| Trading Metrics calculated at close of trading on 15-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2009 |
15-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
2,892.0 |
2,894.0 |
2.0 |
0.1% |
2,896.0 |
| High |
2,902.0 |
2,895.0 |
-7.0 |
-0.2% |
2,908.0 |
| Low |
2,870.0 |
2,856.0 |
-14.0 |
-0.5% |
2,796.0 |
| Close |
2,881.0 |
2,886.0 |
5.0 |
0.2% |
2,862.0 |
| Range |
32.0 |
39.0 |
7.0 |
21.9% |
112.0 |
| ATR |
58.2 |
56.8 |
-1.4 |
-2.4% |
0.0 |
| Volume |
1,273,418 |
1,957,096 |
683,678 |
53.7% |
6,117,020 |
|
| Daily Pivots for day following 15-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,996.0 |
2,980.0 |
2,907.5 |
|
| R3 |
2,957.0 |
2,941.0 |
2,896.7 |
|
| R2 |
2,918.0 |
2,918.0 |
2,893.2 |
|
| R1 |
2,902.0 |
2,902.0 |
2,889.6 |
2,890.5 |
| PP |
2,879.0 |
2,879.0 |
2,879.0 |
2,873.3 |
| S1 |
2,863.0 |
2,863.0 |
2,882.4 |
2,851.5 |
| S2 |
2,840.0 |
2,840.0 |
2,878.9 |
|
| S3 |
2,801.0 |
2,824.0 |
2,875.3 |
|
| S4 |
2,762.0 |
2,785.0 |
2,864.6 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,191.3 |
3,138.7 |
2,923.6 |
|
| R3 |
3,079.3 |
3,026.7 |
2,892.8 |
|
| R2 |
2,967.3 |
2,967.3 |
2,882.5 |
|
| R1 |
2,914.7 |
2,914.7 |
2,872.3 |
2,885.0 |
| PP |
2,855.3 |
2,855.3 |
2,855.3 |
2,840.5 |
| S1 |
2,802.7 |
2,802.7 |
2,851.7 |
2,773.0 |
| S2 |
2,743.3 |
2,743.3 |
2,841.5 |
|
| S3 |
2,631.3 |
2,690.7 |
2,831.2 |
|
| S4 |
2,519.3 |
2,578.7 |
2,800.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,902.0 |
2,796.0 |
106.0 |
3.7% |
43.2 |
1.5% |
85% |
False |
False |
1,398,253 |
| 10 |
2,931.0 |
2,796.0 |
135.0 |
4.7% |
49.7 |
1.7% |
67% |
False |
False |
1,288,922 |
| 20 |
2,933.0 |
2,732.0 |
201.0 |
7.0% |
52.4 |
1.8% |
77% |
False |
False |
1,219,382 |
| 40 |
2,953.0 |
2,680.0 |
273.0 |
9.5% |
56.3 |
2.0% |
75% |
False |
False |
1,257,177 |
| 60 |
2,953.0 |
2,680.0 |
273.0 |
9.5% |
55.9 |
1.9% |
75% |
False |
False |
1,221,311 |
| 80 |
2,953.0 |
2,660.0 |
293.0 |
10.2% |
53.0 |
1.8% |
77% |
False |
False |
999,319 |
| 100 |
2,953.0 |
2,540.0 |
413.0 |
14.3% |
53.6 |
1.9% |
84% |
False |
False |
799,931 |
| 120 |
2,953.0 |
2,241.0 |
712.0 |
24.7% |
53.3 |
1.8% |
91% |
False |
False |
666,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,060.8 |
|
2.618 |
2,997.1 |
|
1.618 |
2,958.1 |
|
1.000 |
2,934.0 |
|
0.618 |
2,919.1 |
|
HIGH |
2,895.0 |
|
0.618 |
2,880.1 |
|
0.500 |
2,875.5 |
|
0.382 |
2,870.9 |
|
LOW |
2,856.0 |
|
0.618 |
2,831.9 |
|
1.000 |
2,817.0 |
|
1.618 |
2,792.9 |
|
2.618 |
2,753.9 |
|
4.250 |
2,690.3 |
|
|
| Fisher Pivots for day following 15-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,882.5 |
2,882.7 |
| PP |
2,879.0 |
2,879.3 |
| S1 |
2,875.5 |
2,876.0 |
|