| Trading Metrics calculated at close of trading on 07-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2009 |
07-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
10,368.57 |
10,386.86 |
18.29 |
0.2% |
10,309.77 |
| High |
10,516.70 |
10,443.16 |
-73.54 |
-0.7% |
10,516.70 |
| Low |
10,311.81 |
10,360.18 |
48.37 |
0.5% |
10,263.29 |
| Close |
10,388.90 |
10,390.11 |
1.21 |
0.0% |
10,388.90 |
| Range |
204.89 |
82.98 |
-121.91 |
-59.5% |
253.41 |
| ATR |
138.41 |
134.45 |
-3.96 |
-2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,646.76 |
10,601.41 |
10,435.75 |
|
| R3 |
10,563.78 |
10,518.43 |
10,412.93 |
|
| R2 |
10,480.80 |
10,480.80 |
10,405.32 |
|
| R1 |
10,435.45 |
10,435.45 |
10,397.72 |
10,458.13 |
| PP |
10,397.82 |
10,397.82 |
10,397.82 |
10,409.15 |
| S1 |
10,352.47 |
10,352.47 |
10,382.50 |
10,375.15 |
| S2 |
10,314.84 |
10,314.84 |
10,374.90 |
|
| S3 |
10,231.86 |
10,269.49 |
10,367.29 |
|
| S4 |
10,148.88 |
10,186.51 |
10,344.47 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,149.86 |
11,022.79 |
10,528.28 |
|
| R3 |
10,896.45 |
10,769.38 |
10,458.59 |
|
| R2 |
10,643.04 |
10,643.04 |
10,435.36 |
|
| R1 |
10,515.97 |
10,515.97 |
10,412.13 |
10,579.51 |
| PP |
10,389.63 |
10,389.63 |
10,389.63 |
10,421.40 |
| S1 |
10,262.56 |
10,262.56 |
10,365.67 |
10,326.10 |
| S2 |
10,136.22 |
10,136.22 |
10,342.44 |
|
| S3 |
9,882.81 |
10,009.15 |
10,319.21 |
|
| S4 |
9,629.40 |
9,755.74 |
10,249.52 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,516.70 |
10,311.81 |
204.89 |
2.0% |
139.07 |
1.3% |
38% |
False |
False |
|
| 10 |
10,516.70 |
10,231.25 |
285.45 |
2.7% |
134.79 |
1.3% |
56% |
False |
False |
|
| 20 |
10,516.70 |
10,020.62 |
496.08 |
4.8% |
126.71 |
1.2% |
74% |
False |
False |
|
| 40 |
10,516.70 |
9,678.95 |
837.75 |
8.1% |
138.25 |
1.3% |
85% |
False |
False |
|
| 60 |
10,516.70 |
9,430.08 |
1,086.62 |
10.5% |
132.38 |
1.3% |
88% |
False |
False |
|
| 80 |
10,516.70 |
9,116.52 |
1,400.18 |
13.5% |
131.12 |
1.3% |
91% |
False |
False |
|
| 100 |
10,516.70 |
8,674.41 |
1,842.29 |
17.7% |
128.59 |
1.2% |
93% |
False |
False |
|
| 120 |
10,516.70 |
8,087.19 |
2,429.51 |
23.4% |
131.44 |
1.3% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,795.83 |
|
2.618 |
10,660.40 |
|
1.618 |
10,577.42 |
|
1.000 |
10,526.14 |
|
0.618 |
10,494.44 |
|
HIGH |
10,443.16 |
|
0.618 |
10,411.46 |
|
0.500 |
10,401.67 |
|
0.382 |
10,391.88 |
|
LOW |
10,360.18 |
|
0.618 |
10,308.90 |
|
1.000 |
10,277.20 |
|
1.618 |
10,225.92 |
|
2.618 |
10,142.94 |
|
4.250 |
10,007.52 |
|
|
| Fisher Pivots for day following 07-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
10,401.67 |
10,414.26 |
| PP |
10,397.82 |
10,406.21 |
| S1 |
10,393.96 |
10,398.16 |
|