| Trading Metrics calculated at close of trading on 21-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2009 |
21-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1,094.25 |
1,098.75 |
4.50 |
0.4% |
1,102.50 |
| High |
1,102.75 |
1,113.25 |
10.50 |
1.0% |
1,113.00 |
| Low |
1,088.50 |
1,096.50 |
8.00 |
0.7% |
1,088.50 |
| Close |
1,097.75 |
1,108.25 |
10.50 |
1.0% |
1,097.75 |
| Range |
14.25 |
16.75 |
2.50 |
17.5% |
24.50 |
| ATR |
15.36 |
15.46 |
0.10 |
0.6% |
0.00 |
| Volume |
2,014,202 |
1,732,758 |
-281,444 |
-14.0% |
8,916,555 |
|
| Daily Pivots for day following 21-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,156.25 |
1,149.00 |
1,117.50 |
|
| R3 |
1,139.50 |
1,132.25 |
1,112.75 |
|
| R2 |
1,122.75 |
1,122.75 |
1,111.25 |
|
| R1 |
1,115.50 |
1,115.50 |
1,109.75 |
1,119.00 |
| PP |
1,106.00 |
1,106.00 |
1,106.00 |
1,107.75 |
| S1 |
1,098.75 |
1,098.75 |
1,106.75 |
1,102.50 |
| S2 |
1,089.25 |
1,089.25 |
1,105.25 |
|
| S3 |
1,072.50 |
1,082.00 |
1,103.75 |
|
| S4 |
1,055.75 |
1,065.25 |
1,099.00 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,173.25 |
1,160.00 |
1,111.25 |
|
| R3 |
1,148.75 |
1,135.50 |
1,104.50 |
|
| R2 |
1,124.25 |
1,124.25 |
1,102.25 |
|
| R1 |
1,111.00 |
1,111.00 |
1,100.00 |
1,105.50 |
| PP |
1,099.75 |
1,099.75 |
1,099.75 |
1,097.00 |
| S1 |
1,086.50 |
1,086.50 |
1,095.50 |
1,081.00 |
| S2 |
1,075.25 |
1,075.25 |
1,093.25 |
|
| S3 |
1,050.75 |
1,062.00 |
1,091.00 |
|
| S4 |
1,026.25 |
1,037.50 |
1,084.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,113.25 |
1,088.50 |
24.75 |
2.2% |
13.25 |
1.2% |
80% |
True |
False |
1,787,814 |
| 10 |
1,113.25 |
1,080.50 |
32.75 |
3.0% |
13.50 |
1.2% |
85% |
True |
False |
1,232,413 |
| 20 |
1,114.25 |
1,062.25 |
52.00 |
4.7% |
16.00 |
1.4% |
88% |
False |
False |
622,854 |
| 40 |
1,114.25 |
1,021.00 |
93.25 |
8.4% |
17.25 |
1.6% |
94% |
False |
False |
313,953 |
| 60 |
1,114.25 |
1,007.25 |
107.00 |
9.7% |
17.25 |
1.6% |
94% |
False |
False |
209,960 |
| 80 |
1,114.25 |
984.25 |
130.00 |
11.7% |
16.25 |
1.5% |
95% |
False |
False |
157,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,184.50 |
|
2.618 |
1,157.00 |
|
1.618 |
1,140.25 |
|
1.000 |
1,130.00 |
|
0.618 |
1,123.50 |
|
HIGH |
1,113.25 |
|
0.618 |
1,106.75 |
|
0.500 |
1,105.00 |
|
0.382 |
1,103.00 |
|
LOW |
1,096.50 |
|
0.618 |
1,086.25 |
|
1.000 |
1,079.75 |
|
1.618 |
1,069.50 |
|
2.618 |
1,052.75 |
|
4.250 |
1,025.25 |
|
|
| Fisher Pivots for day following 21-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,107.00 |
1,105.75 |
| PP |
1,106.00 |
1,103.25 |
| S1 |
1,105.00 |
1,101.00 |
|