Trading Metrics calculated at close of trading on 28-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2009 |
28-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
10,467.12 |
10,517.91 |
50.79 |
0.5% |
10,330.10 |
High |
10,522.06 |
10,551.61 |
29.55 |
0.3% |
10,522.06 |
Low |
10,461.68 |
10,506.34 |
44.66 |
0.4% |
10,329.80 |
Close |
10,520.10 |
10,547.08 |
26.98 |
0.3% |
10,520.10 |
Range |
60.38 |
45.27 |
-15.11 |
-25.0% |
192.26 |
ATR |
105.89 |
101.56 |
-4.33 |
-4.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,670.82 |
10,654.22 |
10,571.98 |
|
R3 |
10,625.55 |
10,608.95 |
10,559.53 |
|
R2 |
10,580.28 |
10,580.28 |
10,555.38 |
|
R1 |
10,563.68 |
10,563.68 |
10,551.23 |
10,571.98 |
PP |
10,535.01 |
10,535.01 |
10,535.01 |
10,539.16 |
S1 |
10,518.41 |
10,518.41 |
10,542.93 |
10,526.71 |
S2 |
10,489.74 |
10,489.74 |
10,538.78 |
|
S3 |
10,444.47 |
10,473.14 |
10,534.63 |
|
S4 |
10,399.20 |
10,427.87 |
10,522.18 |
|
|
Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,034.10 |
10,969.36 |
10,625.84 |
|
R3 |
10,841.84 |
10,777.10 |
10,572.97 |
|
R2 |
10,649.58 |
10,649.58 |
10,555.35 |
|
R1 |
10,584.84 |
10,584.84 |
10,537.72 |
10,617.21 |
PP |
10,457.32 |
10,457.32 |
10,457.32 |
10,473.51 |
S1 |
10,392.58 |
10,392.58 |
10,502.48 |
10,424.95 |
S2 |
10,265.06 |
10,265.06 |
10,484.85 |
|
S3 |
10,072.80 |
10,200.32 |
10,467.23 |
|
S4 |
9,880.54 |
10,008.06 |
10,414.36 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,551.61 |
10,329.80 |
221.81 |
2.1% |
70.68 |
0.7% |
98% |
True |
False |
|
10 |
10,551.61 |
10,263.90 |
287.71 |
2.7% |
79.23 |
0.8% |
98% |
True |
False |
|
20 |
10,551.61 |
10,235.63 |
315.98 |
3.0% |
101.20 |
1.0% |
99% |
True |
False |
|
40 |
10,551.61 |
9,678.95 |
872.66 |
8.3% |
119.41 |
1.1% |
99% |
True |
False |
|
60 |
10,551.61 |
9,430.08 |
1,121.53 |
10.6% |
124.05 |
1.2% |
100% |
True |
False |
|
80 |
10,551.61 |
9,252.93 |
1,298.68 |
12.3% |
122.09 |
1.2% |
100% |
True |
False |
|
100 |
10,551.61 |
9,116.52 |
1,435.09 |
13.6% |
125.16 |
1.2% |
100% |
True |
False |
|
120 |
10,551.61 |
8,093.31 |
2,458.30 |
23.3% |
124.65 |
1.2% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,744.01 |
2.618 |
10,670.13 |
1.618 |
10,624.86 |
1.000 |
10,596.88 |
0.618 |
10,579.59 |
HIGH |
10,551.61 |
0.618 |
10,534.32 |
0.500 |
10,528.98 |
0.382 |
10,523.63 |
LOW |
10,506.34 |
0.618 |
10,478.36 |
1.000 |
10,461.07 |
1.618 |
10,433.09 |
2.618 |
10,387.82 |
4.250 |
10,313.94 |
|
|
Fisher Pivots for day following 28-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
10,541.05 |
10,529.62 |
PP |
10,535.01 |
10,512.16 |
S1 |
10,528.98 |
10,494.71 |
|