| Trading Metrics calculated at close of trading on 24-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2009 |
24-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1,113.75 |
1,115.25 |
1.50 |
0.1% |
1,102.50 |
| High |
1,120.00 |
1,122.50 |
2.50 |
0.2% |
1,113.00 |
| Low |
1,111.25 |
1,114.75 |
3.50 |
0.3% |
1,088.50 |
| Close |
1,115.50 |
1,122.00 |
6.50 |
0.6% |
1,097.75 |
| Range |
8.75 |
7.75 |
-1.00 |
-11.4% |
24.50 |
| ATR |
14.52 |
14.04 |
-0.48 |
-3.3% |
0.00 |
| Volume |
930,909 |
727,761 |
-203,148 |
-21.8% |
8,916,555 |
|
| Daily Pivots for day following 24-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,143.00 |
1,140.25 |
1,126.25 |
|
| R3 |
1,135.25 |
1,132.50 |
1,124.25 |
|
| R2 |
1,127.50 |
1,127.50 |
1,123.50 |
|
| R1 |
1,124.75 |
1,124.75 |
1,122.75 |
1,126.00 |
| PP |
1,119.75 |
1,119.75 |
1,119.75 |
1,120.50 |
| S1 |
1,117.00 |
1,117.00 |
1,121.25 |
1,118.50 |
| S2 |
1,112.00 |
1,112.00 |
1,120.50 |
|
| S3 |
1,104.25 |
1,109.25 |
1,119.75 |
|
| S4 |
1,096.50 |
1,101.50 |
1,117.75 |
|
|
| 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 |
1,122.50 |
1,088.50 |
34.00 |
3.0% |
11.25 |
1.0% |
99% |
True |
False |
1,313,884 |
| 10 |
1,122.50 |
1,088.50 |
34.00 |
3.0% |
11.50 |
1.0% |
99% |
True |
False |
1,457,674 |
| 20 |
1,122.50 |
1,062.25 |
60.25 |
5.4% |
15.00 |
1.3% |
99% |
True |
False |
763,236 |
| 40 |
1,122.50 |
1,021.00 |
101.50 |
9.0% |
16.25 |
1.4% |
100% |
True |
False |
384,091 |
| 60 |
1,122.50 |
1,007.25 |
115.25 |
10.3% |
16.75 |
1.5% |
100% |
True |
False |
256,955 |
| 80 |
1,122.50 |
984.25 |
138.25 |
12.3% |
16.00 |
1.4% |
100% |
True |
False |
192,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,155.50 |
|
2.618 |
1,142.75 |
|
1.618 |
1,135.00 |
|
1.000 |
1,130.25 |
|
0.618 |
1,127.25 |
|
HIGH |
1,122.50 |
|
0.618 |
1,119.50 |
|
0.500 |
1,118.50 |
|
0.382 |
1,117.75 |
|
LOW |
1,114.75 |
|
0.618 |
1,110.00 |
|
1.000 |
1,107.00 |
|
1.618 |
1,102.25 |
|
2.618 |
1,094.50 |
|
4.250 |
1,081.75 |
|
|
| Fisher Pivots for day following 24-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,121.00 |
1,119.50 |
| PP |
1,119.75 |
1,117.25 |
| S1 |
1,118.50 |
1,115.00 |
|