| Trading Metrics calculated at close of trading on 07-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2009 |
07-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1,209.3 |
1,161.8 |
-47.5 |
-3.9% |
1,181.7 |
| High |
1,213.1 |
1,166.9 |
-46.2 |
-3.8% |
1,229.0 |
| Low |
1,150.0 |
1,137.4 |
-12.6 |
-1.1% |
1,150.0 |
| Close |
1,170.8 |
1,165.2 |
-5.6 |
-0.5% |
1,170.8 |
| Range |
63.1 |
29.5 |
-33.6 |
-53.2% |
79.0 |
| ATR |
25.0 |
25.6 |
0.6 |
2.4% |
0.0 |
| Volume |
5,034 |
8,349 |
3,315 |
65.9% |
21,850 |
|
| Daily Pivots for day following 07-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,245.0 |
1,234.6 |
1,181.4 |
|
| R3 |
1,215.5 |
1,205.1 |
1,173.3 |
|
| R2 |
1,186.0 |
1,186.0 |
1,170.6 |
|
| R1 |
1,175.6 |
1,175.6 |
1,167.9 |
1,180.8 |
| PP |
1,156.5 |
1,156.5 |
1,156.5 |
1,159.1 |
| S1 |
1,146.1 |
1,146.1 |
1,162.5 |
1,151.3 |
| S2 |
1,127.0 |
1,127.0 |
1,159.8 |
|
| S3 |
1,097.5 |
1,116.6 |
1,157.1 |
|
| S4 |
1,068.0 |
1,087.1 |
1,149.0 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,420.3 |
1,374.5 |
1,214.3 |
|
| R3 |
1,341.3 |
1,295.5 |
1,192.5 |
|
| R2 |
1,262.3 |
1,262.3 |
1,185.3 |
|
| R1 |
1,216.5 |
1,216.5 |
1,178.0 |
1,199.9 |
| PP |
1,183.3 |
1,183.3 |
1,183.3 |
1,175.0 |
| S1 |
1,137.5 |
1,137.5 |
1,163.6 |
1,120.9 |
| S2 |
1,104.3 |
1,104.3 |
1,156.3 |
|
| S3 |
1,025.3 |
1,058.5 |
1,149.1 |
|
| S4 |
946.3 |
979.5 |
1,127.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,229.0 |
1,137.4 |
91.6 |
7.9% |
32.6 |
2.8% |
30% |
False |
True |
5,107 |
| 10 |
1,229.0 |
1,132.0 |
97.0 |
8.3% |
30.7 |
2.6% |
34% |
False |
False |
5,426 |
| 20 |
1,229.0 |
1,099.9 |
129.1 |
11.1% |
23.3 |
2.0% |
51% |
False |
False |
3,970 |
| 40 |
1,229.0 |
1,029.0 |
200.0 |
17.2% |
19.7 |
1.7% |
68% |
False |
False |
2,715 |
| 60 |
1,229.0 |
989.3 |
239.7 |
20.6% |
18.0 |
1.5% |
73% |
False |
False |
2,224 |
| 80 |
1,229.0 |
934.6 |
294.4 |
25.3% |
16.8 |
1.4% |
78% |
False |
False |
1,909 |
| 100 |
1,229.0 |
930.9 |
298.1 |
25.6% |
15.6 |
1.3% |
79% |
False |
False |
1,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,292.3 |
|
2.618 |
1,244.1 |
|
1.618 |
1,214.6 |
|
1.000 |
1,196.4 |
|
0.618 |
1,185.1 |
|
HIGH |
1,166.9 |
|
0.618 |
1,155.6 |
|
0.500 |
1,152.2 |
|
0.382 |
1,148.7 |
|
LOW |
1,137.4 |
|
0.618 |
1,119.2 |
|
1.000 |
1,107.9 |
|
1.618 |
1,089.7 |
|
2.618 |
1,060.2 |
|
4.250 |
1,012.0 |
|
|
| Fisher Pivots for day following 07-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,160.9 |
1,183.2 |
| PP |
1,156.5 |
1,177.2 |
| S1 |
1,152.2 |
1,171.2 |
|