| Trading Metrics calculated at close of trading on 11-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2009 |
11-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1,095.00 |
1,102.50 |
7.50 |
0.7% |
1,108.00 |
| High |
1,106.25 |
1,110.50 |
4.25 |
0.4% |
1,110.75 |
| Low |
1,092.50 |
1,101.25 |
8.75 |
0.8% |
1,085.00 |
| Close |
1,102.00 |
1,108.00 |
6.00 |
0.5% |
1,108.00 |
| Range |
13.75 |
9.25 |
-4.50 |
-32.7% |
25.75 |
| ATR |
17.41 |
16.83 |
-0.58 |
-3.3% |
0.00 |
| Volume |
2,239,481 |
1,327,831 |
-911,650 |
-40.7% |
10,320,449 |
|
| Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,134.25 |
1,130.50 |
1,113.00 |
|
| R3 |
1,125.00 |
1,121.25 |
1,110.50 |
|
| R2 |
1,115.75 |
1,115.75 |
1,109.75 |
|
| R1 |
1,112.00 |
1,112.00 |
1,108.75 |
1,114.00 |
| PP |
1,106.50 |
1,106.50 |
1,106.50 |
1,107.50 |
| S1 |
1,102.75 |
1,102.75 |
1,107.25 |
1,104.50 |
| S2 |
1,097.25 |
1,097.25 |
1,106.25 |
|
| S3 |
1,088.00 |
1,093.50 |
1,105.50 |
|
| S4 |
1,078.75 |
1,084.25 |
1,103.00 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,178.50 |
1,169.00 |
1,122.25 |
|
| R3 |
1,152.75 |
1,143.25 |
1,115.00 |
|
| R2 |
1,127.00 |
1,127.00 |
1,112.75 |
|
| R1 |
1,117.50 |
1,117.50 |
1,110.25 |
1,121.00 |
| PP |
1,101.25 |
1,101.25 |
1,101.25 |
1,103.00 |
| S1 |
1,091.75 |
1,091.75 |
1,105.75 |
1,095.00 |
| S2 |
1,075.50 |
1,075.50 |
1,103.25 |
|
| S3 |
1,049.75 |
1,066.00 |
1,101.00 |
|
| S4 |
1,024.00 |
1,040.25 |
1,093.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,110.75 |
1,085.00 |
25.75 |
2.3% |
13.50 |
1.2% |
89% |
False |
False |
2,064,089 |
| 10 |
1,119.00 |
1,084.50 |
34.50 |
3.1% |
15.50 |
1.4% |
68% |
False |
False |
1,960,171 |
| 20 |
1,119.00 |
1,067.00 |
52.00 |
4.7% |
16.25 |
1.5% |
79% |
False |
False |
1,789,785 |
| 40 |
1,119.00 |
1,026.00 |
93.00 |
8.4% |
18.50 |
1.7% |
88% |
False |
False |
2,010,208 |
| 60 |
1,119.00 |
1,012.00 |
107.00 |
9.7% |
17.75 |
1.6% |
90% |
False |
False |
1,980,341 |
| 80 |
1,119.00 |
986.50 |
132.50 |
12.0% |
17.50 |
1.6% |
92% |
False |
False |
1,622,921 |
| 100 |
1,119.00 |
944.75 |
174.25 |
15.7% |
17.75 |
1.6% |
94% |
False |
False |
1,298,844 |
| 120 |
1,119.00 |
861.25 |
257.75 |
23.3% |
17.50 |
1.6% |
96% |
False |
False |
1,082,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,149.75 |
|
2.618 |
1,134.75 |
|
1.618 |
1,125.50 |
|
1.000 |
1,119.75 |
|
0.618 |
1,116.25 |
|
HIGH |
1,110.50 |
|
0.618 |
1,107.00 |
|
0.500 |
1,106.00 |
|
0.382 |
1,104.75 |
|
LOW |
1,101.25 |
|
0.618 |
1,095.50 |
|
1.000 |
1,092.00 |
|
1.618 |
1,086.25 |
|
2.618 |
1,077.00 |
|
4.250 |
1,062.00 |
|
|
| Fisher Pivots for day following 11-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,107.25 |
1,104.50 |
| PP |
1,106.50 |
1,101.25 |
| S1 |
1,106.00 |
1,097.75 |
|