| 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 |
20,704 |
21,047 |
343 |
1.7% |
21,750 |
| High |
21,109 |
21,115 |
6 |
0.0% |
22,180 |
| Low |
20,704 |
20,955 |
251 |
1.2% |
20,997 |
| Close |
20,824 |
20,949 |
125 |
0.6% |
21,050 |
| Range |
405 |
160 |
-245 |
-60.5% |
1,183 |
| ATR |
389 |
382 |
-7 |
-1.8% |
0 |
| Volume |
469 |
332 |
-137 |
-29.2% |
987 |
|
| Daily Pivots for day following 22-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,486 |
21,378 |
21,037 |
|
| R3 |
21,326 |
21,218 |
20,993 |
|
| R2 |
21,166 |
21,166 |
20,978 |
|
| R1 |
21,058 |
21,058 |
20,964 |
21,032 |
| PP |
21,006 |
21,006 |
21,006 |
20,994 |
| S1 |
20,898 |
20,898 |
20,934 |
20,872 |
| S2 |
20,846 |
20,846 |
20,920 |
|
| S3 |
20,686 |
20,738 |
20,905 |
|
| S4 |
20,526 |
20,578 |
20,861 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
24,958 |
24,187 |
21,701 |
|
| R3 |
23,775 |
23,004 |
21,375 |
|
| R2 |
22,592 |
22,592 |
21,267 |
|
| R1 |
21,821 |
21,821 |
21,158 |
21,615 |
| PP |
21,409 |
21,409 |
21,409 |
21,306 |
| S1 |
20,638 |
20,638 |
20,942 |
20,432 |
| S2 |
20,226 |
20,226 |
20,833 |
|
| S3 |
19,043 |
19,455 |
20,725 |
|
| S4 |
17,860 |
18,272 |
20,399 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
21,845 |
20,704 |
1,141 |
5.4% |
317 |
1.5% |
21% |
False |
False |
290 |
| 10 |
22,180 |
20,704 |
1,476 |
7.0% |
356 |
1.7% |
17% |
False |
False |
207 |
| 20 |
22,580 |
20,704 |
1,876 |
9.0% |
346 |
1.7% |
13% |
False |
False |
186 |
| 40 |
23,020 |
20,704 |
2,316 |
11.1% |
310 |
1.5% |
11% |
False |
False |
136 |
| 60 |
23,020 |
20,151 |
2,869 |
13.7% |
253 |
1.2% |
28% |
False |
False |
98 |
| 80 |
23,020 |
19,300 |
3,720 |
17.8% |
237 |
1.1% |
44% |
False |
False |
78 |
| 100 |
23,020 |
19,300 |
3,720 |
17.8% |
220 |
1.1% |
44% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,795 |
|
2.618 |
21,534 |
|
1.618 |
21,374 |
|
1.000 |
21,275 |
|
0.618 |
21,214 |
|
HIGH |
21,115 |
|
0.618 |
21,054 |
|
0.500 |
21,035 |
|
0.382 |
21,016 |
|
LOW |
20,955 |
|
0.618 |
20,856 |
|
1.000 |
20,795 |
|
1.618 |
20,696 |
|
2.618 |
20,536 |
|
4.250 |
20,275 |
|
|
| Fisher Pivots for day following 22-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
21,035 |
20,952 |
| PP |
21,006 |
20,951 |
| S1 |
20,978 |
20,950 |
|