| Trading Metrics calculated at close of trading on 08-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2009 |
08-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
2,896.0 |
2,902.0 |
6.0 |
0.2% |
2,826.0 |
| High |
2,908.0 |
2,906.0 |
-2.0 |
-0.1% |
2,931.0 |
| Low |
2,874.0 |
2,832.0 |
-42.0 |
-1.5% |
2,788.0 |
| Close |
2,896.0 |
2,851.0 |
-45.0 |
-1.6% |
2,909.0 |
| Range |
34.0 |
74.0 |
40.0 |
117.6% |
143.0 |
| ATR |
61.4 |
62.3 |
0.9 |
1.5% |
0.0 |
| Volume |
944,301 |
1,411,967 |
467,666 |
49.5% |
6,137,570 |
|
| Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,085.0 |
3,042.0 |
2,891.7 |
|
| R3 |
3,011.0 |
2,968.0 |
2,871.4 |
|
| R2 |
2,937.0 |
2,937.0 |
2,864.6 |
|
| R1 |
2,894.0 |
2,894.0 |
2,857.8 |
2,878.5 |
| PP |
2,863.0 |
2,863.0 |
2,863.0 |
2,855.3 |
| S1 |
2,820.0 |
2,820.0 |
2,844.2 |
2,804.5 |
| S2 |
2,789.0 |
2,789.0 |
2,837.4 |
|
| S3 |
2,715.0 |
2,746.0 |
2,830.7 |
|
| S4 |
2,641.0 |
2,672.0 |
2,810.3 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,305.0 |
3,250.0 |
2,987.7 |
|
| R3 |
3,162.0 |
3,107.0 |
2,948.3 |
|
| R2 |
3,019.0 |
3,019.0 |
2,935.2 |
|
| R1 |
2,964.0 |
2,964.0 |
2,922.1 |
2,991.5 |
| PP |
2,876.0 |
2,876.0 |
2,876.0 |
2,889.8 |
| S1 |
2,821.0 |
2,821.0 |
2,895.9 |
2,848.5 |
| S2 |
2,733.0 |
2,733.0 |
2,882.8 |
|
| S3 |
2,590.0 |
2,678.0 |
2,869.7 |
|
| S4 |
2,447.0 |
2,535.0 |
2,830.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,931.0 |
2,832.0 |
99.0 |
3.5% |
56.2 |
2.0% |
19% |
False |
True |
1,179,591 |
| 10 |
2,931.0 |
2,732.0 |
199.0 |
7.0% |
60.0 |
2.1% |
60% |
False |
False |
1,227,416 |
| 20 |
2,933.0 |
2,732.0 |
201.0 |
7.1% |
50.6 |
1.8% |
59% |
False |
False |
1,130,954 |
| 40 |
2,953.0 |
2,680.0 |
273.0 |
9.6% |
57.4 |
2.0% |
63% |
False |
False |
1,228,178 |
| 60 |
2,953.0 |
2,680.0 |
273.0 |
9.6% |
55.6 |
2.0% |
63% |
False |
False |
1,193,202 |
| 80 |
2,953.0 |
2,570.0 |
383.0 |
13.4% |
54.1 |
1.9% |
73% |
False |
False |
912,217 |
| 100 |
2,953.0 |
2,472.0 |
481.0 |
16.9% |
53.8 |
1.9% |
79% |
False |
False |
730,113 |
| 120 |
2,953.0 |
2,241.0 |
712.0 |
25.0% |
54.0 |
1.9% |
86% |
False |
False |
608,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,220.5 |
|
2.618 |
3,099.7 |
|
1.618 |
3,025.7 |
|
1.000 |
2,980.0 |
|
0.618 |
2,951.7 |
|
HIGH |
2,906.0 |
|
0.618 |
2,877.7 |
|
0.500 |
2,869.0 |
|
0.382 |
2,860.3 |
|
LOW |
2,832.0 |
|
0.618 |
2,786.3 |
|
1.000 |
2,758.0 |
|
1.618 |
2,712.3 |
|
2.618 |
2,638.3 |
|
4.250 |
2,517.5 |
|
|
| Fisher Pivots for day following 08-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,869.0 |
2,881.5 |
| PP |
2,863.0 |
2,871.3 |
| S1 |
2,857.0 |
2,861.2 |
|