| Trading Metrics calculated at close of trading on 29-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2009 |
29-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1,110.5 |
1,100.7 |
-9.8 |
-0.9% |
1,116.6 |
| High |
1,117.0 |
1,111.0 |
-6.0 |
-0.5% |
1,121.1 |
| Low |
1,105.0 |
1,100.0 |
-5.0 |
-0.5% |
1,077.5 |
| Close |
1,110.5 |
1,100.7 |
-9.8 |
-0.9% |
1,107.3 |
| Range |
12.0 |
11.0 |
-1.0 |
-8.3% |
43.6 |
| ATR |
23.0 |
22.2 |
-0.9 |
-3.7% |
0.0 |
| Volume |
1,503 |
1,607 |
104 |
6.9% |
10,149 |
|
| Daily Pivots for day following 29-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,136.9 |
1,129.8 |
1,106.8 |
|
| R3 |
1,125.9 |
1,118.8 |
1,103.7 |
|
| R2 |
1,114.9 |
1,114.9 |
1,102.7 |
|
| R1 |
1,107.8 |
1,107.8 |
1,101.7 |
1,106.2 |
| PP |
1,103.9 |
1,103.9 |
1,103.9 |
1,103.1 |
| S1 |
1,096.8 |
1,096.8 |
1,099.7 |
1,095.2 |
| S2 |
1,092.9 |
1,092.9 |
1,098.7 |
|
| S3 |
1,081.9 |
1,085.8 |
1,097.7 |
|
| S4 |
1,070.9 |
1,074.8 |
1,094.7 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,232.8 |
1,213.6 |
1,131.3 |
|
| R3 |
1,189.2 |
1,170.0 |
1,119.3 |
|
| R2 |
1,145.6 |
1,145.6 |
1,115.3 |
|
| R1 |
1,126.4 |
1,126.4 |
1,111.3 |
1,114.2 |
| PP |
1,102.0 |
1,102.0 |
1,102.0 |
1,095.9 |
| S1 |
1,082.8 |
1,082.8 |
1,103.3 |
1,070.6 |
| S2 |
1,058.4 |
1,058.4 |
1,099.3 |
|
| S3 |
1,014.8 |
1,039.2 |
1,095.3 |
|
| S4 |
971.2 |
995.6 |
1,083.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,117.0 |
1,077.5 |
39.5 |
3.6% |
15.3 |
1.4% |
59% |
False |
False |
2,349 |
| 10 |
1,145.4 |
1,077.5 |
67.9 |
6.2% |
20.4 |
1.9% |
34% |
False |
False |
2,725 |
| 20 |
1,230.0 |
1,077.5 |
152.5 |
13.9% |
25.0 |
2.3% |
15% |
False |
False |
2,633 |
| 40 |
1,230.0 |
1,054.0 |
176.0 |
16.0% |
21.5 |
1.9% |
27% |
False |
False |
2,405 |
| 60 |
1,230.0 |
1,005.5 |
224.5 |
20.4% |
18.9 |
1.7% |
42% |
False |
False |
1,872 |
| 80 |
1,230.0 |
989.3 |
240.7 |
21.9% |
17.1 |
1.6% |
46% |
False |
False |
1,511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,157.8 |
|
2.618 |
1,139.8 |
|
1.618 |
1,128.8 |
|
1.000 |
1,122.0 |
|
0.618 |
1,117.8 |
|
HIGH |
1,111.0 |
|
0.618 |
1,106.8 |
|
0.500 |
1,105.5 |
|
0.382 |
1,104.2 |
|
LOW |
1,100.0 |
|
0.618 |
1,093.2 |
|
1.000 |
1,089.0 |
|
1.618 |
1,082.2 |
|
2.618 |
1,071.2 |
|
4.250 |
1,053.3 |
|
|
| Fisher Pivots for day following 29-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,105.5 |
1,105.1 |
| PP |
1,103.9 |
1,103.6 |
| S1 |
1,102.3 |
1,102.2 |
|