| Trading Metrics calculated at close of trading on 09-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2009 |
09-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
2,902.0 |
2,837.0 |
-65.0 |
-2.2% |
2,826.0 |
| High |
2,906.0 |
2,858.0 |
-48.0 |
-1.7% |
2,931.0 |
| Low |
2,832.0 |
2,796.0 |
-36.0 |
-1.3% |
2,788.0 |
| Close |
2,851.0 |
2,819.0 |
-32.0 |
-1.1% |
2,909.0 |
| Range |
74.0 |
62.0 |
-12.0 |
-16.2% |
143.0 |
| ATR |
62.3 |
62.3 |
0.0 |
0.0% |
0.0 |
| Volume |
1,411,967 |
1,478,225 |
66,258 |
4.7% |
6,137,570 |
|
| Daily Pivots for day following 09-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,010.3 |
2,976.7 |
2,853.1 |
|
| R3 |
2,948.3 |
2,914.7 |
2,836.1 |
|
| R2 |
2,886.3 |
2,886.3 |
2,830.4 |
|
| R1 |
2,852.7 |
2,852.7 |
2,824.7 |
2,838.5 |
| PP |
2,824.3 |
2,824.3 |
2,824.3 |
2,817.3 |
| S1 |
2,790.7 |
2,790.7 |
2,813.3 |
2,776.5 |
| S2 |
2,762.3 |
2,762.3 |
2,807.6 |
|
| S3 |
2,700.3 |
2,728.7 |
2,802.0 |
|
| S4 |
2,638.3 |
2,666.7 |
2,784.9 |
|
|
| 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 |
2,796.0 |
135.0 |
4.8% |
61.4 |
2.2% |
17% |
False |
True |
1,278,388 |
| 10 |
2,931.0 |
2,732.0 |
199.0 |
7.1% |
62.2 |
2.2% |
44% |
False |
False |
1,269,475 |
| 20 |
2,933.0 |
2,732.0 |
201.0 |
7.1% |
52.4 |
1.9% |
43% |
False |
False |
1,156,981 |
| 40 |
2,953.0 |
2,680.0 |
273.0 |
9.7% |
57.8 |
2.0% |
51% |
False |
False |
1,237,369 |
| 60 |
2,953.0 |
2,680.0 |
273.0 |
9.7% |
56.0 |
2.0% |
51% |
False |
False |
1,203,317 |
| 80 |
2,953.0 |
2,570.0 |
383.0 |
13.6% |
53.9 |
1.9% |
65% |
False |
False |
930,677 |
| 100 |
2,953.0 |
2,485.0 |
468.0 |
16.6% |
54.1 |
1.9% |
71% |
False |
False |
744,890 |
| 120 |
2,953.0 |
2,241.0 |
712.0 |
25.3% |
53.9 |
1.9% |
81% |
False |
False |
620,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,121.5 |
|
2.618 |
3,020.3 |
|
1.618 |
2,958.3 |
|
1.000 |
2,920.0 |
|
0.618 |
2,896.3 |
|
HIGH |
2,858.0 |
|
0.618 |
2,834.3 |
|
0.500 |
2,827.0 |
|
0.382 |
2,819.7 |
|
LOW |
2,796.0 |
|
0.618 |
2,757.7 |
|
1.000 |
2,734.0 |
|
1.618 |
2,695.7 |
|
2.618 |
2,633.7 |
|
4.250 |
2,532.5 |
|
|
| Fisher Pivots for day following 09-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,827.0 |
2,852.0 |
| PP |
2,824.3 |
2,841.0 |
| S1 |
2,821.7 |
2,830.0 |
|