| Trading Metrics calculated at close of trading on 24-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2009 |
24-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1,090.0 |
1,107.3 |
17.3 |
1.6% |
1,126.3 |
| High |
1,098.5 |
1,108.7 |
10.2 |
0.9% |
1,145.4 |
| Low |
1,082.9 |
1,093.2 |
10.3 |
1.0% |
1,098.6 |
| Close |
1,096.3 |
1,107.3 |
11.0 |
1.0% |
1,113.7 |
| Range |
15.6 |
15.5 |
-0.1 |
-0.6% |
46.8 |
| ATR |
24.5 |
23.9 |
-0.6 |
-2.6% |
0.0 |
| Volume |
2,660 |
1,354 |
-1,306 |
-49.1% |
16,148 |
|
| Daily Pivots for day following 24-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,149.6 |
1,143.9 |
1,115.8 |
|
| R3 |
1,134.1 |
1,128.4 |
1,111.6 |
|
| R2 |
1,118.6 |
1,118.6 |
1,110.1 |
|
| R1 |
1,112.9 |
1,112.9 |
1,108.7 |
1,115.1 |
| PP |
1,103.1 |
1,103.1 |
1,103.1 |
1,104.1 |
| S1 |
1,097.4 |
1,097.4 |
1,105.9 |
1,099.6 |
| S2 |
1,087.6 |
1,087.6 |
1,104.5 |
|
| S3 |
1,072.1 |
1,081.9 |
1,103.0 |
|
| S4 |
1,056.6 |
1,066.4 |
1,098.8 |
|
|
| 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 |
1,121.1 |
1,077.5 |
43.6 |
3.9% |
19.8 |
1.8% |
68% |
False |
False |
3,282 |
| 10 |
1,145.4 |
1,077.5 |
67.9 |
6.1% |
22.9 |
2.1% |
44% |
False |
False |
2,845 |
| 20 |
1,230.0 |
1,077.5 |
152.5 |
13.8% |
27.7 |
2.5% |
20% |
False |
False |
2,736 |
| 40 |
1,230.0 |
1,034.7 |
195.3 |
17.6% |
21.7 |
2.0% |
37% |
False |
False |
2,432 |
| 60 |
1,230.0 |
993.8 |
236.2 |
21.3% |
18.9 |
1.7% |
48% |
False |
False |
1,829 |
| 80 |
1,230.0 |
956.9 |
273.1 |
24.7% |
17.4 |
1.6% |
55% |
False |
False |
1,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,174.6 |
|
2.618 |
1,149.3 |
|
1.618 |
1,133.8 |
|
1.000 |
1,124.2 |
|
0.618 |
1,118.3 |
|
HIGH |
1,108.7 |
|
0.618 |
1,102.8 |
|
0.500 |
1,101.0 |
|
0.382 |
1,099.1 |
|
LOW |
1,093.2 |
|
0.618 |
1,083.6 |
|
1.000 |
1,077.7 |
|
1.618 |
1,068.1 |
|
2.618 |
1,052.6 |
|
4.250 |
1,027.3 |
|
|
| Fisher Pivots for day following 24-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,105.2 |
1,102.6 |
| PP |
1,103.1 |
1,097.8 |
| S1 |
1,101.0 |
1,093.1 |
|