| 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 |
10,517.91 |
10,547.83 |
29.92 |
0.3% |
10,330.10 |
| High |
10,551.61 |
10,580.33 |
28.72 |
0.3% |
10,522.06 |
| Low |
10,506.34 |
10,544.28 |
37.94 |
0.4% |
10,329.80 |
| Close |
10,547.08 |
10,545.41 |
-1.67 |
0.0% |
10,520.10 |
| Range |
45.27 |
36.05 |
-9.22 |
-20.4% |
192.26 |
| ATR |
101.56 |
96.88 |
-4.68 |
-4.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,664.82 |
10,641.17 |
10,565.24 |
|
| R3 |
10,628.77 |
10,605.12 |
10,555.32 |
|
| R2 |
10,592.72 |
10,592.72 |
10,552.02 |
|
| R1 |
10,569.07 |
10,569.07 |
10,548.71 |
10,562.87 |
| PP |
10,556.67 |
10,556.67 |
10,556.67 |
10,553.58 |
| S1 |
10,533.02 |
10,533.02 |
10,542.11 |
10,526.82 |
| S2 |
10,520.62 |
10,520.62 |
10,538.80 |
|
| S3 |
10,484.57 |
10,496.97 |
10,535.50 |
|
| S4 |
10,448.52 |
10,460.92 |
10,525.58 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,034.10 |
10,969.36 |
10,625.84 |
|
| R3 |
10,841.84 |
10,777.10 |
10,572.97 |
|
| R2 |
10,649.58 |
10,649.58 |
10,555.35 |
|
| R1 |
10,584.84 |
10,584.84 |
10,537.72 |
10,617.21 |
| PP |
10,457.32 |
10,457.32 |
10,457.32 |
10,473.51 |
| S1 |
10,392.58 |
10,392.58 |
10,502.48 |
10,424.95 |
| S2 |
10,265.06 |
10,265.06 |
10,484.85 |
|
| S3 |
10,072.80 |
10,200.32 |
10,467.23 |
|
| S4 |
9,880.54 |
10,008.06 |
10,414.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,580.33 |
10,414.59 |
165.74 |
1.6% |
52.24 |
0.5% |
79% |
True |
False |
|
| 10 |
10,580.33 |
10,263.90 |
316.43 |
3.0% |
78.50 |
0.7% |
89% |
True |
False |
|
| 20 |
10,580.33 |
10,235.63 |
344.70 |
3.3% |
97.95 |
0.9% |
90% |
True |
False |
|
| 40 |
10,580.33 |
9,678.95 |
901.38 |
8.5% |
113.37 |
1.1% |
96% |
True |
False |
|
| 60 |
10,580.33 |
9,481.09 |
1,099.24 |
10.4% |
123.07 |
1.2% |
97% |
True |
False |
|
| 80 |
10,580.33 |
9,321.63 |
1,258.70 |
11.9% |
121.32 |
1.2% |
97% |
True |
False |
|
| 100 |
10,580.33 |
9,116.52 |
1,463.81 |
13.9% |
124.36 |
1.2% |
98% |
True |
False |
|
| 120 |
10,580.33 |
8,093.31 |
2,487.02 |
23.6% |
124.25 |
1.2% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,733.54 |
|
2.618 |
10,674.71 |
|
1.618 |
10,638.66 |
|
1.000 |
10,616.38 |
|
0.618 |
10,602.61 |
|
HIGH |
10,580.33 |
|
0.618 |
10,566.56 |
|
0.500 |
10,562.31 |
|
0.382 |
10,558.05 |
|
LOW |
10,544.28 |
|
0.618 |
10,522.00 |
|
1.000 |
10,508.23 |
|
1.618 |
10,485.95 |
|
2.618 |
10,449.90 |
|
4.250 |
10,391.07 |
|
|
| Fisher Pivots for day following 29-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
10,562.31 |
10,537.28 |
| PP |
10,556.67 |
10,529.14 |
| S1 |
10,551.04 |
10,521.01 |
|