| Trading Metrics calculated at close of trading on 14-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2009 |
14-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1,132.7 |
1,114.5 |
-18.2 |
-1.6% |
1,157.6 |
| High |
1,141.4 |
1,127.5 |
-13.9 |
-1.2% |
1,169.3 |
| Low |
1,110.8 |
1,114.5 |
3.7 |
0.3% |
1,110.8 |
| Close |
1,119.4 |
1,123.3 |
3.9 |
0.3% |
1,119.4 |
| Range |
30.6 |
13.0 |
-17.6 |
-57.5% |
58.5 |
| ATR |
26.9 |
25.9 |
-1.0 |
-3.7% |
0.0 |
| Volume |
344 |
912 |
568 |
165.1% |
11,340 |
|
| Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,160.8 |
1,155.0 |
1,130.5 |
|
| R3 |
1,147.8 |
1,142.0 |
1,126.9 |
|
| R2 |
1,134.8 |
1,134.8 |
1,125.7 |
|
| R1 |
1,129.0 |
1,129.0 |
1,124.5 |
1,131.9 |
| PP |
1,121.8 |
1,121.8 |
1,121.8 |
1,123.2 |
| S1 |
1,116.0 |
1,116.0 |
1,122.1 |
1,118.9 |
| S2 |
1,108.8 |
1,108.8 |
1,120.9 |
|
| S3 |
1,095.8 |
1,103.0 |
1,119.7 |
|
| S4 |
1,082.8 |
1,090.0 |
1,116.2 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,308.7 |
1,272.5 |
1,151.6 |
|
| R3 |
1,250.2 |
1,214.0 |
1,135.5 |
|
| R2 |
1,191.7 |
1,191.7 |
1,130.1 |
|
| R1 |
1,155.5 |
1,155.5 |
1,124.8 |
1,144.4 |
| PP |
1,133.2 |
1,133.2 |
1,133.2 |
1,127.6 |
| S1 |
1,097.0 |
1,097.0 |
1,114.0 |
1,085.9 |
| S2 |
1,074.7 |
1,074.7 |
1,108.7 |
|
| S3 |
1,016.2 |
1,038.5 |
1,103.3 |
|
| S4 |
957.7 |
980.0 |
1,087.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,169.3 |
1,110.8 |
58.5 |
5.2% |
26.1 |
2.3% |
21% |
False |
False |
1,592 |
| 10 |
1,226.4 |
1,110.8 |
115.6 |
10.3% |
29.4 |
2.6% |
11% |
False |
False |
3,426 |
| 20 |
1,226.4 |
1,110.8 |
115.6 |
10.3% |
26.6 |
2.4% |
11% |
False |
False |
93,227 |
| 40 |
1,226.4 |
1,026.9 |
199.5 |
17.8% |
21.6 |
1.9% |
48% |
False |
False |
114,676 |
| 60 |
1,226.4 |
985.5 |
240.9 |
21.4% |
19.9 |
1.8% |
57% |
False |
False |
116,823 |
| 80 |
1,226.4 |
935.7 |
290.7 |
25.9% |
19.1 |
1.7% |
65% |
False |
False |
113,785 |
| 100 |
1,226.4 |
927.6 |
298.8 |
26.6% |
18.0 |
1.6% |
65% |
False |
False |
105,907 |
| 120 |
1,226.4 |
907.6 |
318.8 |
28.4% |
17.1 |
1.5% |
68% |
False |
False |
90,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,182.8 |
|
2.618 |
1,161.5 |
|
1.618 |
1,148.5 |
|
1.000 |
1,140.5 |
|
0.618 |
1,135.5 |
|
HIGH |
1,127.5 |
|
0.618 |
1,122.5 |
|
0.500 |
1,121.0 |
|
0.382 |
1,119.5 |
|
LOW |
1,114.5 |
|
0.618 |
1,106.5 |
|
1.000 |
1,101.5 |
|
1.618 |
1,093.5 |
|
2.618 |
1,080.5 |
|
4.250 |
1,059.3 |
|
|
| Fisher Pivots for day following 14-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,122.5 |
1,126.1 |
| PP |
1,121.8 |
1,125.2 |
| S1 |
1,121.0 |
1,124.2 |
|