| Trading Metrics calculated at close of trading on 28-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2009 |
28-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1,106.1 |
1,110.4 |
4.3 |
0.4% |
1,112.6 |
| High |
1,108.0 |
1,115.6 |
7.6 |
0.7% |
1,122.0 |
| Low |
1,093.0 |
1,103.5 |
10.5 |
1.0% |
1,076.5 |
| Close |
1,106.1 |
1,109.3 |
3.2 |
0.3% |
1,106.1 |
| Range |
15.0 |
12.1 |
-2.9 |
-19.3% |
45.5 |
| ATR |
24.8 |
23.9 |
-0.9 |
-3.7% |
0.0 |
| Volume |
3,934 |
3,603 |
-331 |
-8.4% |
16,994 |
|
| Daily Pivots for day following 28-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,145.8 |
1,139.6 |
1,116.0 |
|
| R3 |
1,133.7 |
1,127.5 |
1,112.6 |
|
| R2 |
1,121.6 |
1,121.6 |
1,111.5 |
|
| R1 |
1,115.4 |
1,115.4 |
1,110.4 |
1,112.5 |
| PP |
1,109.5 |
1,109.5 |
1,109.5 |
1,108.0 |
| S1 |
1,103.3 |
1,103.3 |
1,108.2 |
1,100.4 |
| S2 |
1,097.4 |
1,097.4 |
1,107.1 |
|
| S3 |
1,085.3 |
1,091.2 |
1,106.0 |
|
| S4 |
1,073.2 |
1,079.1 |
1,102.6 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,238.0 |
1,217.6 |
1,131.1 |
|
| R3 |
1,192.5 |
1,172.1 |
1,118.6 |
|
| R2 |
1,147.0 |
1,147.0 |
1,114.4 |
|
| R1 |
1,126.6 |
1,126.6 |
1,110.3 |
1,114.1 |
| PP |
1,101.5 |
1,101.5 |
1,101.5 |
1,095.3 |
| S1 |
1,081.1 |
1,081.1 |
1,101.9 |
1,068.6 |
| S2 |
1,056.0 |
1,056.0 |
1,097.8 |
|
| S3 |
1,010.5 |
1,035.6 |
1,093.6 |
|
| S4 |
965.0 |
990.1 |
1,081.1 |
|
|
| 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% |
19.2 |
1.7% |
72% |
False |
False |
4,119 |
| 10 |
1,144.0 |
1,076.5 |
67.5 |
6.1% |
21.7 |
2.0% |
49% |
False |
False |
4,562 |
| 20 |
1,229.0 |
1,076.5 |
152.5 |
13.7% |
26.1 |
2.4% |
22% |
False |
False |
4,426 |
| 40 |
1,229.0 |
1,037.7 |
191.3 |
17.2% |
22.7 |
2.0% |
37% |
False |
False |
3,694 |
| 60 |
1,229.0 |
989.3 |
239.7 |
21.6% |
20.5 |
1.9% |
50% |
False |
False |
2,936 |
| 80 |
1,229.0 |
978.9 |
250.1 |
22.5% |
19.0 |
1.7% |
52% |
False |
False |
2,520 |
| 100 |
1,229.0 |
934.6 |
294.4 |
26.5% |
17.4 |
1.6% |
59% |
False |
False |
2,135 |
| 120 |
1,229.0 |
912.5 |
316.5 |
28.5% |
16.3 |
1.5% |
62% |
False |
False |
1,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,167.0 |
|
2.618 |
1,147.3 |
|
1.618 |
1,135.2 |
|
1.000 |
1,127.7 |
|
0.618 |
1,123.1 |
|
HIGH |
1,115.6 |
|
0.618 |
1,111.0 |
|
0.500 |
1,109.6 |
|
0.382 |
1,108.1 |
|
LOW |
1,103.5 |
|
0.618 |
1,096.0 |
|
1.000 |
1,091.4 |
|
1.618 |
1,083.9 |
|
2.618 |
1,071.8 |
|
4.250 |
1,052.1 |
|
|
| Fisher Pivots for day following 28-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,109.6 |
1,105.7 |
| PP |
1,109.5 |
1,102.1 |
| S1 |
1,109.4 |
1,098.5 |
|