| Trading Metrics calculated at close of trading on 18-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2009 |
18-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
2,906.0 |
2,896.0 |
-10.0 |
-0.3% |
2,892.0 |
| High |
2,917.0 |
2,922.0 |
5.0 |
0.2% |
2,949.0 |
| Low |
2,877.0 |
2,889.0 |
12.0 |
0.4% |
2,856.0 |
| Close |
2,896.0 |
2,916.5 |
20.5 |
0.7% |
2,916.5 |
| Range |
40.0 |
33.0 |
-7.0 |
-17.5% |
93.0 |
| ATR |
56.5 |
54.9 |
-1.7 |
-3.0% |
0.0 |
| Volume |
1,539,225 |
252,298 |
-1,286,927 |
-83.6% |
6,808,144 |
|
| Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,008.2 |
2,995.3 |
2,934.7 |
|
| R3 |
2,975.2 |
2,962.3 |
2,925.6 |
|
| R2 |
2,942.2 |
2,942.2 |
2,922.6 |
|
| R1 |
2,929.3 |
2,929.3 |
2,919.5 |
2,935.8 |
| PP |
2,909.2 |
2,909.2 |
2,909.2 |
2,912.4 |
| S1 |
2,896.3 |
2,896.3 |
2,913.5 |
2,902.8 |
| S2 |
2,876.2 |
2,876.2 |
2,910.5 |
|
| S3 |
2,843.2 |
2,863.3 |
2,907.4 |
|
| S4 |
2,810.2 |
2,830.3 |
2,898.4 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,186.2 |
3,144.3 |
2,967.7 |
|
| R3 |
3,093.2 |
3,051.3 |
2,942.1 |
|
| R2 |
3,000.2 |
3,000.2 |
2,933.6 |
|
| R1 |
2,958.3 |
2,958.3 |
2,925.0 |
2,979.3 |
| PP |
2,907.2 |
2,907.2 |
2,907.2 |
2,917.6 |
| S1 |
2,865.3 |
2,865.3 |
2,908.0 |
2,886.3 |
| S2 |
2,814.2 |
2,814.2 |
2,899.5 |
|
| S3 |
2,721.2 |
2,772.3 |
2,890.9 |
|
| S4 |
2,628.2 |
2,679.3 |
2,865.4 |
|
|
| 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 |
2,856.0 |
93.0 |
3.2% |
41.2 |
1.4% |
65% |
False |
False |
1,361,628 |
| 10 |
2,949.0 |
2,796.0 |
153.0 |
5.2% |
45.9 |
1.6% |
79% |
False |
False |
1,292,516 |
| 20 |
2,949.0 |
2,732.0 |
217.0 |
7.4% |
53.1 |
1.8% |
85% |
False |
False |
1,248,866 |
| 40 |
2,949.0 |
2,680.0 |
269.0 |
9.2% |
55.3 |
1.9% |
88% |
False |
False |
1,253,861 |
| 60 |
2,953.0 |
2,680.0 |
273.0 |
9.4% |
55.5 |
1.9% |
87% |
False |
False |
1,225,984 |
| 80 |
2,953.0 |
2,660.0 |
293.0 |
10.0% |
53.1 |
1.8% |
88% |
False |
False |
1,043,937 |
| 100 |
2,953.0 |
2,570.0 |
383.0 |
13.1% |
53.3 |
1.8% |
90% |
False |
False |
835,670 |
| 120 |
2,953.0 |
2,241.0 |
712.0 |
24.4% |
52.9 |
1.8% |
95% |
False |
False |
696,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,062.3 |
|
2.618 |
3,008.4 |
|
1.618 |
2,975.4 |
|
1.000 |
2,955.0 |
|
0.618 |
2,942.4 |
|
HIGH |
2,922.0 |
|
0.618 |
2,909.4 |
|
0.500 |
2,905.5 |
|
0.382 |
2,901.6 |
|
LOW |
2,889.0 |
|
0.618 |
2,868.6 |
|
1.000 |
2,856.0 |
|
1.618 |
2,835.6 |
|
2.618 |
2,802.6 |
|
4.250 |
2,748.8 |
|
|
| Fisher Pivots for day following 18-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,912.8 |
2,915.3 |
| PP |
2,909.2 |
2,914.2 |
| S1 |
2,905.5 |
2,913.0 |
|