| Trading Metrics calculated at close of trading on 17-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2009 |
17-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1,138.7 |
1,109.6 |
-29.1 |
-2.6% |
1,166.3 |
| High |
1,144.0 |
1,145.4 |
1.4 |
0.1% |
1,171.8 |
| Low |
1,126.0 |
1,098.6 |
-27.4 |
-2.4% |
1,112.8 |
| Close |
1,138.7 |
1,109.6 |
-29.1 |
-2.6% |
1,122.3 |
| Range |
18.0 |
46.8 |
28.8 |
160.0% |
59.0 |
| ATR |
24.2 |
25.8 |
1.6 |
6.7% |
0.0 |
| Volume |
3,674 |
2,625 |
-1,049 |
-28.6% |
16,490 |
|
| Daily Pivots for day following 17-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,258.3 |
1,230.7 |
1,135.3 |
|
| R3 |
1,211.5 |
1,183.9 |
1,122.5 |
|
| R2 |
1,164.7 |
1,164.7 |
1,118.2 |
|
| R1 |
1,137.1 |
1,137.1 |
1,113.9 |
1,133.0 |
| PP |
1,117.9 |
1,117.9 |
1,117.9 |
1,115.8 |
| S1 |
1,090.3 |
1,090.3 |
1,105.3 |
1,086.2 |
| S2 |
1,071.1 |
1,071.1 |
1,101.0 |
|
| S3 |
1,024.3 |
1,043.5 |
1,096.7 |
|
| S4 |
977.5 |
996.7 |
1,083.9 |
|
|
| 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 |
1,145.4 |
1,098.6 |
46.8 |
4.2% |
26.0 |
2.3% |
24% |
True |
True |
2,408 |
| 10 |
1,214.3 |
1,098.6 |
115.7 |
10.4% |
30.9 |
2.8% |
10% |
False |
True |
2,894 |
| 20 |
1,230.0 |
1,098.6 |
131.4 |
11.8% |
26.9 |
2.4% |
8% |
False |
True |
2,873 |
| 40 |
1,230.0 |
1,030.0 |
200.0 |
18.0% |
20.8 |
1.9% |
40% |
False |
False |
2,113 |
| 60 |
1,230.0 |
989.3 |
240.7 |
21.7% |
18.4 |
1.7% |
50% |
False |
False |
1,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,344.3 |
|
2.618 |
1,267.9 |
|
1.618 |
1,221.1 |
|
1.000 |
1,192.2 |
|
0.618 |
1,174.3 |
|
HIGH |
1,145.4 |
|
0.618 |
1,127.5 |
|
0.500 |
1,122.0 |
|
0.382 |
1,116.5 |
|
LOW |
1,098.6 |
|
0.618 |
1,069.7 |
|
1.000 |
1,051.8 |
|
1.618 |
1,022.9 |
|
2.618 |
976.1 |
|
4.250 |
899.7 |
|
|
| Fisher Pivots for day following 17-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,122.0 |
1,122.0 |
| PP |
1,117.9 |
1,117.9 |
| S1 |
1,113.7 |
1,113.7 |
|