| 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 |
2,932.0 |
2,970.0 |
38.0 |
1.3% |
2,888.0 |
| High |
2,961.0 |
2,982.0 |
21.0 |
0.7% |
2,947.0 |
| Low |
2,928.0 |
2,944.0 |
16.0 |
0.5% |
2,853.0 |
| Close |
2,943.0 |
2,951.0 |
8.0 |
0.3% |
2,868.0 |
| Range |
33.0 |
38.0 |
5.0 |
15.2% |
94.0 |
| ATR |
55.2 |
54.0 |
-1.2 |
-2.1% |
0.0 |
| Volume |
631,538 |
440,885 |
-190,653 |
-30.2% |
4,929,440 |
|
| Daily Pivots for day following 23-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,073.0 |
3,050.0 |
2,971.9 |
|
| R3 |
3,035.0 |
3,012.0 |
2,961.5 |
|
| R2 |
2,997.0 |
2,997.0 |
2,958.0 |
|
| R1 |
2,974.0 |
2,974.0 |
2,954.5 |
2,966.5 |
| PP |
2,959.0 |
2,959.0 |
2,959.0 |
2,955.3 |
| S1 |
2,936.0 |
2,936.0 |
2,947.5 |
2,928.5 |
| S2 |
2,921.0 |
2,921.0 |
2,944.0 |
|
| S3 |
2,883.0 |
2,898.0 |
2,940.6 |
|
| S4 |
2,845.0 |
2,860.0 |
2,930.1 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,171.3 |
3,113.7 |
2,919.7 |
|
| R3 |
3,077.3 |
3,019.7 |
2,893.9 |
|
| R2 |
2,983.3 |
2,983.3 |
2,885.2 |
|
| R1 |
2,925.7 |
2,925.7 |
2,876.6 |
2,907.5 |
| PP |
2,889.3 |
2,889.3 |
2,889.3 |
2,880.3 |
| S1 |
2,831.7 |
2,831.7 |
2,859.4 |
2,813.5 |
| S2 |
2,795.3 |
2,795.3 |
2,850.8 |
|
| S3 |
2,701.3 |
2,737.7 |
2,842.2 |
|
| S4 |
2,607.3 |
2,643.7 |
2,816.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,982.0 |
2,858.0 |
124.0 |
4.2% |
47.2 |
1.6% |
75% |
True |
False |
814,192 |
| 10 |
2,982.0 |
2,806.0 |
176.0 |
6.0% |
45.4 |
1.5% |
82% |
True |
False |
696,797 |
| 20 |
2,982.0 |
2,729.0 |
253.0 |
8.6% |
55.2 |
1.9% |
88% |
True |
False |
364,744 |
| 40 |
2,982.0 |
2,679.0 |
303.0 |
10.3% |
51.7 |
1.8% |
90% |
True |
False |
185,100 |
| 60 |
2,982.0 |
2,679.0 |
303.0 |
10.3% |
52.1 |
1.8% |
90% |
True |
False |
123,600 |
| 80 |
2,982.0 |
2,679.0 |
303.0 |
10.3% |
49.7 |
1.7% |
90% |
True |
False |
94,368 |
| 100 |
2,982.0 |
2,570.0 |
412.0 |
14.0% |
48.2 |
1.6% |
92% |
True |
False |
75,532 |
| 120 |
2,982.0 |
2,250.0 |
732.0 |
24.8% |
45.1 |
1.5% |
96% |
True |
False |
62,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,143.5 |
|
2.618 |
3,081.5 |
|
1.618 |
3,043.5 |
|
1.000 |
3,020.0 |
|
0.618 |
3,005.5 |
|
HIGH |
2,982.0 |
|
0.618 |
2,967.5 |
|
0.500 |
2,963.0 |
|
0.382 |
2,958.5 |
|
LOW |
2,944.0 |
|
0.618 |
2,920.5 |
|
1.000 |
2,906.0 |
|
1.618 |
2,882.5 |
|
2.618 |
2,844.5 |
|
4.250 |
2,782.5 |
|
|
| Fisher Pivots for day following 23-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,963.0 |
2,942.8 |
| PP |
2,959.0 |
2,934.7 |
| S1 |
2,955.0 |
2,926.5 |
|