| Trading Metrics calculated at close of trading on 30-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2009 |
30-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1,108.9 |
1,098.5 |
-10.4 |
-0.9% |
1,111.9 |
| High |
1,109.2 |
1,098.7 |
-10.5 |
-0.9% |
1,120.8 |
| Low |
1,097.1 |
1,086.6 |
-10.5 |
-1.0% |
1,075.2 |
| Close |
1,098.1 |
1,092.5 |
-5.6 |
-0.5% |
1,104.8 |
| Range |
12.1 |
12.1 |
0.0 |
0.0% |
45.6 |
| ATR |
23.6 |
22.7 |
-0.8 |
-3.5% |
0.0 |
| Volume |
73,189 |
97,217 |
24,028 |
32.8% |
591,455 |
|
| Daily Pivots for day following 30-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,128.9 |
1,122.8 |
1,099.2 |
|
| R3 |
1,116.8 |
1,110.7 |
1,095.8 |
|
| R2 |
1,104.7 |
1,104.7 |
1,094.7 |
|
| R1 |
1,098.6 |
1,098.6 |
1,093.6 |
1,095.6 |
| PP |
1,092.6 |
1,092.6 |
1,092.6 |
1,091.1 |
| S1 |
1,086.5 |
1,086.5 |
1,091.4 |
1,083.5 |
| S2 |
1,080.5 |
1,080.5 |
1,090.3 |
|
| S3 |
1,068.4 |
1,074.4 |
1,089.2 |
|
| S4 |
1,056.3 |
1,062.3 |
1,085.8 |
|
|
| 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 |
1,080.1 |
34.4 |
3.1% |
14.4 |
1.3% |
36% |
False |
False |
101,910 |
| 10 |
1,142.9 |
1,075.2 |
67.7 |
6.2% |
21.3 |
1.9% |
26% |
False |
False |
136,830 |
| 20 |
1,227.5 |
1,075.2 |
152.3 |
13.9% |
25.7 |
2.4% |
11% |
False |
False |
180,782 |
| 40 |
1,227.5 |
1,057.0 |
170.5 |
15.6% |
23.3 |
2.1% |
21% |
False |
False |
117,709 |
| 60 |
1,227.5 |
1,018.0 |
209.5 |
19.2% |
20.9 |
1.9% |
36% |
False |
False |
79,621 |
| 80 |
1,227.5 |
985.0 |
242.5 |
22.2% |
19.3 |
1.8% |
44% |
False |
False |
60,282 |
| 100 |
1,227.5 |
933.5 |
294.0 |
26.9% |
17.9 |
1.6% |
54% |
False |
False |
48,433 |
| 120 |
1,227.5 |
912.9 |
314.6 |
28.8% |
16.5 |
1.5% |
57% |
False |
False |
40,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,150.1 |
|
2.618 |
1,130.4 |
|
1.618 |
1,118.3 |
|
1.000 |
1,110.8 |
|
0.618 |
1,106.2 |
|
HIGH |
1,098.7 |
|
0.618 |
1,094.1 |
|
0.500 |
1,092.7 |
|
0.382 |
1,091.2 |
|
LOW |
1,086.6 |
|
0.618 |
1,079.1 |
|
1.000 |
1,074.5 |
|
1.618 |
1,067.0 |
|
2.618 |
1,054.9 |
|
4.250 |
1,035.2 |
|
|
| Fisher Pivots for day following 30-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,092.7 |
1,100.6 |
| PP |
1,092.6 |
1,097.9 |
| S1 |
1,092.6 |
1,095.2 |
|