| Trading Metrics calculated at close of trading on 14-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2009 |
14-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1,133.3 |
1,114.6 |
-18.7 |
-1.7% |
1,160.3 |
| High |
1,143.4 |
1,128.9 |
-14.5 |
-1.3% |
1,170.2 |
| Low |
1,110.2 |
1,111.7 |
1.5 |
0.1% |
1,110.2 |
| Close |
1,119.9 |
1,123.8 |
3.9 |
0.3% |
1,119.9 |
| Range |
33.2 |
17.2 |
-16.0 |
-48.2% |
60.0 |
| ATR |
27.3 |
26.6 |
-0.7 |
-2.6% |
0.0 |
| Volume |
164,026 |
215,762 |
51,736 |
31.5% |
1,309,657 |
|
| Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,173.1 |
1,165.6 |
1,133.3 |
|
| R3 |
1,155.9 |
1,148.4 |
1,128.5 |
|
| R2 |
1,138.7 |
1,138.7 |
1,127.0 |
|
| R1 |
1,131.2 |
1,131.2 |
1,125.4 |
1,135.0 |
| PP |
1,121.5 |
1,121.5 |
1,121.5 |
1,123.3 |
| S1 |
1,114.0 |
1,114.0 |
1,122.2 |
1,117.8 |
| S2 |
1,104.3 |
1,104.3 |
1,120.6 |
|
| S3 |
1,087.1 |
1,096.8 |
1,119.1 |
|
| S4 |
1,069.9 |
1,079.6 |
1,114.3 |
|
|
| 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 |
5.3% |
28.5 |
2.5% |
23% |
False |
False |
231,868 |
| 10 |
1,227.5 |
1,110.2 |
117.3 |
10.4% |
31.1 |
2.8% |
12% |
False |
False |
228,820 |
| 20 |
1,227.5 |
1,110.2 |
117.3 |
10.4% |
27.2 |
2.4% |
12% |
False |
False |
153,025 |
| 40 |
1,227.5 |
1,028.0 |
199.5 |
17.8% |
22.0 |
2.0% |
48% |
False |
False |
81,334 |
| 60 |
1,227.5 |
987.3 |
240.2 |
21.4% |
19.8 |
1.8% |
57% |
False |
False |
55,132 |
| 80 |
1,227.5 |
940.0 |
287.5 |
25.6% |
18.4 |
1.6% |
64% |
False |
False |
41,630 |
| 100 |
1,227.5 |
929.2 |
298.3 |
26.5% |
16.8 |
1.5% |
65% |
False |
False |
33,616 |
| 120 |
1,227.5 |
909.5 |
318.0 |
28.3% |
15.5 |
1.4% |
67% |
False |
False |
28,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,202.0 |
|
2.618 |
1,173.9 |
|
1.618 |
1,156.7 |
|
1.000 |
1,146.1 |
|
0.618 |
1,139.5 |
|
HIGH |
1,128.9 |
|
0.618 |
1,122.3 |
|
0.500 |
1,120.3 |
|
0.382 |
1,118.3 |
|
LOW |
1,111.7 |
|
0.618 |
1,101.1 |
|
1.000 |
1,094.5 |
|
1.618 |
1,083.9 |
|
2.618 |
1,066.7 |
|
4.250 |
1,038.6 |
|
|
| Fisher Pivots for day following 14-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,122.6 |
1,126.8 |
| PP |
1,121.5 |
1,125.8 |
| S1 |
1,120.3 |
1,124.8 |
|