| Trading Metrics calculated at close of trading on 16-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2009 |
16-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
2,894.0 |
2,892.0 |
-2.0 |
-0.1% |
2,896.0 |
| High |
2,895.0 |
2,949.0 |
54.0 |
1.9% |
2,908.0 |
| Low |
2,856.0 |
2,887.0 |
31.0 |
1.1% |
2,796.0 |
| Close |
2,886.0 |
2,924.0 |
38.0 |
1.3% |
2,862.0 |
| Range |
39.0 |
62.0 |
23.0 |
59.0% |
112.0 |
| ATR |
56.8 |
57.3 |
0.4 |
0.8% |
0.0 |
| Volume |
1,957,096 |
1,786,107 |
-170,989 |
-8.7% |
6,117,020 |
|
| Daily Pivots for day following 16-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,106.0 |
3,077.0 |
2,958.1 |
|
| R3 |
3,044.0 |
3,015.0 |
2,941.1 |
|
| R2 |
2,982.0 |
2,982.0 |
2,935.4 |
|
| R1 |
2,953.0 |
2,953.0 |
2,929.7 |
2,967.5 |
| PP |
2,920.0 |
2,920.0 |
2,920.0 |
2,927.3 |
| S1 |
2,891.0 |
2,891.0 |
2,918.3 |
2,905.5 |
| S2 |
2,858.0 |
2,858.0 |
2,912.6 |
|
| S3 |
2,796.0 |
2,829.0 |
2,907.0 |
|
| S4 |
2,734.0 |
2,767.0 |
2,889.9 |
|
|
| 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 |
2,949.0 |
2,809.0 |
140.0 |
4.8% |
43.2 |
1.5% |
82% |
True |
False |
1,459,829 |
| 10 |
2,949.0 |
2,796.0 |
153.0 |
5.2% |
52.3 |
1.8% |
84% |
True |
False |
1,369,109 |
| 20 |
2,949.0 |
2,732.0 |
217.0 |
7.4% |
54.2 |
1.9% |
88% |
True |
False |
1,266,523 |
| 40 |
2,949.0 |
2,680.0 |
269.0 |
9.2% |
56.5 |
1.9% |
91% |
True |
False |
1,272,581 |
| 60 |
2,953.0 |
2,680.0 |
273.0 |
9.3% |
56.4 |
1.9% |
89% |
False |
False |
1,237,698 |
| 80 |
2,953.0 |
2,660.0 |
293.0 |
10.0% |
53.4 |
1.8% |
90% |
False |
False |
1,021,627 |
| 100 |
2,953.0 |
2,540.0 |
413.0 |
14.1% |
53.8 |
1.8% |
93% |
False |
False |
817,788 |
| 120 |
2,953.0 |
2,241.0 |
712.0 |
24.4% |
53.2 |
1.8% |
96% |
False |
False |
681,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,212.5 |
|
2.618 |
3,111.3 |
|
1.618 |
3,049.3 |
|
1.000 |
3,011.0 |
|
0.618 |
2,987.3 |
|
HIGH |
2,949.0 |
|
0.618 |
2,925.3 |
|
0.500 |
2,918.0 |
|
0.382 |
2,910.7 |
|
LOW |
2,887.0 |
|
0.618 |
2,848.7 |
|
1.000 |
2,825.0 |
|
1.618 |
2,786.7 |
|
2.618 |
2,724.7 |
|
4.250 |
2,623.5 |
|
|
| Fisher Pivots for day following 16-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,922.0 |
2,916.8 |
| PP |
2,920.0 |
2,909.7 |
| S1 |
2,918.0 |
2,902.5 |
|