| 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 |
2,835.0 |
2,826.0 |
-9.0 |
-0.3% |
2,826.0 |
| High |
2,846.0 |
2,850.0 |
4.0 |
0.1% |
2,902.0 |
| Low |
2,808.0 |
2,794.0 |
-14.0 |
-0.5% |
2,789.0 |
| Close |
2,826.0 |
2,802.0 |
-24.0 |
-0.8% |
2,802.0 |
| Range |
38.0 |
56.0 |
18.0 |
47.4% |
113.0 |
| ATR |
52.1 |
52.4 |
0.3 |
0.5% |
0.0 |
| Volume |
36,723 |
14,805 |
-21,918 |
-59.7% |
90,984 |
|
| Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,983.3 |
2,948.7 |
2,832.8 |
|
| R3 |
2,927.3 |
2,892.7 |
2,817.4 |
|
| R2 |
2,871.3 |
2,871.3 |
2,812.3 |
|
| R1 |
2,836.7 |
2,836.7 |
2,807.1 |
2,826.0 |
| PP |
2,815.3 |
2,815.3 |
2,815.3 |
2,810.0 |
| S1 |
2,780.7 |
2,780.7 |
2,796.9 |
2,770.0 |
| S2 |
2,759.3 |
2,759.3 |
2,791.7 |
|
| S3 |
2,703.3 |
2,724.7 |
2,786.6 |
|
| S4 |
2,647.3 |
2,668.7 |
2,771.2 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,170.0 |
3,099.0 |
2,864.2 |
|
| R3 |
3,057.0 |
2,986.0 |
2,833.1 |
|
| R2 |
2,944.0 |
2,944.0 |
2,822.7 |
|
| R1 |
2,873.0 |
2,873.0 |
2,812.4 |
2,852.0 |
| PP |
2,831.0 |
2,831.0 |
2,831.0 |
2,820.5 |
| S1 |
2,760.0 |
2,760.0 |
2,791.6 |
2,739.0 |
| S2 |
2,718.0 |
2,718.0 |
2,781.3 |
|
| S3 |
2,605.0 |
2,647.0 |
2,770.9 |
|
| S4 |
2,492.0 |
2,534.0 |
2,739.9 |
|
|
| 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 |
2,789.0 |
113.0 |
4.0% |
45.8 |
1.6% |
12% |
False |
False |
18,196 |
| 10 |
2,902.0 |
2,730.0 |
172.0 |
6.1% |
44.3 |
1.6% |
42% |
False |
False |
11,919 |
| 20 |
2,902.0 |
2,670.0 |
232.0 |
8.3% |
47.1 |
1.7% |
57% |
False |
False |
6,446 |
| 40 |
2,902.0 |
2,617.0 |
285.0 |
10.2% |
46.3 |
1.7% |
65% |
False |
False |
3,454 |
| 60 |
2,902.0 |
2,617.0 |
285.0 |
10.2% |
46.5 |
1.7% |
65% |
False |
False |
2,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,088.0 |
|
2.618 |
2,996.6 |
|
1.618 |
2,940.6 |
|
1.000 |
2,906.0 |
|
0.618 |
2,884.6 |
|
HIGH |
2,850.0 |
|
0.618 |
2,828.6 |
|
0.500 |
2,822.0 |
|
0.382 |
2,815.4 |
|
LOW |
2,794.0 |
|
0.618 |
2,759.4 |
|
1.000 |
2,738.0 |
|
1.618 |
2,703.4 |
|
2.618 |
2,647.4 |
|
4.250 |
2,556.0 |
|
|
| Fisher Pivots for day following 18-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,822.0 |
2,848.0 |
| PP |
2,815.3 |
2,832.7 |
| S1 |
2,808.7 |
2,817.3 |
|