Trading Metrics calculated at close of trading on 24-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2009 |
24-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
10,464.32 |
10,467.12 |
2.80 |
0.0% |
10,471.28 |
High |
10,492.06 |
10,522.06 |
30.00 |
0.3% |
10,514.66 |
Low |
10,437.80 |
10,461.68 |
23.88 |
0.2% |
10,263.90 |
Close |
10,466.44 |
10,520.10 |
53.66 |
0.5% |
10,328.89 |
Range |
54.26 |
60.38 |
6.12 |
11.3% |
250.76 |
ATR |
109.39 |
105.89 |
-3.50 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,682.42 |
10,661.64 |
10,553.31 |
|
R3 |
10,622.04 |
10,601.26 |
10,536.70 |
|
R2 |
10,561.66 |
10,561.66 |
10,531.17 |
|
R1 |
10,540.88 |
10,540.88 |
10,525.63 |
10,551.27 |
PP |
10,501.28 |
10,501.28 |
10,501.28 |
10,506.48 |
S1 |
10,480.50 |
10,480.50 |
10,514.57 |
10,490.89 |
S2 |
10,440.90 |
10,440.90 |
10,509.03 |
|
S3 |
10,380.52 |
10,420.12 |
10,503.50 |
|
S4 |
10,320.14 |
10,359.74 |
10,486.89 |
|
|
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 |
10,522.06 |
10,263.90 |
258.16 |
2.5% |
83.31 |
0.8% |
99% |
True |
False |
|
10 |
10,522.06 |
10,263.90 |
258.16 |
2.5% |
83.10 |
0.8% |
99% |
True |
False |
|
20 |
10,522.06 |
10,231.25 |
290.81 |
2.8% |
109.98 |
1.0% |
99% |
True |
False |
|
40 |
10,522.06 |
9,678.95 |
843.11 |
8.0% |
123.55 |
1.2% |
100% |
True |
False |
|
60 |
10,522.06 |
9,430.08 |
1,091.98 |
10.4% |
126.81 |
1.2% |
100% |
True |
False |
|
80 |
10,522.06 |
9,252.93 |
1,269.13 |
12.1% |
122.38 |
1.2% |
100% |
True |
False |
|
100 |
10,522.06 |
9,116.52 |
1,405.54 |
13.4% |
125.83 |
1.2% |
100% |
True |
False |
|
120 |
10,522.06 |
8,087.19 |
2,434.87 |
23.1% |
125.37 |
1.2% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,778.68 |
2.618 |
10,680.13 |
1.618 |
10,619.75 |
1.000 |
10,582.44 |
0.618 |
10,559.37 |
HIGH |
10,522.06 |
0.618 |
10,498.99 |
0.500 |
10,491.87 |
0.382 |
10,484.75 |
LOW |
10,461.68 |
0.618 |
10,424.37 |
1.000 |
10,401.30 |
1.618 |
10,363.99 |
2.618 |
10,303.61 |
4.250 |
10,205.07 |
|
|
Fisher Pivots for day following 24-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
10,510.69 |
10,502.84 |
PP |
10,501.28 |
10,485.58 |
S1 |
10,491.87 |
10,468.33 |
|