| Trading Metrics calculated at close of trading on 17-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2009 |
17-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1,127.8 |
1,139.8 |
12.0 |
1.1% |
1,161.8 |
| High |
1,143.6 |
1,144.0 |
0.4 |
0.0% |
1,171.3 |
| Low |
1,124.4 |
1,097.1 |
-27.3 |
-2.4% |
1,111.8 |
| Close |
1,137.5 |
1,108.6 |
-28.9 |
-2.5% |
1,121.2 |
| Range |
19.2 |
46.9 |
27.7 |
144.3% |
59.5 |
| ATR |
25.1 |
26.7 |
1.6 |
6.2% |
0.0 |
| Volume |
4,936 |
2,803 |
-2,133 |
-43.2% |
21,062 |
|
| Daily Pivots for day following 17-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,257.3 |
1,229.8 |
1,134.4 |
|
| R3 |
1,210.4 |
1,182.9 |
1,121.5 |
|
| R2 |
1,163.5 |
1,163.5 |
1,117.2 |
|
| R1 |
1,136.0 |
1,136.0 |
1,112.9 |
1,126.3 |
| PP |
1,116.6 |
1,116.6 |
1,116.6 |
1,111.7 |
| S1 |
1,089.1 |
1,089.1 |
1,104.3 |
1,079.4 |
| S2 |
1,069.7 |
1,069.7 |
1,100.0 |
|
| S3 |
1,022.8 |
1,042.2 |
1,095.7 |
|
| S4 |
975.9 |
995.3 |
1,082.8 |
|
|
| 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 |
1,097.1 |
47.4 |
4.3% |
26.7 |
2.4% |
24% |
False |
True |
3,492 |
| 10 |
1,213.1 |
1,097.1 |
116.0 |
10.5% |
31.6 |
2.9% |
10% |
False |
True |
4,211 |
| 20 |
1,229.0 |
1,097.1 |
131.9 |
11.9% |
28.1 |
2.5% |
9% |
False |
True |
4,378 |
| 40 |
1,229.0 |
1,029.0 |
200.0 |
18.0% |
22.2 |
2.0% |
40% |
False |
False |
3,140 |
| 60 |
1,229.0 |
989.3 |
239.7 |
21.6% |
20.0 |
1.8% |
50% |
False |
False |
2,603 |
| 80 |
1,229.0 |
944.0 |
285.0 |
25.7% |
18.5 |
1.7% |
58% |
False |
False |
2,233 |
| 100 |
1,229.0 |
930.9 |
298.1 |
26.9% |
17.1 |
1.5% |
60% |
False |
False |
1,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,343.3 |
|
2.618 |
1,266.8 |
|
1.618 |
1,219.9 |
|
1.000 |
1,190.9 |
|
0.618 |
1,173.0 |
|
HIGH |
1,144.0 |
|
0.618 |
1,126.1 |
|
0.500 |
1,120.6 |
|
0.382 |
1,115.0 |
|
LOW |
1,097.1 |
|
0.618 |
1,068.1 |
|
1.000 |
1,050.2 |
|
1.618 |
1,021.2 |
|
2.618 |
974.3 |
|
4.250 |
897.8 |
|
|
| Fisher Pivots for day following 17-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,120.6 |
1,120.6 |
| PP |
1,116.6 |
1,116.6 |
| S1 |
1,112.6 |
1,112.6 |
|