| Trading Metrics calculated at close of trading on 29-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2009 |
29-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1,108.0 |
1,108.9 |
0.9 |
0.1% |
1,111.9 |
| High |
1,114.5 |
1,109.2 |
-5.3 |
-0.5% |
1,120.8 |
| Low |
1,102.1 |
1,097.1 |
-5.0 |
-0.5% |
1,075.2 |
| Close |
1,107.9 |
1,098.1 |
-9.8 |
-0.9% |
1,104.8 |
| Range |
12.4 |
12.1 |
-0.3 |
-2.4% |
45.6 |
| ATR |
24.4 |
23.6 |
-0.9 |
-3.6% |
0.0 |
| Volume |
56,912 |
73,189 |
16,277 |
28.6% |
591,455 |
|
| Daily Pivots for day following 29-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,137.8 |
1,130.0 |
1,104.8 |
|
| R3 |
1,125.7 |
1,117.9 |
1,101.4 |
|
| R2 |
1,113.6 |
1,113.6 |
1,100.3 |
|
| R1 |
1,105.8 |
1,105.8 |
1,099.2 |
1,103.7 |
| PP |
1,101.5 |
1,101.5 |
1,101.5 |
1,100.4 |
| S1 |
1,093.7 |
1,093.7 |
1,097.0 |
1,091.6 |
| S2 |
1,089.4 |
1,089.4 |
1,095.9 |
|
| S3 |
1,077.3 |
1,081.6 |
1,094.8 |
|
| S4 |
1,065.2 |
1,069.5 |
1,091.4 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,237.1 |
1,216.5 |
1,129.9 |
|
| R3 |
1,191.5 |
1,170.9 |
1,117.3 |
|
| R2 |
1,145.9 |
1,145.9 |
1,113.2 |
|
| R1 |
1,125.3 |
1,125.3 |
1,109.0 |
1,112.8 |
| PP |
1,100.3 |
1,100.3 |
1,100.3 |
1,094.0 |
| S1 |
1,079.7 |
1,079.7 |
1,100.6 |
1,067.2 |
| S2 |
1,054.7 |
1,054.7 |
1,096.4 |
|
| S3 |
1,009.1 |
1,034.1 |
1,092.3 |
|
| S4 |
963.5 |
988.5 |
1,079.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,114.5 |
1,075.2 |
39.3 |
3.6% |
16.6 |
1.5% |
58% |
False |
False |
109,992 |
| 10 |
1,142.9 |
1,075.2 |
67.7 |
6.2% |
21.9 |
2.0% |
34% |
False |
False |
140,460 |
| 20 |
1,227.5 |
1,075.2 |
152.3 |
13.9% |
26.5 |
2.4% |
15% |
False |
False |
184,640 |
| 40 |
1,227.5 |
1,045.0 |
182.5 |
16.6% |
23.5 |
2.1% |
29% |
False |
False |
115,492 |
| 60 |
1,227.5 |
1,003.0 |
224.5 |
20.4% |
21.0 |
1.9% |
42% |
False |
False |
78,061 |
| 80 |
1,227.5 |
985.0 |
242.5 |
22.1% |
19.3 |
1.8% |
47% |
False |
False |
59,085 |
| 100 |
1,227.5 |
933.5 |
294.0 |
26.8% |
17.9 |
1.6% |
56% |
False |
False |
47,495 |
| 120 |
1,227.5 |
911.4 |
316.1 |
28.8% |
16.4 |
1.5% |
59% |
False |
False |
39,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,160.6 |
|
2.618 |
1,140.9 |
|
1.618 |
1,128.8 |
|
1.000 |
1,121.3 |
|
0.618 |
1,116.7 |
|
HIGH |
1,109.2 |
|
0.618 |
1,104.6 |
|
0.500 |
1,103.2 |
|
0.382 |
1,101.7 |
|
LOW |
1,097.1 |
|
0.618 |
1,089.6 |
|
1.000 |
1,085.0 |
|
1.618 |
1,077.5 |
|
2.618 |
1,065.4 |
|
4.250 |
1,045.7 |
|
|
| Fisher Pivots for day following 29-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,103.2 |
1,101.4 |
| PP |
1,101.5 |
1,100.3 |
| S1 |
1,099.8 |
1,099.2 |
|