| Trading Metrics calculated at close of trading on 28-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2009 |
28-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
5,995.0 |
6,035.0 |
40.0 |
0.7% |
5,941.5 |
| High |
5,998.5 |
6,036.0 |
37.5 |
0.6% |
5,998.5 |
| Low |
5,942.0 |
5,987.5 |
45.5 |
0.8% |
5,934.5 |
| Close |
5,958.0 |
6,010.5 |
52.5 |
0.9% |
5,958.0 |
| Range |
56.5 |
48.5 |
-8.0 |
-14.2% |
64.0 |
| ATR |
103.9 |
102.0 |
-1.8 |
-1.8% |
0.0 |
| Volume |
58,370 |
37,117 |
-21,253 |
-36.4% |
161,551 |
|
| Daily Pivots for day following 28-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,156.8 |
6,132.2 |
6,037.2 |
|
| R3 |
6,108.3 |
6,083.7 |
6,023.8 |
|
| R2 |
6,059.8 |
6,059.8 |
6,019.4 |
|
| R1 |
6,035.2 |
6,035.2 |
6,014.9 |
6,023.3 |
| PP |
6,011.3 |
6,011.3 |
6,011.3 |
6,005.4 |
| S1 |
5,986.7 |
5,986.7 |
6,006.1 |
5,974.8 |
| S2 |
5,962.8 |
5,962.8 |
6,001.6 |
|
| S3 |
5,914.3 |
5,938.2 |
5,997.2 |
|
| S4 |
5,865.8 |
5,889.7 |
5,983.8 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,155.7 |
6,120.8 |
5,993.2 |
|
| R3 |
6,091.7 |
6,056.8 |
5,975.6 |
|
| R2 |
6,027.7 |
6,027.7 |
5,969.7 |
|
| R1 |
5,992.8 |
5,992.8 |
5,963.9 |
6,010.3 |
| PP |
5,963.7 |
5,963.7 |
5,963.7 |
5,972.4 |
| S1 |
5,928.8 |
5,928.8 |
5,952.1 |
5,946.3 |
| S2 |
5,899.7 |
5,899.7 |
5,946.3 |
|
| S3 |
5,835.7 |
5,864.8 |
5,940.4 |
|
| S4 |
5,771.7 |
5,800.8 |
5,922.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,036.0 |
5,824.0 |
212.0 |
3.5% |
63.0 |
1.0% |
88% |
True |
False |
84,084 |
| 10 |
6,036.0 |
5,644.0 |
392.0 |
6.5% |
75.6 |
1.3% |
93% |
True |
False |
57,033 |
| 20 |
6,036.0 |
5,519.0 |
517.0 |
8.6% |
99.4 |
1.7% |
95% |
True |
False |
29,324 |
| 40 |
6,036.0 |
5,324.0 |
712.0 |
11.8% |
98.1 |
1.6% |
96% |
True |
False |
15,096 |
| 60 |
6,036.0 |
5,324.0 |
712.0 |
11.8% |
99.7 |
1.7% |
96% |
True |
False |
10,290 |
| 80 |
6,036.0 |
5,287.0 |
749.0 |
12.5% |
95.9 |
1.6% |
97% |
True |
False |
8,253 |
| 100 |
6,036.0 |
5,171.0 |
865.0 |
14.4% |
96.7 |
1.6% |
97% |
True |
False |
6,643 |
| 120 |
6,036.0 |
4,558.0 |
1,478.0 |
24.6% |
96.4 |
1.6% |
98% |
True |
False |
5,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,242.1 |
|
2.618 |
6,163.0 |
|
1.618 |
6,114.5 |
|
1.000 |
6,084.5 |
|
0.618 |
6,066.0 |
|
HIGH |
6,036.0 |
|
0.618 |
6,017.5 |
|
0.500 |
6,011.8 |
|
0.382 |
6,006.0 |
|
LOW |
5,987.5 |
|
0.618 |
5,957.5 |
|
1.000 |
5,939.0 |
|
1.618 |
5,909.0 |
|
2.618 |
5,860.5 |
|
4.250 |
5,781.4 |
|
|
| Fisher Pivots for day following 28-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6,011.8 |
6,002.1 |
| PP |
6,011.3 |
5,993.7 |
| S1 |
6,010.9 |
5,985.3 |
|