| Trading Metrics calculated at close of trading on 14-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2009 |
14-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1,137.0 |
1,126.3 |
-10.7 |
-0.9% |
1,166.3 |
| High |
1,145.4 |
1,131.0 |
-14.4 |
-1.3% |
1,171.8 |
| Low |
1,112.8 |
1,115.6 |
2.8 |
0.3% |
1,112.8 |
| Close |
1,122.3 |
1,126.3 |
4.0 |
0.4% |
1,122.3 |
| Range |
32.6 |
15.4 |
-17.2 |
-52.8% |
59.0 |
| ATR |
26.0 |
25.3 |
-0.8 |
-2.9% |
0.0 |
| Volume |
2,159 |
2,150 |
-9 |
-0.4% |
16,490 |
|
| Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,170.5 |
1,163.8 |
1,134.8 |
|
| R3 |
1,155.1 |
1,148.4 |
1,130.5 |
|
| R2 |
1,139.7 |
1,139.7 |
1,129.1 |
|
| R1 |
1,133.0 |
1,133.0 |
1,127.7 |
1,134.0 |
| PP |
1,124.3 |
1,124.3 |
1,124.3 |
1,124.8 |
| S1 |
1,117.6 |
1,117.6 |
1,124.9 |
1,118.6 |
| S2 |
1,108.9 |
1,108.9 |
1,123.5 |
|
| S3 |
1,093.5 |
1,102.2 |
1,122.1 |
|
| S4 |
1,078.1 |
1,086.8 |
1,117.8 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,312.6 |
1,276.5 |
1,154.8 |
|
| R3 |
1,253.6 |
1,217.5 |
1,138.5 |
|
| R2 |
1,194.6 |
1,194.6 |
1,133.1 |
|
| R1 |
1,158.5 |
1,158.5 |
1,127.7 |
1,147.1 |
| PP |
1,135.6 |
1,135.6 |
1,135.6 |
1,129.9 |
| S1 |
1,099.5 |
1,099.5 |
1,116.9 |
1,088.1 |
| S2 |
1,076.6 |
1,076.6 |
1,111.5 |
|
| S3 |
1,017.6 |
1,040.5 |
1,106.1 |
|
| S4 |
958.6 |
981.5 |
1,089.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,171.8 |
1,112.8 |
59.0 |
5.2% |
27.2 |
2.4% |
23% |
False |
False |
2,613 |
| 10 |
1,230.0 |
1,112.8 |
117.2 |
10.4% |
29.6 |
2.6% |
12% |
False |
False |
2,541 |
| 20 |
1,230.0 |
1,112.8 |
117.2 |
10.4% |
25.3 |
2.2% |
12% |
False |
False |
2,625 |
| 40 |
1,230.0 |
1,030.0 |
200.0 |
17.8% |
19.9 |
1.8% |
48% |
False |
False |
1,956 |
| 60 |
1,230.0 |
989.3 |
240.7 |
21.4% |
17.6 |
1.6% |
57% |
False |
False |
1,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,196.5 |
|
2.618 |
1,171.3 |
|
1.618 |
1,155.9 |
|
1.000 |
1,146.4 |
|
0.618 |
1,140.5 |
|
HIGH |
1,131.0 |
|
0.618 |
1,125.1 |
|
0.500 |
1,123.3 |
|
0.382 |
1,121.5 |
|
LOW |
1,115.6 |
|
0.618 |
1,106.1 |
|
1.000 |
1,100.2 |
|
1.618 |
1,090.7 |
|
2.618 |
1,075.3 |
|
4.250 |
1,050.2 |
|
|
| Fisher Pivots for day following 14-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,125.3 |
1,129.1 |
| PP |
1,124.3 |
1,128.2 |
| S1 |
1,123.3 |
1,127.2 |
|