 |
10.4% |
128.61 |
1.2% |
95% |
False |
False |
|
80 |
10,516.70 |
9,252.93 |
1,263.77 |
12.1% |
124.95 |
1.2% |
96% |
False |
False |
|
100 |
10,516.70 |
9,116.52 |
1,400.18 |
13.4% |
125.93 |
1.2% |
96% |
False |
False |
|
120 |
10,516.70 |
8,087.19 |
2,429.51 |
23.2% |
126.30 |
1.2% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,722.67 |
2.618 |
10,634.11 |
1.618 |
10,579.85 |
1.000 |
10,546.32 |
0.618 |
10,525.59 |
HIGH |
10,492.06 |
0.618 |
10,471.33 |
0.500 |
10,464.93 |
0.382 |
10,458.53 |
LOW |
10,437.80 |
0.618 |
10,404.27 |
1.000 |
10,383.54 |
1.618 |
10,350.01 |
2.618 |
10,295.75 |
4.250 |
10,207.20 |
|
|
Fisher Pivots for day following 23-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
10,465.94 |
10,447.94 |
PP |
10,465.43 |
10,429.43 |
S1 |
10,464.93 |
10,410.93 |
|