| Trading Metrics calculated at close of trading on 11-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2009 |
11-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1,127.4 |
1,134.4 |
7.0 |
0.6% |
1,161.8 |
| High |
1,138.5 |
1,144.5 |
6.0 |
0.5% |
1,171.3 |
| Low |
1,123.4 |
1,111.8 |
-11.6 |
-1.0% |
1,111.8 |
| Close |
1,127.4 |
1,121.2 |
-6.2 |
-0.5% |
1,121.2 |
| Range |
15.1 |
32.7 |
17.6 |
116.6% |
59.5 |
| ATR |
26.4 |
26.9 |
0.4 |
1.7% |
0.0 |
| Volume |
3,374 |
1,440 |
-1,934 |
-57.3% |
21,062 |
|
| Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,223.9 |
1,205.3 |
1,139.2 |
|
| R3 |
1,191.2 |
1,172.6 |
1,130.2 |
|
| R2 |
1,158.5 |
1,158.5 |
1,127.2 |
|
| R1 |
1,139.9 |
1,139.9 |
1,124.2 |
1,132.9 |
| PP |
1,125.8 |
1,125.8 |
1,125.8 |
1,122.3 |
| S1 |
1,107.2 |
1,107.2 |
1,118.2 |
1,100.2 |
| S2 |
1,093.1 |
1,093.1 |
1,115.2 |
|
| S3 |
1,060.4 |
1,074.5 |
1,112.2 |
|
| S4 |
1,027.7 |
1,041.8 |
1,103.2 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,313.3 |
1,276.7 |
1,153.9 |
|
| R3 |
1,253.8 |
1,217.2 |
1,137.6 |
|
| R2 |
1,194.3 |
1,194.3 |
1,132.1 |
|
| R1 |
1,157.7 |
1,157.7 |
1,126.7 |
1,146.3 |
| PP |
1,134.8 |
1,134.8 |
1,134.8 |
1,129.0 |
| S1 |
1,098.2 |
1,098.2 |
1,115.7 |
1,086.8 |
| S2 |
1,075.3 |
1,075.3 |
1,110.3 |
|
| S3 |
1,015.8 |
1,038.7 |
1,104.8 |
|
| S4 |
956.3 |
979.2 |
1,088.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,171.3 |
1,111.8 |
59.5 |
5.3% |
30.4 |
2.7% |
16% |
False |
True |
4,212 |
| 10 |
1,229.0 |
1,111.8 |
117.2 |
10.5% |
30.5 |
2.7% |
8% |
False |
True |
4,291 |
| 20 |
1,229.0 |
1,104.6 |
124.4 |
11.1% |
26.6 |
2.4% |
13% |
False |
False |
4,165 |
| 40 |
1,229.0 |
1,029.0 |
200.0 |
17.8% |
21.2 |
1.9% |
46% |
False |
False |
2,915 |
| 60 |
1,229.0 |
989.3 |
239.7 |
21.4% |
19.1 |
1.7% |
55% |
False |
False |
2,382 |
| 80 |
1,229.0 |
939.9 |
289.1 |
25.8% |
17.8 |
1.6% |
63% |
False |
False |
2,051 |
| 100 |
1,229.0 |
930.9 |
298.1 |
26.6% |
16.5 |
1.5% |
64% |
False |
False |
1,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,283.5 |
|
2.618 |
1,230.1 |
|
1.618 |
1,197.4 |
|
1.000 |
1,177.2 |
|
0.618 |
1,164.7 |
|
HIGH |
1,144.5 |
|
0.618 |
1,132.0 |
|
0.500 |
1,128.2 |
|
0.382 |
1,124.3 |
|
LOW |
1,111.8 |
|
0.618 |
1,091.6 |
|
1.000 |
1,079.1 |
|
1.618 |
1,058.9 |
|
2.618 |
1,026.2 |
|
4.250 |
972.8 |
|
|
| Fisher Pivots for day following 11-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,128.2 |
1,130.3 |
| PP |
1,125.8 |
1,127.2 |
| S1 |
1,123.5 |
1,124.2 |
|