| Trading Metrics calculated at close of trading on 24-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2009 |
24-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1,087.0 |
1,106.1 |
19.1 |
1.8% |
1,116.7 |
| High |
1,097.9 |
1,108.0 |
10.1 |
0.9% |
1,144.0 |
| Low |
1,081.4 |
1,093.0 |
11.6 |
1.1% |
1,097.1 |
| Close |
1,095.2 |
1,106.1 |
10.9 |
1.0% |
1,112.7 |
| Range |
16.5 |
15.0 |
-1.5 |
-9.1% |
46.9 |
| ATR |
25.5 |
24.8 |
-0.8 |
-2.9% |
0.0 |
| Volume |
5,000 |
3,934 |
-1,066 |
-21.3% |
25,026 |
|
| Daily Pivots for day following 24-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,147.4 |
1,141.7 |
1,114.4 |
|
| R3 |
1,132.4 |
1,126.7 |
1,110.2 |
|
| R2 |
1,117.4 |
1,117.4 |
1,108.9 |
|
| R1 |
1,111.7 |
1,111.7 |
1,107.5 |
1,113.6 |
| PP |
1,102.4 |
1,102.4 |
1,102.4 |
1,103.3 |
| S1 |
1,096.7 |
1,096.7 |
1,104.7 |
1,098.6 |
| S2 |
1,087.4 |
1,087.4 |
1,103.4 |
|
| S3 |
1,072.4 |
1,081.7 |
1,102.0 |
|
| S4 |
1,057.4 |
1,066.7 |
1,097.9 |
|
|
| 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 |
1,122.0 |
1,076.5 |
45.5 |
4.1% |
20.8 |
1.9% |
65% |
False |
False |
5,199 |
| 10 |
1,144.5 |
1,076.5 |
68.0 |
6.1% |
23.8 |
2.1% |
44% |
False |
False |
4,346 |
| 20 |
1,229.0 |
1,076.5 |
152.5 |
13.8% |
28.8 |
2.6% |
19% |
False |
False |
4,560 |
| 40 |
1,229.0 |
1,031.8 |
197.2 |
17.8% |
22.9 |
2.1% |
38% |
False |
False |
3,620 |
| 60 |
1,229.0 |
989.3 |
239.7 |
21.7% |
20.5 |
1.9% |
49% |
False |
False |
2,907 |
| 80 |
1,229.0 |
958.6 |
270.4 |
24.4% |
19.2 |
1.7% |
55% |
False |
False |
2,506 |
| 100 |
1,229.0 |
934.6 |
294.4 |
26.6% |
17.4 |
1.6% |
58% |
False |
False |
2,105 |
| 120 |
1,229.0 |
910.1 |
318.9 |
28.8% |
16.3 |
1.5% |
61% |
False |
False |
1,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,171.8 |
|
2.618 |
1,147.3 |
|
1.618 |
1,132.3 |
|
1.000 |
1,123.0 |
|
0.618 |
1,117.3 |
|
HIGH |
1,108.0 |
|
0.618 |
1,102.3 |
|
0.500 |
1,100.5 |
|
0.382 |
1,098.7 |
|
LOW |
1,093.0 |
|
0.618 |
1,083.7 |
|
1.000 |
1,078.0 |
|
1.618 |
1,068.7 |
|
2.618 |
1,053.7 |
|
4.250 |
1,029.3 |
|
|
| Fisher Pivots for day following 24-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,104.2 |
1,101.5 |
| PP |
1,102.4 |
1,096.9 |
| S1 |
1,100.5 |
1,092.3 |
|