| 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 |
3,275 |
3,275 |
0 |
0.0% |
3,400 |
| High |
3,298 |
3,290 |
-8 |
-0.2% |
3,510 |
| Low |
3,237 |
3,246 |
9 |
0.3% |
3,249 |
| Close |
3,265 |
3,251 |
-14 |
-0.4% |
3,251 |
| Range |
61 |
44 |
-17 |
-27.9% |
261 |
| ATR |
82 |
79 |
-3 |
-3.3% |
0 |
| Volume |
7,699 |
6,461 |
-1,238 |
-16.1% |
42,584 |
|
| Daily Pivots for day following 23-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,394 |
3,367 |
3,275 |
|
| R3 |
3,350 |
3,323 |
3,263 |
|
| R2 |
3,306 |
3,306 |
3,259 |
|
| R1 |
3,279 |
3,279 |
3,255 |
3,271 |
| PP |
3,262 |
3,262 |
3,262 |
3,258 |
| S1 |
3,235 |
3,235 |
3,247 |
3,227 |
| S2 |
3,218 |
3,218 |
3,243 |
|
| S3 |
3,174 |
3,191 |
3,239 |
|
| S4 |
3,130 |
3,147 |
3,227 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,120 |
3,946 |
3,395 |
|
| R3 |
3,859 |
3,685 |
3,323 |
|
| R2 |
3,598 |
3,598 |
3,299 |
|
| R1 |
3,424 |
3,424 |
3,275 |
3,381 |
| PP |
3,337 |
3,337 |
3,337 |
3,315 |
| S1 |
3,163 |
3,163 |
3,227 |
3,120 |
| S2 |
3,076 |
3,076 |
3,203 |
|
| S3 |
2,815 |
2,902 |
3,179 |
|
| S4 |
2,554 |
2,641 |
3,107 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,490 |
3,237 |
253 |
7.8% |
95 |
2.9% |
6% |
False |
False |
10,908 |
| 10 |
3,510 |
3,237 |
273 |
8.4% |
80 |
2.5% |
5% |
False |
False |
8,497 |
| 20 |
3,510 |
3,235 |
275 |
8.5% |
72 |
2.2% |
6% |
False |
False |
7,128 |
| 40 |
3,510 |
3,102 |
408 |
12.5% |
75 |
2.3% |
37% |
False |
False |
7,370 |
| 60 |
3,510 |
2,990 |
520 |
16.0% |
80 |
2.5% |
50% |
False |
False |
5,686 |
| 80 |
3,510 |
2,784 |
726 |
22.3% |
78 |
2.4% |
64% |
False |
False |
4,546 |
| 100 |
3,510 |
2,725 |
785 |
24.1% |
79 |
2.4% |
67% |
False |
False |
3,863 |
| 120 |
3,510 |
2,488 |
1,022 |
31.4% |
77 |
2.4% |
75% |
False |
False |
3,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,477 |
|
2.618 |
3,405 |
|
1.618 |
3,361 |
|
1.000 |
3,334 |
|
0.618 |
3,317 |
|
HIGH |
3,290 |
|
0.618 |
3,273 |
|
0.500 |
3,268 |
|
0.382 |
3,263 |
|
LOW |
3,246 |
|
0.618 |
3,219 |
|
1.000 |
3,202 |
|
1.618 |
3,175 |
|
2.618 |
3,131 |
|
4.250 |
3,059 |
|
|
| Fisher Pivots for day following 23-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
3,268 |
3,274 |
| PP |
3,262 |
3,266 |
| S1 |
3,257 |
3,259 |
|