| Trading Metrics calculated at close of trading on 29-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2009 |
29-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
6,035.0 |
6,037.0 |
2.0 |
0.0% |
5,941.5 |
| High |
6,036.0 |
6,040.0 |
4.0 |
0.1% |
5,998.5 |
| Low |
5,987.5 |
6,007.0 |
19.5 |
0.3% |
5,934.5 |
| Close |
6,010.5 |
6,009.0 |
-1.5 |
0.0% |
5,958.0 |
| Range |
48.5 |
33.0 |
-15.5 |
-32.0% |
64.0 |
| ATR |
102.0 |
97.1 |
-4.9 |
-4.8% |
0.0 |
| Volume |
37,117 |
42,721 |
5,604 |
15.1% |
161,551 |
|
| Daily Pivots for day following 29-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,117.7 |
6,096.3 |
6,027.2 |
|
| R3 |
6,084.7 |
6,063.3 |
6,018.1 |
|
| R2 |
6,051.7 |
6,051.7 |
6,015.1 |
|
| R1 |
6,030.3 |
6,030.3 |
6,012.0 |
6,024.5 |
| PP |
6,018.7 |
6,018.7 |
6,018.7 |
6,015.8 |
| S1 |
5,997.3 |
5,997.3 |
6,006.0 |
5,991.5 |
| S2 |
5,985.7 |
5,985.7 |
6,003.0 |
|
| S3 |
5,952.7 |
5,964.3 |
5,999.9 |
|
| S4 |
5,919.7 |
5,931.3 |
5,990.9 |
|
|
| 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 |
6,040.0 |
5,824.0 |
216.0 |
3.6% |
55.7 |
0.9% |
86% |
True |
False |
78,669 |
| 10 |
6,040.0 |
5,724.0 |
316.0 |
5.3% |
68.8 |
1.1% |
90% |
True |
False |
60,566 |
| 20 |
6,040.0 |
5,519.0 |
521.0 |
8.7% |
92.6 |
1.5% |
94% |
True |
False |
31,438 |
| 40 |
6,040.0 |
5,324.0 |
716.0 |
11.9% |
95.2 |
1.6% |
96% |
True |
False |
16,145 |
| 60 |
6,040.0 |
5,324.0 |
716.0 |
11.9% |
97.1 |
1.6% |
96% |
True |
False |
10,993 |
| 80 |
6,040.0 |
5,324.0 |
716.0 |
11.9% |
95.3 |
1.6% |
96% |
True |
False |
8,773 |
| 100 |
6,040.0 |
5,171.0 |
869.0 |
14.5% |
96.4 |
1.6% |
96% |
True |
False |
7,069 |
| 120 |
6,040.0 |
4,558.0 |
1,482.0 |
24.7% |
96.2 |
1.6% |
98% |
True |
False |
5,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,180.3 |
|
2.618 |
6,126.4 |
|
1.618 |
6,093.4 |
|
1.000 |
6,073.0 |
|
0.618 |
6,060.4 |
|
HIGH |
6,040.0 |
|
0.618 |
6,027.4 |
|
0.500 |
6,023.5 |
|
0.382 |
6,019.6 |
|
LOW |
6,007.0 |
|
0.618 |
5,986.6 |
|
1.000 |
5,974.0 |
|
1.618 |
5,953.6 |
|
2.618 |
5,920.6 |
|
4.250 |
5,866.8 |
|
|
| Fisher Pivots for day following 29-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
6,023.5 |
6,003.0 |
| PP |
6,018.7 |
5,997.0 |
| S1 |
6,013.8 |
5,991.0 |
|