| Trading Metrics calculated at close of trading on 22-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2009 |
22-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
5,861.0 |
5,941.5 |
80.5 |
1.4% |
5,838.5 |
| High |
5,909.0 |
5,990.0 |
81.0 |
1.4% |
5,938.0 |
| Low |
5,824.0 |
5,934.5 |
110.5 |
1.9% |
5,759.5 |
| Close |
5,840.0 |
5,960.0 |
120.0 |
2.1% |
5,840.0 |
| Range |
85.0 |
55.5 |
-29.5 |
-34.7% |
178.5 |
| ATR |
104.3 |
107.5 |
3.3 |
3.1% |
0.0 |
| Volume |
151,956 |
103,181 |
-48,775 |
-32.1% |
358,557 |
|
| Daily Pivots for day following 22-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,128.0 |
6,099.5 |
5,990.5 |
|
| R3 |
6,072.5 |
6,044.0 |
5,975.3 |
|
| R2 |
6,017.0 |
6,017.0 |
5,970.2 |
|
| R1 |
5,988.5 |
5,988.5 |
5,965.1 |
6,002.8 |
| PP |
5,961.5 |
5,961.5 |
5,961.5 |
5,968.6 |
| S1 |
5,933.0 |
5,933.0 |
5,954.9 |
5,947.3 |
| S2 |
5,906.0 |
5,906.0 |
5,949.8 |
|
| S3 |
5,850.5 |
5,877.5 |
5,944.7 |
|
| S4 |
5,795.0 |
5,822.0 |
5,929.5 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,381.3 |
6,289.2 |
5,938.2 |
|
| R3 |
6,202.8 |
6,110.7 |
5,889.1 |
|
| R2 |
6,024.3 |
6,024.3 |
5,872.7 |
|
| R1 |
5,932.2 |
5,932.2 |
5,856.4 |
5,978.3 |
| PP |
5,845.8 |
5,845.8 |
5,845.8 |
5,868.9 |
| S1 |
5,753.7 |
5,753.7 |
5,823.6 |
5,799.8 |
| S2 |
5,667.3 |
5,667.3 |
5,807.3 |
|
| S3 |
5,488.8 |
5,575.2 |
5,790.9 |
|
| S4 |
5,310.3 |
5,396.7 |
5,741.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,990.0 |
5,759.5 |
230.5 |
3.9% |
82.9 |
1.4% |
87% |
True |
False |
87,855 |
| 10 |
5,990.0 |
5,611.0 |
379.0 |
6.4% |
91.3 |
1.5% |
92% |
True |
False |
48,381 |
| 20 |
5,990.0 |
5,519.0 |
471.0 |
7.9% |
100.5 |
1.7% |
94% |
True |
False |
24,709 |
| 40 |
5,990.0 |
5,324.0 |
666.0 |
11.2% |
101.4 |
1.7% |
95% |
True |
False |
12,743 |
| 60 |
5,990.0 |
5,324.0 |
666.0 |
11.2% |
100.7 |
1.7% |
95% |
True |
False |
8,711 |
| 80 |
5,990.0 |
5,275.0 |
715.0 |
12.0% |
98.0 |
1.6% |
96% |
True |
False |
7,066 |
| 100 |
5,990.0 |
5,171.0 |
819.0 |
13.7% |
97.4 |
1.6% |
96% |
True |
False |
5,694 |
| 120 |
5,990.0 |
4,558.0 |
1,432.0 |
24.0% |
96.7 |
1.6% |
98% |
True |
False |
4,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,225.9 |
|
2.618 |
6,135.3 |
|
1.618 |
6,079.8 |
|
1.000 |
6,045.5 |
|
0.618 |
6,024.3 |
|
HIGH |
5,990.0 |
|
0.618 |
5,968.8 |
|
0.500 |
5,962.3 |
|
0.382 |
5,955.7 |
|
LOW |
5,934.5 |
|
0.618 |
5,900.2 |
|
1.000 |
5,879.0 |
|
1.618 |
5,844.7 |
|
2.618 |
5,789.2 |
|
4.250 |
5,698.6 |
|
|
| Fisher Pivots for day following 22-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5,962.3 |
5,942.3 |
| PP |
5,961.5 |
5,924.7 |
| S1 |
5,960.8 |
5,907.0 |
|