| Trading Metrics calculated at close of trading on 10-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2009 |
10-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1,131.0 |
1,127.4 |
-3.6 |
-0.3% |
1,181.7 |
| High |
1,148.7 |
1,138.5 |
-10.2 |
-0.9% |
1,229.0 |
| Low |
1,118.4 |
1,123.4 |
5.0 |
0.4% |
1,150.0 |
| Close |
1,122.1 |
1,127.4 |
5.3 |
0.5% |
1,170.8 |
| Range |
30.3 |
15.1 |
-15.2 |
-50.2% |
79.0 |
| ATR |
27.2 |
26.4 |
-0.8 |
-2.8% |
0.0 |
| Volume |
4,197 |
3,374 |
-823 |
-19.6% |
21,850 |
|
| Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,175.1 |
1,166.3 |
1,135.7 |
|
| R3 |
1,160.0 |
1,151.2 |
1,131.6 |
|
| R2 |
1,144.9 |
1,144.9 |
1,130.2 |
|
| R1 |
1,136.1 |
1,136.1 |
1,128.8 |
1,135.0 |
| PP |
1,129.8 |
1,129.8 |
1,129.8 |
1,129.2 |
| S1 |
1,121.0 |
1,121.0 |
1,126.0 |
1,119.9 |
| S2 |
1,114.7 |
1,114.7 |
1,124.6 |
|
| S3 |
1,099.6 |
1,105.9 |
1,123.2 |
|
| S4 |
1,084.5 |
1,090.8 |
1,119.1 |
|
|
| 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 |
1,213.1 |
1,118.4 |
94.7 |
8.4% |
36.5 |
3.2% |
10% |
False |
False |
4,931 |
| 10 |
1,229.0 |
1,118.4 |
110.6 |
9.8% |
33.8 |
3.0% |
8% |
False |
False |
4,775 |
| 20 |
1,229.0 |
1,104.6 |
124.4 |
11.0% |
26.0 |
2.3% |
18% |
False |
False |
4,158 |
| 40 |
1,229.0 |
1,029.0 |
200.0 |
17.7% |
20.9 |
1.9% |
49% |
False |
False |
2,901 |
| 60 |
1,229.0 |
989.3 |
239.7 |
21.3% |
18.8 |
1.7% |
58% |
False |
False |
2,379 |
| 80 |
1,229.0 |
937.5 |
291.5 |
25.9% |
17.5 |
1.6% |
65% |
False |
False |
2,035 |
| 100 |
1,229.0 |
930.9 |
298.1 |
26.4% |
16.2 |
1.4% |
66% |
False |
False |
1,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,202.7 |
|
2.618 |
1,178.0 |
|
1.618 |
1,162.9 |
|
1.000 |
1,153.6 |
|
0.618 |
1,147.8 |
|
HIGH |
1,138.5 |
|
0.618 |
1,132.7 |
|
0.500 |
1,131.0 |
|
0.382 |
1,129.2 |
|
LOW |
1,123.4 |
|
0.618 |
1,114.1 |
|
1.000 |
1,108.3 |
|
1.618 |
1,099.0 |
|
2.618 |
1,083.9 |
|
4.250 |
1,059.2 |
|
|
| Fisher Pivots for day following 10-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,131.0 |
1,144.9 |
| PP |
1,129.8 |
1,139.0 |
| S1 |
1,128.6 |
1,133.2 |
|