| 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 |
1,130.1 |
1,133.3 |
3.2 |
0.3% |
1,160.3 |
| High |
1,137.7 |
1,143.4 |
5.7 |
0.5% |
1,170.2 |
| Low |
1,121.8 |
1,110.2 |
-11.6 |
-1.0% |
1,110.2 |
| Close |
1,126.2 |
1,119.9 |
-6.3 |
-0.6% |
1,119.9 |
| Range |
15.9 |
33.2 |
17.3 |
108.8% |
60.0 |
| ATR |
26.8 |
27.3 |
0.5 |
1.7% |
0.0 |
| Volume |
263,927 |
164,026 |
-99,901 |
-37.9% |
1,309,657 |
|
| Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,224.1 |
1,205.2 |
1,138.2 |
|
| R3 |
1,190.9 |
1,172.0 |
1,129.0 |
|
| R2 |
1,157.7 |
1,157.7 |
1,126.0 |
|
| R1 |
1,138.8 |
1,138.8 |
1,122.9 |
1,131.7 |
| PP |
1,124.5 |
1,124.5 |
1,124.5 |
1,120.9 |
| S1 |
1,105.6 |
1,105.6 |
1,116.9 |
1,098.5 |
| S2 |
1,091.3 |
1,091.3 |
1,113.8 |
|
| S3 |
1,058.1 |
1,072.4 |
1,110.8 |
|
| S4 |
1,024.9 |
1,039.2 |
1,101.6 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,313.4 |
1,276.7 |
1,152.9 |
|
| R3 |
1,253.4 |
1,216.7 |
1,136.4 |
|
| R2 |
1,193.4 |
1,193.4 |
1,130.9 |
|
| R1 |
1,156.7 |
1,156.7 |
1,125.4 |
1,145.1 |
| PP |
1,133.4 |
1,133.4 |
1,133.4 |
1,127.6 |
| S1 |
1,096.7 |
1,096.7 |
1,114.4 |
1,085.1 |
| S2 |
1,073.4 |
1,073.4 |
1,108.9 |
|
| S3 |
1,013.4 |
1,036.7 |
1,103.4 |
|
| S4 |
953.4 |
976.7 |
1,086.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,170.2 |
1,110.2 |
60.0 |
5.4% |
31.1 |
2.8% |
16% |
False |
True |
261,931 |
| 10 |
1,227.5 |
1,110.2 |
117.3 |
10.5% |
31.4 |
2.8% |
8% |
False |
True |
234,836 |
| 20 |
1,227.5 |
1,102.6 |
124.9 |
11.2% |
27.3 |
2.4% |
14% |
False |
False |
143,268 |
| 40 |
1,227.5 |
1,028.0 |
199.5 |
17.8% |
21.9 |
2.0% |
46% |
False |
False |
76,079 |
| 60 |
1,227.5 |
987.3 |
240.2 |
21.4% |
19.7 |
1.8% |
55% |
False |
False |
51,575 |
| 80 |
1,227.5 |
940.0 |
287.5 |
25.7% |
18.2 |
1.6% |
63% |
False |
False |
38,971 |
| 100 |
1,227.5 |
929.2 |
298.3 |
26.6% |
16.7 |
1.5% |
64% |
False |
False |
31,487 |
| 120 |
1,227.5 |
909.5 |
318.0 |
28.4% |
15.5 |
1.4% |
66% |
False |
False |
26,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,284.5 |
|
2.618 |
1,230.3 |
|
1.618 |
1,197.1 |
|
1.000 |
1,176.6 |
|
0.618 |
1,163.9 |
|
HIGH |
1,143.4 |
|
0.618 |
1,130.7 |
|
0.500 |
1,126.8 |
|
0.382 |
1,122.9 |
|
LOW |
1,110.2 |
|
0.618 |
1,089.7 |
|
1.000 |
1,077.0 |
|
1.618 |
1,056.5 |
|
2.618 |
1,023.3 |
|
4.250 |
969.1 |
|
|
| Fisher Pivots for day following 11-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,126.8 |
1,129.3 |
| PP |
1,124.5 |
1,126.2 |
| S1 |
1,122.2 |
1,123.0 |
|