| 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 |
1,128.2 |
1,125.7 |
-2.5 |
-0.2% |
1,160.3 |
| High |
1,130.0 |
1,142.5 |
12.5 |
1.1% |
1,170.2 |
| Low |
1,112.0 |
1,122.4 |
10.4 |
0.9% |
1,110.2 |
| Close |
1,123.0 |
1,136.2 |
13.2 |
1.2% |
1,119.9 |
| Range |
18.0 |
20.1 |
2.1 |
11.7% |
60.0 |
| ATR |
26.0 |
25.5 |
-0.4 |
-1.6% |
0.0 |
| Volume |
133,515 |
154,049 |
20,534 |
15.4% |
1,309,657 |
|
| Daily Pivots for day following 16-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,194.0 |
1,185.2 |
1,147.3 |
|
| R3 |
1,173.9 |
1,165.1 |
1,141.7 |
|
| R2 |
1,153.8 |
1,153.8 |
1,139.9 |
|
| R1 |
1,145.0 |
1,145.0 |
1,138.0 |
1,149.4 |
| PP |
1,133.7 |
1,133.7 |
1,133.7 |
1,135.9 |
| S1 |
1,124.9 |
1,124.9 |
1,134.4 |
1,129.3 |
| S2 |
1,113.6 |
1,113.6 |
1,132.5 |
|
| S3 |
1,093.5 |
1,104.8 |
1,130.7 |
|
| S4 |
1,073.4 |
1,084.7 |
1,125.1 |
|
|
| 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 |
1,143.4 |
1,110.2 |
33.2 |
2.9% |
20.9 |
1.8% |
78% |
False |
False |
186,255 |
| 10 |
1,227.5 |
1,110.2 |
117.3 |
10.3% |
30.0 |
2.6% |
22% |
False |
False |
222,777 |
| 20 |
1,227.5 |
1,110.2 |
117.3 |
10.3% |
27.2 |
2.4% |
22% |
False |
False |
165,214 |
| 40 |
1,227.5 |
1,028.0 |
199.5 |
17.6% |
22.1 |
1.9% |
54% |
False |
False |
88,458 |
| 60 |
1,227.5 |
987.3 |
240.2 |
21.1% |
20.0 |
1.8% |
62% |
False |
False |
59,849 |
| 80 |
1,227.5 |
942.9 |
284.6 |
25.0% |
18.4 |
1.6% |
68% |
False |
False |
45,215 |
| 100 |
1,227.5 |
929.2 |
298.3 |
26.3% |
17.1 |
1.5% |
69% |
False |
False |
36,468 |
| 120 |
1,227.5 |
909.5 |
318.0 |
28.0% |
15.7 |
1.4% |
71% |
False |
False |
30,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,227.9 |
|
2.618 |
1,195.1 |
|
1.618 |
1,175.0 |
|
1.000 |
1,162.6 |
|
0.618 |
1,154.9 |
|
HIGH |
1,142.5 |
|
0.618 |
1,134.8 |
|
0.500 |
1,132.5 |
|
0.382 |
1,130.1 |
|
LOW |
1,122.4 |
|
0.618 |
1,110.0 |
|
1.000 |
1,102.3 |
|
1.618 |
1,089.9 |
|
2.618 |
1,069.8 |
|
4.250 |
1,037.0 |
|
|
| Fisher Pivots for day following 16-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,135.0 |
1,133.2 |
| PP |
1,133.7 |
1,130.1 |
| S1 |
1,132.5 |
1,127.1 |
|