| Trading Metrics calculated at close of trading on 15-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2009 |
15-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
2,826.0 |
2,824.0 |
-2.0 |
-0.1% |
2,826.0 |
| High |
2,826.0 |
2,826.0 |
0.0 |
0.0% |
2,836.0 |
| Low |
2,803.0 |
2,789.0 |
-14.0 |
-0.5% |
2,730.0 |
| Close |
2,812.0 |
2,818.0 |
6.0 |
0.2% |
2,793.0 |
| Range |
23.0 |
37.0 |
14.0 |
60.9% |
106.0 |
| ATR |
51.1 |
50.1 |
-1.0 |
-2.0% |
0.0 |
| Volume |
4,538 |
10,453 |
5,915 |
130.3% |
28,208 |
|
| Daily Pivots for day following 15-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,922.0 |
2,907.0 |
2,838.4 |
|
| R3 |
2,885.0 |
2,870.0 |
2,828.2 |
|
| R2 |
2,848.0 |
2,848.0 |
2,824.8 |
|
| R1 |
2,833.0 |
2,833.0 |
2,821.4 |
2,822.0 |
| PP |
2,811.0 |
2,811.0 |
2,811.0 |
2,805.5 |
| S1 |
2,796.0 |
2,796.0 |
2,814.6 |
2,785.0 |
| S2 |
2,774.0 |
2,774.0 |
2,811.2 |
|
| S3 |
2,737.0 |
2,759.0 |
2,807.8 |
|
| S4 |
2,700.0 |
2,722.0 |
2,797.7 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,104.3 |
3,054.7 |
2,851.3 |
|
| R3 |
2,998.3 |
2,948.7 |
2,822.2 |
|
| R2 |
2,892.3 |
2,892.3 |
2,812.4 |
|
| R1 |
2,842.7 |
2,842.7 |
2,802.7 |
2,814.5 |
| PP |
2,786.3 |
2,786.3 |
2,786.3 |
2,772.3 |
| S1 |
2,736.7 |
2,736.7 |
2,783.3 |
2,708.5 |
| S2 |
2,680.3 |
2,680.3 |
2,773.6 |
|
| S3 |
2,574.3 |
2,630.7 |
2,763.9 |
|
| S4 |
2,468.3 |
2,524.7 |
2,734.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,826.0 |
2,730.0 |
96.0 |
3.4% |
34.6 |
1.2% |
92% |
True |
False |
6,715 |
| 10 |
2,856.0 |
2,730.0 |
126.0 |
4.5% |
40.3 |
1.4% |
70% |
False |
False |
4,657 |
| 20 |
2,856.0 |
2,670.0 |
186.0 |
6.6% |
40.4 |
1.4% |
80% |
False |
False |
2,659 |
| 40 |
2,874.0 |
2,617.0 |
257.0 |
9.1% |
46.5 |
1.7% |
78% |
False |
False |
1,622 |
| 60 |
2,888.0 |
2,617.0 |
271.0 |
9.6% |
45.4 |
1.6% |
74% |
False |
False |
1,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,983.3 |
|
2.618 |
2,922.9 |
|
1.618 |
2,885.9 |
|
1.000 |
2,863.0 |
|
0.618 |
2,848.9 |
|
HIGH |
2,826.0 |
|
0.618 |
2,811.9 |
|
0.500 |
2,807.5 |
|
0.382 |
2,803.1 |
|
LOW |
2,789.0 |
|
0.618 |
2,766.1 |
|
1.000 |
2,752.0 |
|
1.618 |
2,729.1 |
|
2.618 |
2,692.1 |
|
4.250 |
2,631.8 |
|
|
| Fisher Pivots for day following 15-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,814.5 |
2,813.3 |
| PP |
2,811.0 |
2,808.7 |
| S1 |
2,807.5 |
2,804.0 |
|