| Trading Metrics calculated at close of trading on 14-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2009 |
14-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1,797.25 |
1,790.50 |
-6.75 |
-0.4% |
1,783.25 |
| High |
1,811.50 |
1,809.00 |
-2.50 |
-0.1% |
1,811.50 |
| Low |
1,782.50 |
1,786.25 |
3.75 |
0.2% |
1,756.75 |
| Close |
1,792.00 |
1,807.75 |
15.75 |
0.9% |
1,792.00 |
| Range |
29.00 |
22.75 |
-6.25 |
-21.6% |
54.75 |
| ATR |
30.03 |
29.51 |
-0.52 |
-1.7% |
0.00 |
| Volume |
178,154 |
241,211 |
63,057 |
35.4% |
244,008 |
|
| Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,869.25 |
1,861.25 |
1,820.25 |
|
| R3 |
1,846.50 |
1,838.50 |
1,814.00 |
|
| R2 |
1,823.75 |
1,823.75 |
1,812.00 |
|
| R1 |
1,815.75 |
1,815.75 |
1,809.75 |
1,819.75 |
| PP |
1,801.00 |
1,801.00 |
1,801.00 |
1,803.00 |
| S1 |
1,793.00 |
1,793.00 |
1,805.75 |
1,797.00 |
| S2 |
1,778.25 |
1,778.25 |
1,803.50 |
|
| S3 |
1,755.50 |
1,770.25 |
1,801.50 |
|
| S4 |
1,732.75 |
1,747.50 |
1,795.25 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,951.00 |
1,926.25 |
1,822.00 |
|
| R3 |
1,896.25 |
1,871.50 |
1,807.00 |
|
| R2 |
1,841.50 |
1,841.50 |
1,802.00 |
|
| R1 |
1,816.75 |
1,816.75 |
1,797.00 |
1,829.00 |
| PP |
1,786.75 |
1,786.75 |
1,786.75 |
1,793.00 |
| S1 |
1,762.00 |
1,762.00 |
1,787.00 |
1,774.50 |
| S2 |
1,732.00 |
1,732.00 |
1,782.00 |
|
| S3 |
1,677.25 |
1,707.25 |
1,777.00 |
|
| S4 |
1,622.50 |
1,652.50 |
1,762.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,811.50 |
1,756.75 |
54.75 |
3.0% |
27.50 |
1.5% |
93% |
False |
False |
96,550 |
| 10 |
1,813.75 |
1,756.75 |
57.00 |
3.2% |
29.50 |
1.6% |
89% |
False |
False |
49,290 |
| 20 |
1,813.75 |
1,719.75 |
94.00 |
5.2% |
29.25 |
1.6% |
94% |
False |
False |
24,899 |
| 40 |
1,813.75 |
1,648.50 |
165.25 |
9.1% |
30.75 |
1.7% |
96% |
False |
False |
12,634 |
| 60 |
1,813.75 |
1,648.25 |
165.50 |
9.2% |
29.25 |
1.6% |
96% |
False |
False |
8,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,905.75 |
|
2.618 |
1,868.50 |
|
1.618 |
1,845.75 |
|
1.000 |
1,831.75 |
|
0.618 |
1,823.00 |
|
HIGH |
1,809.00 |
|
0.618 |
1,800.25 |
|
0.500 |
1,797.50 |
|
0.382 |
1,795.00 |
|
LOW |
1,786.25 |
|
0.618 |
1,772.25 |
|
1.000 |
1,763.50 |
|
1.618 |
1,749.50 |
|
2.618 |
1,726.75 |
|
4.250 |
1,689.50 |
|
|
| Fisher Pivots for day following 14-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,804.50 |
1,804.25 |
| PP |
1,801.00 |
1,800.50 |
| S1 |
1,797.50 |
1,797.00 |
|