| Trading Metrics calculated at close of trading on 08-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2009 |
08-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1,161.8 |
1,164.7 |
2.9 |
0.2% |
1,181.7 |
| High |
1,166.9 |
1,171.3 |
4.4 |
0.4% |
1,229.0 |
| Low |
1,137.4 |
1,126.8 |
-10.6 |
-0.9% |
1,150.0 |
| Close |
1,165.2 |
1,144.6 |
-20.6 |
-1.8% |
1,170.8 |
| Range |
29.5 |
44.5 |
15.0 |
50.8% |
79.0 |
| ATR |
25.6 |
27.0 |
1.3 |
5.3% |
0.0 |
| Volume |
8,349 |
3,702 |
-4,647 |
-55.7% |
21,850 |
|
| Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,281.1 |
1,257.3 |
1,169.1 |
|
| R3 |
1,236.6 |
1,212.8 |
1,156.8 |
|
| R2 |
1,192.1 |
1,192.1 |
1,152.8 |
|
| R1 |
1,168.3 |
1,168.3 |
1,148.7 |
1,158.0 |
| PP |
1,147.6 |
1,147.6 |
1,147.6 |
1,142.4 |
| S1 |
1,123.8 |
1,123.8 |
1,140.5 |
1,113.5 |
| S2 |
1,103.1 |
1,103.1 |
1,136.4 |
|
| S3 |
1,058.6 |
1,079.3 |
1,132.4 |
|
| S4 |
1,014.1 |
1,034.8 |
1,120.1 |
|
|
| 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 |
1,126.8 |
102.2 |
8.9% |
36.1 |
3.2% |
17% |
False |
True |
5,176 |
| 10 |
1,229.0 |
1,126.8 |
102.2 |
8.9% |
33.1 |
2.9% |
17% |
False |
True |
5,008 |
| 20 |
1,229.0 |
1,099.9 |
129.1 |
11.3% |
24.9 |
2.2% |
35% |
False |
False |
4,056 |
| 40 |
1,229.0 |
1,029.0 |
200.0 |
17.5% |
20.5 |
1.8% |
58% |
False |
False |
2,762 |
| 60 |
1,229.0 |
989.3 |
239.7 |
20.9% |
18.5 |
1.6% |
65% |
False |
False |
2,269 |
| 80 |
1,229.0 |
934.6 |
294.4 |
25.7% |
17.2 |
1.5% |
71% |
False |
False |
1,950 |
| 100 |
1,229.0 |
930.9 |
298.1 |
26.0% |
16.0 |
1.4% |
72% |
False |
False |
1,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,360.4 |
|
2.618 |
1,287.8 |
|
1.618 |
1,243.3 |
|
1.000 |
1,215.8 |
|
0.618 |
1,198.8 |
|
HIGH |
1,171.3 |
|
0.618 |
1,154.3 |
|
0.500 |
1,149.1 |
|
0.382 |
1,143.8 |
|
LOW |
1,126.8 |
|
0.618 |
1,099.3 |
|
1.000 |
1,082.3 |
|
1.618 |
1,054.8 |
|
2.618 |
1,010.3 |
|
4.250 |
937.7 |
|
|
| Fisher Pivots for day following 08-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,149.1 |
1,170.0 |
| PP |
1,147.6 |
1,161.5 |
| S1 |
1,146.1 |
1,153.1 |
|