| Trading Metrics calculated at close of trading on 15-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2009 |
15-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1,116.7 |
1,129.7 |
13.0 |
1.2% |
1,161.8 |
| High |
1,130.1 |
1,131.4 |
1.3 |
0.1% |
1,171.3 |
| Low |
1,113.0 |
1,113.7 |
0.7 |
0.1% |
1,111.8 |
| Close |
1,125.1 |
1,124.3 |
-0.8 |
-0.1% |
1,121.2 |
| Range |
17.1 |
17.7 |
0.6 |
3.5% |
59.5 |
| ATR |
26.2 |
25.6 |
-0.6 |
-2.3% |
0.0 |
| Volume |
4,705 |
3,577 |
-1,128 |
-24.0% |
21,062 |
|
| Daily Pivots for day following 15-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,176.2 |
1,168.0 |
1,134.0 |
|
| R3 |
1,158.5 |
1,150.3 |
1,129.2 |
|
| R2 |
1,140.8 |
1,140.8 |
1,127.5 |
|
| R1 |
1,132.6 |
1,132.6 |
1,125.9 |
1,127.9 |
| PP |
1,123.1 |
1,123.1 |
1,123.1 |
1,120.8 |
| S1 |
1,114.9 |
1,114.9 |
1,122.7 |
1,110.2 |
| S2 |
1,105.4 |
1,105.4 |
1,121.1 |
|
| S3 |
1,087.7 |
1,097.2 |
1,119.4 |
|
| S4 |
1,070.0 |
1,079.5 |
1,114.6 |
|
|
| 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 |
1,148.7 |
1,111.8 |
36.9 |
3.3% |
22.6 |
2.0% |
34% |
False |
False |
3,458 |
| 10 |
1,229.0 |
1,111.8 |
117.2 |
10.4% |
29.3 |
2.6% |
11% |
False |
False |
4,317 |
| 20 |
1,229.0 |
1,111.8 |
117.2 |
10.4% |
26.3 |
2.3% |
11% |
False |
False |
4,252 |
| 40 |
1,229.0 |
1,029.0 |
200.0 |
17.8% |
21.3 |
1.9% |
48% |
False |
False |
3,080 |
| 60 |
1,229.0 |
989.3 |
239.7 |
21.3% |
19.4 |
1.7% |
56% |
False |
False |
2,495 |
| 80 |
1,229.0 |
939.9 |
289.1 |
25.7% |
18.1 |
1.6% |
64% |
False |
False |
2,143 |
| 100 |
1,229.0 |
930.9 |
298.1 |
26.5% |
16.7 |
1.5% |
65% |
False |
False |
1,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,206.6 |
|
2.618 |
1,177.7 |
|
1.618 |
1,160.0 |
|
1.000 |
1,149.1 |
|
0.618 |
1,142.3 |
|
HIGH |
1,131.4 |
|
0.618 |
1,124.6 |
|
0.500 |
1,122.6 |
|
0.382 |
1,120.5 |
|
LOW |
1,113.7 |
|
0.618 |
1,102.8 |
|
1.000 |
1,096.0 |
|
1.618 |
1,085.1 |
|
2.618 |
1,067.4 |
|
4.250 |
1,038.5 |
|
|
| Fisher Pivots for day following 15-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,123.7 |
1,128.2 |
| PP |
1,123.1 |
1,126.9 |
| S1 |
1,122.6 |
1,125.6 |
|