| Trading Metrics calculated at close of trading on 07-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2009 |
07-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1,171.9 |
1,166.3 |
-5.6 |
-0.5% |
1,175.0 |
| High |
1,214.3 |
1,168.0 |
-46.3 |
-3.8% |
1,230.0 |
| Low |
1,152.0 |
1,139.0 |
-13.0 |
-1.1% |
1,152.0 |
| Close |
1,171.9 |
1,166.3 |
-5.6 |
-0.5% |
1,171.9 |
| Range |
62.3 |
29.0 |
-33.3 |
-53.5% |
78.0 |
| ATR |
24.0 |
24.6 |
0.6 |
2.7% |
0.0 |
| Volume |
2,567 |
5,573 |
3,006 |
117.1% |
9,865 |
|
| Daily Pivots for day following 07-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,244.8 |
1,234.5 |
1,182.3 |
|
| R3 |
1,215.8 |
1,205.5 |
1,174.3 |
|
| R2 |
1,186.8 |
1,186.8 |
1,171.6 |
|
| R1 |
1,176.5 |
1,176.5 |
1,169.0 |
1,180.8 |
| PP |
1,157.8 |
1,157.8 |
1,157.8 |
1,159.9 |
| S1 |
1,147.5 |
1,147.5 |
1,163.6 |
1,151.8 |
| S2 |
1,128.8 |
1,128.8 |
1,161.0 |
|
| S3 |
1,099.8 |
1,118.5 |
1,158.3 |
|
| S4 |
1,070.8 |
1,089.5 |
1,150.4 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,418.6 |
1,373.3 |
1,214.8 |
|
| R3 |
1,340.6 |
1,295.3 |
1,193.4 |
|
| R2 |
1,262.6 |
1,262.6 |
1,186.2 |
|
| R1 |
1,217.3 |
1,217.3 |
1,179.1 |
1,201.0 |
| PP |
1,184.6 |
1,184.6 |
1,184.6 |
1,176.5 |
| S1 |
1,139.3 |
1,139.3 |
1,164.8 |
1,123.0 |
| S2 |
1,106.6 |
1,106.6 |
1,157.6 |
|
| S3 |
1,028.6 |
1,061.3 |
1,150.5 |
|
| S4 |
950.6 |
983.3 |
1,129.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,230.0 |
1,139.0 |
91.0 |
7.8% |
32.1 |
2.7% |
30% |
False |
True |
2,469 |
| 10 |
1,230.0 |
1,139.0 |
91.0 |
7.8% |
28.8 |
2.5% |
30% |
False |
True |
3,332 |
| 20 |
1,230.0 |
1,101.8 |
128.2 |
11.0% |
22.0 |
1.9% |
50% |
False |
False |
2,524 |
| 40 |
1,230.0 |
1,030.0 |
200.0 |
17.1% |
18.1 |
1.6% |
68% |
False |
False |
1,717 |
| 60 |
1,230.0 |
989.3 |
240.7 |
20.6% |
16.2 |
1.4% |
74% |
False |
False |
1,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,291.3 |
|
2.618 |
1,243.9 |
|
1.618 |
1,214.9 |
|
1.000 |
1,197.0 |
|
0.618 |
1,185.9 |
|
HIGH |
1,168.0 |
|
0.618 |
1,156.9 |
|
0.500 |
1,153.5 |
|
0.382 |
1,150.1 |
|
LOW |
1,139.0 |
|
0.618 |
1,121.1 |
|
1.000 |
1,110.0 |
|
1.618 |
1,092.1 |
|
2.618 |
1,063.1 |
|
4.250 |
1,015.8 |
|
|
| Fisher Pivots for day following 07-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,162.0 |
1,184.5 |
| PP |
1,157.8 |
1,178.4 |
| S1 |
1,153.5 |
1,172.4 |
|