| Trading Metrics calculated at close of trading on 07-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2009 |
07-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1,207.8 |
1,157.6 |
-50.2 |
-4.2% |
1,179.9 |
| High |
1,211.2 |
1,165.5 |
-45.7 |
-3.8% |
1,226.4 |
| Low |
1,147.0 |
1,136.3 |
-10.7 |
-0.9% |
1,147.0 |
| Close |
1,168.8 |
1,163.4 |
-5.4 |
-0.5% |
1,168.8 |
| Range |
64.2 |
29.2 |
-35.0 |
-54.5% |
79.4 |
| ATR |
25.6 |
26.1 |
0.5 |
1.9% |
0.0 |
| Volume |
1,530 |
4,288 |
2,758 |
180.3% |
134,026 |
|
| Daily Pivots for day following 07-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,242.7 |
1,232.2 |
1,179.5 |
|
| R3 |
1,213.5 |
1,203.0 |
1,171.4 |
|
| R2 |
1,184.3 |
1,184.3 |
1,168.8 |
|
| R1 |
1,173.8 |
1,173.8 |
1,166.1 |
1,179.1 |
| PP |
1,155.1 |
1,155.1 |
1,155.1 |
1,157.7 |
| S1 |
1,144.6 |
1,144.6 |
1,160.7 |
1,149.9 |
| S2 |
1,125.9 |
1,125.9 |
1,158.0 |
|
| S3 |
1,096.7 |
1,115.4 |
1,155.4 |
|
| S4 |
1,067.5 |
1,086.2 |
1,147.3 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,418.9 |
1,373.3 |
1,212.5 |
|
| R3 |
1,339.5 |
1,293.9 |
1,190.6 |
|
| R2 |
1,260.1 |
1,260.1 |
1,183.4 |
|
| R1 |
1,214.5 |
1,214.5 |
1,176.1 |
1,197.6 |
| PP |
1,180.7 |
1,180.7 |
1,180.7 |
1,172.3 |
| S1 |
1,135.1 |
1,135.1 |
1,161.5 |
1,118.2 |
| S2 |
1,101.3 |
1,101.3 |
1,154.2 |
|
| S3 |
1,021.9 |
1,055.7 |
1,147.0 |
|
| S4 |
942.5 |
976.3 |
1,125.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,226.4 |
1,136.3 |
90.1 |
7.7% |
32.6 |
2.8% |
30% |
False |
True |
5,259 |
| 10 |
1,226.4 |
1,130.1 |
96.3 |
8.3% |
31.0 |
2.7% |
35% |
False |
False |
99,990 |
| 20 |
1,226.4 |
1,096.0 |
130.4 |
11.2% |
24.1 |
2.1% |
52% |
False |
False |
123,198 |
| 40 |
1,226.4 |
1,026.9 |
199.5 |
17.1% |
20.3 |
1.7% |
68% |
False |
False |
130,073 |
| 60 |
1,226.4 |
985.5 |
240.9 |
20.7% |
19.0 |
1.6% |
74% |
False |
False |
126,077 |
| 80 |
1,226.4 |
931.3 |
295.1 |
25.4% |
18.3 |
1.6% |
79% |
False |
False |
118,382 |
| 100 |
1,226.4 |
927.6 |
298.8 |
25.7% |
17.3 |
1.5% |
79% |
False |
False |
106,661 |
| 120 |
1,226.4 |
907.6 |
318.8 |
27.4% |
16.7 |
1.4% |
80% |
False |
False |
90,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,289.6 |
|
2.618 |
1,241.9 |
|
1.618 |
1,212.7 |
|
1.000 |
1,194.7 |
|
0.618 |
1,183.5 |
|
HIGH |
1,165.5 |
|
0.618 |
1,154.3 |
|
0.500 |
1,150.9 |
|
0.382 |
1,147.5 |
|
LOW |
1,136.3 |
|
0.618 |
1,118.3 |
|
1.000 |
1,107.1 |
|
1.618 |
1,089.1 |
|
2.618 |
1,059.9 |
|
4.250 |
1,012.2 |
|
|
| Fisher Pivots for day following 07-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,159.2 |
1,181.4 |
| PP |
1,155.1 |
1,175.4 |
| S1 |
1,150.9 |
1,169.4 |
|