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 |
10,547.83 |
10,544.36 |
-3.47 |
0.0% |
10,330.10 |
High |
10,580.33 |
10,550.70 |
-29.63 |
-0.3% |
10,522.06 |
Low |
10,544.28 |
10,505.66 |
-38.62 |
-0.4% |
10,329.80 |
Close |
10,545.41 |
10,548.51 |
3.10 |
0.0% |
10,520.10 |
Range |
36.05 |
45.04 |
8.99 |
24.9% |
192.26 |
ATR |
96.88 |
93.18 |
-3.70 |
-3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,670.08 |
10,654.33 |
10,573.28 |
|
R3 |
10,625.04 |
10,609.29 |
10,560.90 |
|
R2 |
10,580.00 |
10,580.00 |
10,556.77 |
|
R1 |
10,564.25 |
10,564.25 |
10,552.64 |
10,572.13 |
PP |
10,534.96 |
10,534.96 |
10,534.96 |
10,538.89 |
S1 |
10,519.21 |
10,519.21 |
10,544.38 |
10,527.09 |
S2 |
10,489.92 |
10,489.92 |
10,540.25 |
|
S3 |
10,444.88 |
10,474.17 |
10,536.12 |
|
S4 |
10,399.84 |
10,429.13 |
10,523.74 |
|
|
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 |
10,580.33 |
10,437.80 |
142.53 |
1.4% |
48.20 |
0.5% |
78% |
False |
False |
|
10 |
10,580.33 |
10,263.90 |
316.43 |
3.0% |
75.74 |
0.7% |
90% |
False |
False |
|
20 |
10,580.33 |
10,235.63 |
344.70 |
3.3% |
92.31 |
0.9% |
91% |
False |
False |
|
40 |
10,580.33 |
9,703.89 |
876.44 |
8.3% |
110.01 |
1.0% |
96% |
False |
False |
|
60 |
10,580.33 |
9,601.26 |
979.07 |
9.3% |
121.42 |
1.2% |
97% |
False |
False |
|
80 |
10,580.33 |
9,430.08 |
1,150.25 |
10.9% |
120.33 |
1.1% |
97% |
False |
False |
|
100 |
10,580.33 |
9,116.52 |
1,463.81 |
13.9% |
123.02 |
1.2% |
98% |
False |
False |
|
120 |
10,580.33 |
8,130.42 |
2,449.91 |
23.2% |
123.87 |
1.2% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,742.12 |
2.618 |
10,668.61 |
1.618 |
10,623.57 |
1.000 |
10,595.74 |
0.618 |
10,578.53 |
HIGH |
10,550.70 |
0.618 |
10,533.49 |
0.500 |
10,528.18 |
0.382 |
10,522.87 |
LOW |
10,505.66 |
0.618 |
10,477.83 |
1.000 |
10,460.62 |
1.618 |
10,432.79 |
2.618 |
10,387.75 |
4.250 |
10,314.24 |
|
|
Fisher Pivots for day following 30-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
10,541.73 |
10,546.67 |
PP |
10,534.96 |
10,544.83 |
S1 |
10,528.18 |
10,543.00 |
|