| Trading Metrics calculated at close of trading on 21-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2009 |
21-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1,113.7 |
1,116.6 |
2.9 |
0.3% |
1,126.3 |
| High |
1,119.0 |
1,121.1 |
2.1 |
0.2% |
1,145.4 |
| Low |
1,100.8 |
1,094.0 |
-6.8 |
-0.6% |
1,098.6 |
| Close |
1,113.7 |
1,098.2 |
-15.5 |
-1.4% |
1,113.7 |
| Range |
18.2 |
27.1 |
8.9 |
48.9% |
46.8 |
| ATR |
25.3 |
25.4 |
0.1 |
0.5% |
0.0 |
| Volume |
6,265 |
1,512 |
-4,753 |
-75.9% |
16,148 |
|
| Daily Pivots for day following 21-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,185.7 |
1,169.1 |
1,113.1 |
|
| R3 |
1,158.6 |
1,142.0 |
1,105.7 |
|
| R2 |
1,131.5 |
1,131.5 |
1,103.2 |
|
| R1 |
1,114.9 |
1,114.9 |
1,100.7 |
1,109.7 |
| PP |
1,104.4 |
1,104.4 |
1,104.4 |
1,101.8 |
| S1 |
1,087.8 |
1,087.8 |
1,095.7 |
1,082.6 |
| S2 |
1,077.3 |
1,077.3 |
1,093.2 |
|
| S3 |
1,050.2 |
1,060.7 |
1,090.7 |
|
| S4 |
1,023.1 |
1,033.6 |
1,083.3 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,259.6 |
1,233.5 |
1,139.4 |
|
| R3 |
1,212.8 |
1,186.7 |
1,126.6 |
|
| R2 |
1,166.0 |
1,166.0 |
1,122.3 |
|
| R1 |
1,139.9 |
1,139.9 |
1,118.0 |
1,129.6 |
| PP |
1,119.2 |
1,119.2 |
1,119.2 |
1,114.1 |
| S1 |
1,093.1 |
1,093.1 |
1,109.4 |
1,082.8 |
| S2 |
1,072.4 |
1,072.4 |
1,105.1 |
|
| S3 |
1,025.6 |
1,046.3 |
1,100.8 |
|
| S4 |
978.8 |
999.5 |
1,088.0 |
|
|
| 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 |
1,094.0 |
51.4 |
4.7% |
25.5 |
2.3% |
8% |
False |
True |
3,102 |
| 10 |
1,171.8 |
1,094.0 |
77.8 |
7.1% |
26.3 |
2.4% |
5% |
False |
True |
2,857 |
| 20 |
1,230.0 |
1,094.0 |
136.0 |
12.4% |
27.6 |
2.5% |
3% |
False |
True |
3,095 |
| 40 |
1,230.0 |
1,030.0 |
200.0 |
18.2% |
21.4 |
1.9% |
34% |
False |
False |
2,279 |
| 60 |
1,230.0 |
990.7 |
239.3 |
21.8% |
18.5 |
1.7% |
45% |
False |
False |
1,701 |
| 80 |
1,230.0 |
952.9 |
277.1 |
25.2% |
16.9 |
1.5% |
52% |
False |
False |
1,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,236.3 |
|
2.618 |
1,192.0 |
|
1.618 |
1,164.9 |
|
1.000 |
1,148.2 |
|
0.618 |
1,137.8 |
|
HIGH |
1,121.1 |
|
0.618 |
1,110.7 |
|
0.500 |
1,107.6 |
|
0.382 |
1,104.4 |
|
LOW |
1,094.0 |
|
0.618 |
1,077.3 |
|
1.000 |
1,066.9 |
|
1.618 |
1,050.2 |
|
2.618 |
1,023.1 |
|
4.250 |
978.8 |
|
|
| Fisher Pivots for day following 21-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,107.6 |
1,119.7 |
| PP |
1,104.4 |
1,112.5 |
| S1 |
1,101.3 |
1,105.4 |
|