| 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 |
5,831.5 |
5,823.0 |
-8.5 |
-0.1% |
5,803.0 |
| High |
5,836.0 |
5,938.0 |
102.0 |
1.7% |
5,818.5 |
| Low |
5,759.5 |
5,810.0 |
50.5 |
0.9% |
5,611.0 |
| Close |
5,812.0 |
5,901.0 |
89.0 |
1.5% |
5,766.5 |
| Range |
76.5 |
128.0 |
51.5 |
67.3% |
207.5 |
| ATR |
106.9 |
108.4 |
1.5 |
1.4% |
0.0 |
| Volume |
53,393 |
60,948 |
7,555 |
14.1% |
23,935 |
|
| Daily Pivots for day following 16-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,267.0 |
6,212.0 |
5,971.4 |
|
| R3 |
6,139.0 |
6,084.0 |
5,936.2 |
|
| R2 |
6,011.0 |
6,011.0 |
5,924.5 |
|
| R1 |
5,956.0 |
5,956.0 |
5,912.7 |
5,983.5 |
| PP |
5,883.0 |
5,883.0 |
5,883.0 |
5,896.8 |
| S1 |
5,828.0 |
5,828.0 |
5,889.3 |
5,855.5 |
| S2 |
5,755.0 |
5,755.0 |
5,877.5 |
|
| S3 |
5,627.0 |
5,700.0 |
5,865.8 |
|
| S4 |
5,499.0 |
5,572.0 |
5,830.6 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,354.5 |
6,268.0 |
5,880.6 |
|
| R3 |
6,147.0 |
6,060.5 |
5,823.6 |
|
| R2 |
5,939.5 |
5,939.5 |
5,804.5 |
|
| R1 |
5,853.0 |
5,853.0 |
5,785.5 |
5,792.5 |
| PP |
5,732.0 |
5,732.0 |
5,732.0 |
5,701.8 |
| S1 |
5,645.5 |
5,645.5 |
5,747.5 |
5,585.0 |
| S2 |
5,524.5 |
5,524.5 |
5,728.5 |
|
| S3 |
5,317.0 |
5,438.0 |
5,709.4 |
|
| S4 |
5,109.5 |
5,230.5 |
5,652.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,938.0 |
5,644.0 |
294.0 |
5.0% |
88.1 |
1.5% |
87% |
True |
False |
29,982 |
| 10 |
5,938.0 |
5,611.0 |
327.0 |
5.5% |
102.1 |
1.7% |
89% |
True |
False |
16,371 |
| 20 |
5,938.0 |
5,519.0 |
419.0 |
7.1% |
106.2 |
1.8% |
91% |
True |
False |
8,533 |
| 40 |
5,938.0 |
5,324.0 |
614.0 |
10.4% |
105.9 |
1.8% |
94% |
True |
False |
4,651 |
| 60 |
5,938.0 |
5,324.0 |
614.0 |
10.4% |
103.9 |
1.8% |
94% |
True |
False |
3,322 |
| 80 |
5,938.0 |
5,275.0 |
663.0 |
11.2% |
98.0 |
1.7% |
94% |
True |
False |
3,013 |
| 100 |
5,938.0 |
5,171.0 |
767.0 |
13.0% |
98.1 |
1.7% |
95% |
True |
False |
2,452 |
| 120 |
5,938.0 |
4,558.0 |
1,380.0 |
23.4% |
96.1 |
1.6% |
97% |
True |
False |
2,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,482.0 |
|
2.618 |
6,273.1 |
|
1.618 |
6,145.1 |
|
1.000 |
6,066.0 |
|
0.618 |
6,017.1 |
|
HIGH |
5,938.0 |
|
0.618 |
5,889.1 |
|
0.500 |
5,874.0 |
|
0.382 |
5,858.9 |
|
LOW |
5,810.0 |
|
0.618 |
5,730.9 |
|
1.000 |
5,682.0 |
|
1.618 |
5,602.9 |
|
2.618 |
5,474.9 |
|
4.250 |
5,266.0 |
|
|
| Fisher Pivots for day following 16-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5,892.0 |
5,883.6 |
| PP |
5,883.0 |
5,866.2 |
| S1 |
5,874.0 |
5,848.8 |
|