| Trading Metrics calculated at close of trading on 23-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2009 |
23-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1,825.50 |
1,841.00 |
15.50 |
0.8% |
1,790.50 |
| High |
1,841.00 |
1,853.00 |
12.00 |
0.7% |
1,813.25 |
| Low |
1,825.25 |
1,837.00 |
11.75 |
0.6% |
1,774.00 |
| Close |
1,841.00 |
1,852.25 |
11.25 |
0.6% |
1,807.00 |
| Range |
15.75 |
16.00 |
0.25 |
1.6% |
39.25 |
| ATR |
27.17 |
26.37 |
-0.80 |
-2.9% |
0.00 |
| Volume |
220,688 |
165,980 |
-54,708 |
-24.8% |
1,299,707 |
|
| Daily Pivots for day following 23-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,895.50 |
1,889.75 |
1,861.00 |
|
| R3 |
1,879.50 |
1,873.75 |
1,856.75 |
|
| R2 |
1,863.50 |
1,863.50 |
1,855.25 |
|
| R1 |
1,857.75 |
1,857.75 |
1,853.75 |
1,860.50 |
| PP |
1,847.50 |
1,847.50 |
1,847.50 |
1,848.75 |
| S1 |
1,841.75 |
1,841.75 |
1,850.75 |
1,844.50 |
| S2 |
1,831.50 |
1,831.50 |
1,849.25 |
|
| S3 |
1,815.50 |
1,825.75 |
1,847.75 |
|
| S4 |
1,799.50 |
1,809.75 |
1,843.50 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,915.75 |
1,900.75 |
1,828.50 |
|
| R3 |
1,876.50 |
1,861.50 |
1,817.75 |
|
| R2 |
1,837.25 |
1,837.25 |
1,814.25 |
|
| R1 |
1,822.25 |
1,822.25 |
1,810.50 |
1,829.75 |
| PP |
1,798.00 |
1,798.00 |
1,798.00 |
1,802.00 |
| S1 |
1,783.00 |
1,783.00 |
1,803.50 |
1,790.50 |
| S2 |
1,758.75 |
1,758.75 |
1,799.75 |
|
| S3 |
1,719.50 |
1,743.75 |
1,796.25 |
|
| S4 |
1,680.25 |
1,704.50 |
1,785.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,853.00 |
1,774.00 |
79.00 |
4.3% |
23.00 |
1.2% |
99% |
True |
False |
245,291 |
| 10 |
1,853.00 |
1,774.00 |
79.00 |
4.3% |
22.75 |
1.2% |
99% |
True |
False |
220,629 |
| 20 |
1,853.00 |
1,719.75 |
133.25 |
7.2% |
28.00 |
1.5% |
99% |
True |
False |
111,354 |
| 40 |
1,853.00 |
1,648.50 |
204.50 |
11.0% |
28.75 |
1.6% |
100% |
True |
False |
55,897 |
| 60 |
1,853.00 |
1,648.25 |
204.75 |
11.1% |
28.75 |
1.5% |
100% |
True |
False |
37,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,921.00 |
|
2.618 |
1,895.00 |
|
1.618 |
1,879.00 |
|
1.000 |
1,869.00 |
|
0.618 |
1,863.00 |
|
HIGH |
1,853.00 |
|
0.618 |
1,847.00 |
|
0.500 |
1,845.00 |
|
0.382 |
1,843.00 |
|
LOW |
1,837.00 |
|
0.618 |
1,827.00 |
|
1.000 |
1,821.00 |
|
1.618 |
1,811.00 |
|
2.618 |
1,795.00 |
|
4.250 |
1,769.00 |
|
|
| Fisher Pivots for day following 23-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,849.75 |
1,844.25 |
| PP |
1,847.50 |
1,836.00 |
| S1 |
1,845.00 |
1,828.00 |
|