| Trading Metrics calculated at close of trading on 10-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2009 |
10-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
2,837.0 |
2,813.0 |
-24.0 |
-0.8% |
2,826.0 |
| High |
2,858.0 |
2,857.0 |
-1.0 |
0.0% |
2,931.0 |
| Low |
2,796.0 |
2,809.0 |
13.0 |
0.5% |
2,788.0 |
| Close |
2,819.0 |
2,847.0 |
28.0 |
1.0% |
2,909.0 |
| Range |
62.0 |
48.0 |
-14.0 |
-22.6% |
143.0 |
| ATR |
62.3 |
61.3 |
-1.0 |
-1.6% |
0.0 |
| Volume |
1,478,225 |
1,064,054 |
-414,171 |
-28.0% |
6,137,570 |
|
| Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,981.7 |
2,962.3 |
2,873.4 |
|
| R3 |
2,933.7 |
2,914.3 |
2,860.2 |
|
| R2 |
2,885.7 |
2,885.7 |
2,855.8 |
|
| R1 |
2,866.3 |
2,866.3 |
2,851.4 |
2,876.0 |
| PP |
2,837.7 |
2,837.7 |
2,837.7 |
2,842.5 |
| S1 |
2,818.3 |
2,818.3 |
2,842.6 |
2,828.0 |
| S2 |
2,789.7 |
2,789.7 |
2,838.2 |
|
| S3 |
2,741.7 |
2,770.3 |
2,833.8 |
|
| S4 |
2,693.7 |
2,722.3 |
2,820.6 |
|
|
| 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 |
4.7% |
59.2 |
2.1% |
38% |
False |
False |
1,264,889 |
| 10 |
2,931.0 |
2,732.0 |
199.0 |
7.0% |
63.3 |
2.2% |
58% |
False |
False |
1,280,459 |
| 20 |
2,933.0 |
2,732.0 |
201.0 |
7.1% |
53.2 |
1.9% |
57% |
False |
False |
1,156,485 |
| 40 |
2,953.0 |
2,680.0 |
273.0 |
9.6% |
57.8 |
2.0% |
61% |
False |
False |
1,232,418 |
| 60 |
2,953.0 |
2,680.0 |
273.0 |
9.6% |
56.0 |
2.0% |
61% |
False |
False |
1,205,253 |
| 80 |
2,953.0 |
2,570.0 |
383.0 |
13.5% |
54.1 |
1.9% |
72% |
False |
False |
943,967 |
| 100 |
2,953.0 |
2,485.0 |
468.0 |
16.4% |
54.1 |
1.9% |
77% |
False |
False |
755,529 |
| 120 |
2,953.0 |
2,241.0 |
712.0 |
25.0% |
54.0 |
1.9% |
85% |
False |
False |
629,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,061.0 |
|
2.618 |
2,982.7 |
|
1.618 |
2,934.7 |
|
1.000 |
2,905.0 |
|
0.618 |
2,886.7 |
|
HIGH |
2,857.0 |
|
0.618 |
2,838.7 |
|
0.500 |
2,833.0 |
|
0.382 |
2,827.3 |
|
LOW |
2,809.0 |
|
0.618 |
2,779.3 |
|
1.000 |
2,761.0 |
|
1.618 |
2,731.3 |
|
2.618 |
2,683.3 |
|
4.250 |
2,605.0 |
|
|
| Fisher Pivots for day following 10-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,842.3 |
2,851.0 |
| PP |
2,837.7 |
2,849.7 |
| S1 |
2,833.0 |
2,848.3 |
|