| Trading Metrics calculated at close of trading on 17-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2009 |
17-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1,125.7 |
1,138.7 |
13.0 |
1.2% |
1,160.3 |
| High |
1,142.5 |
1,142.9 |
0.4 |
0.0% |
1,170.2 |
| Low |
1,122.4 |
1,095.7 |
-26.7 |
-2.4% |
1,110.2 |
| Close |
1,136.2 |
1,107.4 |
-28.8 |
-2.5% |
1,119.9 |
| Range |
20.1 |
47.2 |
27.1 |
134.8% |
60.0 |
| ATR |
25.5 |
27.1 |
1.5 |
6.1% |
0.0 |
| Volume |
154,049 |
159,463 |
5,414 |
3.5% |
1,309,657 |
|
| Daily Pivots for day following 17-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,256.9 |
1,229.4 |
1,133.4 |
|
| R3 |
1,209.7 |
1,182.2 |
1,120.4 |
|
| R2 |
1,162.5 |
1,162.5 |
1,116.1 |
|
| R1 |
1,135.0 |
1,135.0 |
1,111.7 |
1,125.2 |
| PP |
1,115.3 |
1,115.3 |
1,115.3 |
1,110.4 |
| S1 |
1,087.8 |
1,087.8 |
1,103.1 |
1,078.0 |
| S2 |
1,068.1 |
1,068.1 |
1,098.7 |
|
| S3 |
1,020.9 |
1,040.6 |
1,094.4 |
|
| S4 |
973.7 |
993.4 |
1,081.4 |
|
|
| 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 |
1,095.7 |
47.7 |
4.3% |
27.1 |
2.5% |
25% |
False |
True |
165,363 |
| 10 |
1,213.9 |
1,095.7 |
118.2 |
10.7% |
32.5 |
2.9% |
10% |
False |
True |
219,534 |
| 20 |
1,227.5 |
1,095.7 |
131.8 |
11.9% |
28.7 |
2.6% |
9% |
False |
True |
172,409 |
| 40 |
1,227.5 |
1,028.0 |
199.5 |
18.0% |
22.9 |
2.1% |
40% |
False |
False |
92,384 |
| 60 |
1,227.5 |
987.3 |
240.2 |
21.7% |
20.6 |
1.9% |
50% |
False |
False |
62,472 |
| 80 |
1,227.5 |
942.9 |
284.6 |
25.7% |
18.9 |
1.7% |
58% |
False |
False |
47,196 |
| 100 |
1,227.5 |
929.2 |
298.3 |
26.9% |
17.4 |
1.6% |
60% |
False |
False |
38,058 |
| 120 |
1,227.5 |
909.5 |
318.0 |
28.7% |
16.0 |
1.4% |
62% |
False |
False |
31,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,343.5 |
|
2.618 |
1,266.5 |
|
1.618 |
1,219.3 |
|
1.000 |
1,190.1 |
|
0.618 |
1,172.1 |
|
HIGH |
1,142.9 |
|
0.618 |
1,124.9 |
|
0.500 |
1,119.3 |
|
0.382 |
1,113.7 |
|
LOW |
1,095.7 |
|
0.618 |
1,066.5 |
|
1.000 |
1,048.5 |
|
1.618 |
1,019.3 |
|
2.618 |
972.1 |
|
4.250 |
895.1 |
|
|
| Fisher Pivots for day following 17-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,119.3 |
1,119.3 |
| PP |
1,115.3 |
1,115.3 |
| S1 |
1,111.4 |
1,111.4 |
|