| Trading Metrics calculated at close of trading on 16-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2009 |
16-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
2,824.0 |
2,827.0 |
3.0 |
0.1% |
2,826.0 |
| High |
2,826.0 |
2,902.0 |
76.0 |
2.7% |
2,836.0 |
| Low |
2,789.0 |
2,827.0 |
38.0 |
1.4% |
2,730.0 |
| Close |
2,818.0 |
2,855.0 |
37.0 |
1.3% |
2,793.0 |
| Range |
37.0 |
75.0 |
38.0 |
102.7% |
106.0 |
| ATR |
50.1 |
52.5 |
2.4 |
4.8% |
0.0 |
| Volume |
10,453 |
24,465 |
14,012 |
134.0% |
28,208 |
|
| Daily Pivots for day following 16-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,086.3 |
3,045.7 |
2,896.3 |
|
| R3 |
3,011.3 |
2,970.7 |
2,875.6 |
|
| R2 |
2,936.3 |
2,936.3 |
2,868.8 |
|
| R1 |
2,895.7 |
2,895.7 |
2,861.9 |
2,916.0 |
| PP |
2,861.3 |
2,861.3 |
2,861.3 |
2,871.5 |
| S1 |
2,820.7 |
2,820.7 |
2,848.1 |
2,841.0 |
| S2 |
2,786.3 |
2,786.3 |
2,841.3 |
|
| S3 |
2,711.3 |
2,745.7 |
2,834.4 |
|
| S4 |
2,636.3 |
2,670.7 |
2,813.8 |
|
|
| 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 |
2,902.0 |
2,763.0 |
139.0 |
4.9% |
38.4 |
1.3% |
66% |
True |
False |
10,489 |
| 10 |
2,902.0 |
2,730.0 |
172.0 |
6.0% |
45.1 |
1.6% |
73% |
True |
False |
7,096 |
| 20 |
2,902.0 |
2,670.0 |
232.0 |
8.1% |
43.9 |
1.5% |
80% |
True |
False |
3,877 |
| 40 |
2,902.0 |
2,617.0 |
285.0 |
10.0% |
46.8 |
1.6% |
84% |
True |
False |
2,226 |
| 60 |
2,902.0 |
2,617.0 |
285.0 |
10.0% |
46.1 |
1.6% |
84% |
True |
False |
1,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,220.8 |
|
2.618 |
3,098.4 |
|
1.618 |
3,023.4 |
|
1.000 |
2,977.0 |
|
0.618 |
2,948.4 |
|
HIGH |
2,902.0 |
|
0.618 |
2,873.4 |
|
0.500 |
2,864.5 |
|
0.382 |
2,855.7 |
|
LOW |
2,827.0 |
|
0.618 |
2,780.7 |
|
1.000 |
2,752.0 |
|
1.618 |
2,705.7 |
|
2.618 |
2,630.7 |
|
4.250 |
2,508.3 |
|
|
| Fisher Pivots for day following 16-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,864.5 |
2,851.8 |
| PP |
2,861.3 |
2,848.7 |
| S1 |
2,858.2 |
2,845.5 |
|