| Trading Metrics calculated at close of trading on 18-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2009 |
18-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1,139.8 |
1,101.5 |
-38.3 |
-3.4% |
1,116.7 |
| High |
1,144.0 |
1,118.8 |
-25.2 |
-2.2% |
1,144.0 |
| Low |
1,097.1 |
1,098.7 |
1.6 |
0.1% |
1,097.1 |
| Close |
1,108.6 |
1,112.7 |
4.1 |
0.4% |
1,112.7 |
| Range |
46.9 |
20.1 |
-26.8 |
-57.1% |
46.9 |
| ATR |
26.7 |
26.2 |
-0.5 |
-1.8% |
0.0 |
| Volume |
2,803 |
9,005 |
6,202 |
221.3% |
25,026 |
|
| Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,170.4 |
1,161.6 |
1,123.8 |
|
| R3 |
1,150.3 |
1,141.5 |
1,118.2 |
|
| R2 |
1,130.2 |
1,130.2 |
1,116.4 |
|
| R1 |
1,121.4 |
1,121.4 |
1,114.5 |
1,125.8 |
| PP |
1,110.1 |
1,110.1 |
1,110.1 |
1,112.3 |
| S1 |
1,101.3 |
1,101.3 |
1,110.9 |
1,105.7 |
| S2 |
1,090.0 |
1,090.0 |
1,109.0 |
|
| S3 |
1,069.9 |
1,081.2 |
1,107.2 |
|
| S4 |
1,049.8 |
1,061.1 |
1,101.6 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,258.6 |
1,232.6 |
1,138.5 |
|
| R3 |
1,211.7 |
1,185.7 |
1,125.6 |
|
| R2 |
1,164.8 |
1,164.8 |
1,121.3 |
|
| R1 |
1,138.8 |
1,138.8 |
1,117.0 |
1,128.4 |
| PP |
1,117.9 |
1,117.9 |
1,117.9 |
1,112.7 |
| S1 |
1,091.9 |
1,091.9 |
1,108.4 |
1,081.5 |
| S2 |
1,071.0 |
1,071.0 |
1,104.1 |
|
| S3 |
1,024.1 |
1,045.0 |
1,099.8 |
|
| S4 |
977.2 |
998.1 |
1,086.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,144.0 |
1,097.1 |
46.9 |
4.2% |
24.2 |
2.2% |
33% |
False |
False |
5,005 |
| 10 |
1,171.3 |
1,097.1 |
74.2 |
6.7% |
27.3 |
2.5% |
21% |
False |
False |
4,608 |
| 20 |
1,229.0 |
1,097.1 |
131.9 |
11.9% |
28.4 |
2.5% |
12% |
False |
False |
4,728 |
| 40 |
1,229.0 |
1,029.0 |
200.0 |
18.0% |
22.4 |
2.0% |
42% |
False |
False |
3,333 |
| 60 |
1,229.0 |
989.3 |
239.7 |
21.5% |
19.9 |
1.8% |
51% |
False |
False |
2,737 |
| 80 |
1,229.0 |
945.5 |
283.5 |
25.5% |
18.7 |
1.7% |
59% |
False |
False |
2,343 |
| 100 |
1,229.0 |
934.0 |
295.0 |
26.5% |
17.2 |
1.5% |
61% |
False |
False |
1,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,204.2 |
|
2.618 |
1,171.4 |
|
1.618 |
1,151.3 |
|
1.000 |
1,138.9 |
|
0.618 |
1,131.2 |
|
HIGH |
1,118.8 |
|
0.618 |
1,111.1 |
|
0.500 |
1,108.8 |
|
0.382 |
1,106.4 |
|
LOW |
1,098.7 |
|
0.618 |
1,086.3 |
|
1.000 |
1,078.6 |
|
1.618 |
1,066.2 |
|
2.618 |
1,046.1 |
|
4.250 |
1,013.3 |
|
|
| Fisher Pivots for day following 18-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,111.4 |
1,120.6 |
| PP |
1,110.1 |
1,117.9 |
| S1 |
1,108.8 |
1,115.3 |
|