| Trading Metrics calculated at close of trading on 23-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2009 |
23-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1,098.2 |
1,090.0 |
-8.2 |
-0.7% |
1,126.3 |
| High |
1,100.0 |
1,098.5 |
-1.5 |
-0.1% |
1,145.4 |
| Low |
1,077.5 |
1,082.9 |
5.4 |
0.5% |
1,098.6 |
| Close |
1,088.9 |
1,096.3 |
7.4 |
0.7% |
1,113.7 |
| Range |
22.5 |
15.6 |
-6.9 |
-30.7% |
46.8 |
| ATR |
25.2 |
24.5 |
-0.7 |
-2.7% |
0.0 |
| Volume |
4,623 |
2,660 |
-1,963 |
-42.5% |
16,148 |
|
| Daily Pivots for day following 23-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,139.4 |
1,133.4 |
1,104.9 |
|
| R3 |
1,123.8 |
1,117.8 |
1,100.6 |
|
| R2 |
1,108.2 |
1,108.2 |
1,099.2 |
|
| R1 |
1,102.2 |
1,102.2 |
1,097.7 |
1,105.2 |
| PP |
1,092.6 |
1,092.6 |
1,092.6 |
1,094.1 |
| S1 |
1,086.6 |
1,086.6 |
1,094.9 |
1,089.6 |
| S2 |
1,077.0 |
1,077.0 |
1,093.4 |
|
| S3 |
1,061.4 |
1,071.0 |
1,092.0 |
|
| S4 |
1,045.8 |
1,055.4 |
1,087.7 |
|
|
| 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 |
1,077.5 |
67.9 |
6.2% |
26.0 |
2.4% |
28% |
False |
False |
3,537 |
| 10 |
1,145.4 |
1,077.5 |
67.9 |
6.2% |
22.9 |
2.1% |
28% |
False |
False |
2,926 |
| 20 |
1,230.0 |
1,077.5 |
152.5 |
13.9% |
28.1 |
2.6% |
12% |
False |
False |
2,931 |
| 40 |
1,230.0 |
1,030.0 |
200.0 |
18.2% |
21.7 |
2.0% |
33% |
False |
False |
2,421 |
| 60 |
1,230.0 |
993.8 |
236.2 |
21.5% |
18.9 |
1.7% |
43% |
False |
False |
1,812 |
| 80 |
1,230.0 |
954.8 |
275.2 |
25.1% |
17.3 |
1.6% |
51% |
False |
False |
1,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,164.8 |
|
2.618 |
1,139.3 |
|
1.618 |
1,123.7 |
|
1.000 |
1,114.1 |
|
0.618 |
1,108.1 |
|
HIGH |
1,098.5 |
|
0.618 |
1,092.5 |
|
0.500 |
1,090.7 |
|
0.382 |
1,088.9 |
|
LOW |
1,082.9 |
|
0.618 |
1,073.3 |
|
1.000 |
1,067.3 |
|
1.618 |
1,057.7 |
|
2.618 |
1,042.1 |
|
4.250 |
1,016.6 |
|
|
| Fisher Pivots for day following 23-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,094.4 |
1,099.3 |
| PP |
1,092.6 |
1,098.3 |
| S1 |
1,090.7 |
1,097.3 |
|