| Trading Metrics calculated at close of trading on 31-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2009 |
31-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1,098.5 |
1,094.1 |
-4.4 |
-0.4% |
1,111.9 |
| High |
1,098.7 |
1,107.6 |
8.9 |
0.8% |
1,120.8 |
| Low |
1,086.6 |
1,093.1 |
6.5 |
0.6% |
1,075.2 |
| Close |
1,092.5 |
1,096.2 |
3.7 |
0.3% |
1,104.8 |
| Range |
12.1 |
14.5 |
2.4 |
19.8% |
45.6 |
| ATR |
22.7 |
22.2 |
-0.5 |
-2.4% |
0.0 |
| Volume |
97,217 |
91,654 |
-5,563 |
-5.7% |
591,455 |
|
| Daily Pivots for day following 31-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,142.5 |
1,133.8 |
1,104.2 |
|
| R3 |
1,128.0 |
1,119.3 |
1,100.2 |
|
| R2 |
1,113.5 |
1,113.5 |
1,098.9 |
|
| R1 |
1,104.8 |
1,104.8 |
1,097.5 |
1,109.2 |
| PP |
1,099.0 |
1,099.0 |
1,099.0 |
1,101.1 |
| S1 |
1,090.3 |
1,090.3 |
1,094.9 |
1,094.7 |
| S2 |
1,084.5 |
1,084.5 |
1,093.5 |
|
| S3 |
1,070.0 |
1,075.8 |
1,092.2 |
|
| S4 |
1,055.5 |
1,061.3 |
1,088.2 |
|
|
| 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 |
1,086.6 |
27.9 |
2.5% |
13.9 |
1.3% |
34% |
False |
False |
83,743 |
| 10 |
1,142.9 |
1,075.2 |
67.7 |
6.2% |
20.7 |
1.9% |
31% |
False |
False |
130,591 |
| 20 |
1,227.5 |
1,075.2 |
152.3 |
13.9% |
25.3 |
2.3% |
14% |
False |
False |
176,684 |
| 40 |
1,227.5 |
1,075.2 |
152.3 |
13.9% |
22.8 |
2.1% |
14% |
False |
False |
119,875 |
| 60 |
1,227.5 |
1,028.0 |
199.5 |
18.2% |
20.7 |
1.9% |
34% |
False |
False |
81,133 |
| 80 |
1,227.5 |
985.0 |
242.5 |
22.1% |
19.3 |
1.8% |
46% |
False |
False |
61,420 |
| 100 |
1,227.5 |
933.5 |
294.0 |
26.8% |
17.9 |
1.6% |
55% |
False |
False |
49,341 |
| 120 |
1,227.5 |
922.3 |
305.2 |
27.8% |
16.5 |
1.5% |
57% |
False |
False |
41,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,169.2 |
|
2.618 |
1,145.6 |
|
1.618 |
1,131.1 |
|
1.000 |
1,122.1 |
|
0.618 |
1,116.6 |
|
HIGH |
1,107.6 |
|
0.618 |
1,102.1 |
|
0.500 |
1,100.4 |
|
0.382 |
1,098.6 |
|
LOW |
1,093.1 |
|
0.618 |
1,084.1 |
|
1.000 |
1,078.6 |
|
1.618 |
1,069.6 |
|
2.618 |
1,055.1 |
|
4.250 |
1,031.5 |
|
|
| Fisher Pivots for day following 31-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,100.4 |
1,097.9 |
| PP |
1,099.0 |
1,097.3 |
| S1 |
1,097.6 |
1,096.8 |
|