| Trading Metrics calculated at close of trading on 16-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2009 |
16-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1,129.7 |
1,127.8 |
-1.9 |
-0.2% |
1,161.8 |
| High |
1,131.4 |
1,143.6 |
12.2 |
1.1% |
1,171.3 |
| Low |
1,113.7 |
1,124.4 |
10.7 |
1.0% |
1,111.8 |
| Close |
1,124.3 |
1,137.5 |
13.2 |
1.2% |
1,121.2 |
| Range |
17.7 |
19.2 |
1.5 |
8.5% |
59.5 |
| ATR |
25.6 |
25.1 |
-0.4 |
-1.8% |
0.0 |
| Volume |
3,577 |
4,936 |
1,359 |
38.0% |
21,062 |
|
| Daily Pivots for day following 16-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,192.8 |
1,184.3 |
1,148.1 |
|
| R3 |
1,173.6 |
1,165.1 |
1,142.8 |
|
| R2 |
1,154.4 |
1,154.4 |
1,141.0 |
|
| R1 |
1,145.9 |
1,145.9 |
1,139.3 |
1,150.2 |
| PP |
1,135.2 |
1,135.2 |
1,135.2 |
1,137.3 |
| S1 |
1,126.7 |
1,126.7 |
1,135.7 |
1,131.0 |
| S2 |
1,116.0 |
1,116.0 |
1,134.0 |
|
| S3 |
1,096.8 |
1,107.5 |
1,132.2 |
|
| S4 |
1,077.6 |
1,088.3 |
1,126.9 |
|
|
| 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 |
1,144.5 |
1,111.8 |
32.7 |
2.9% |
20.4 |
1.8% |
79% |
False |
False |
3,606 |
| 10 |
1,229.0 |
1,111.8 |
117.2 |
10.3% |
29.2 |
2.6% |
22% |
False |
False |
4,543 |
| 20 |
1,229.0 |
1,111.8 |
117.2 |
10.3% |
26.6 |
2.3% |
22% |
False |
False |
4,355 |
| 40 |
1,229.0 |
1,029.0 |
200.0 |
17.6% |
21.4 |
1.9% |
54% |
False |
False |
3,107 |
| 60 |
1,229.0 |
989.3 |
239.7 |
21.1% |
19.5 |
1.7% |
62% |
False |
False |
2,568 |
| 80 |
1,229.0 |
944.0 |
285.0 |
25.1% |
18.1 |
1.6% |
68% |
False |
False |
2,200 |
| 100 |
1,229.0 |
930.9 |
298.1 |
26.2% |
16.8 |
1.5% |
69% |
False |
False |
1,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,225.2 |
|
2.618 |
1,193.9 |
|
1.618 |
1,174.7 |
|
1.000 |
1,162.8 |
|
0.618 |
1,155.5 |
|
HIGH |
1,143.6 |
|
0.618 |
1,136.3 |
|
0.500 |
1,134.0 |
|
0.382 |
1,131.7 |
|
LOW |
1,124.4 |
|
0.618 |
1,112.5 |
|
1.000 |
1,105.2 |
|
1.618 |
1,093.3 |
|
2.618 |
1,074.1 |
|
4.250 |
1,042.8 |
|
|
| Fisher Pivots for day following 16-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,136.3 |
1,134.4 |
| PP |
1,135.2 |
1,131.4 |
| S1 |
1,134.0 |
1,128.3 |
|