| Trading Metrics calculated at close of trading on 31-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2009 |
31-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
10,544.36 |
10,548.51 |
4.15 |
0.0% |
10,330.10 |
| High |
10,550.70 |
10,555.01 |
4.31 |
0.0% |
10,522.06 |
| Low |
10,505.66 |
10,423.13 |
-82.53 |
-0.8% |
10,329.80 |
| Close |
10,548.51 |
10,428.05 |
-120.46 |
-1.1% |
10,520.10 |
| Range |
45.04 |
131.88 |
86.84 |
192.8% |
192.26 |
| ATR |
93.18 |
95.94 |
2.76 |
3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,864.37 |
10,778.09 |
10,500.58 |
|
| R3 |
10,732.49 |
10,646.21 |
10,464.32 |
|
| R2 |
10,600.61 |
10,600.61 |
10,452.23 |
|
| R1 |
10,514.33 |
10,514.33 |
10,440.14 |
10,491.53 |
| PP |
10,468.73 |
10,468.73 |
10,468.73 |
10,457.33 |
| S1 |
10,382.45 |
10,382.45 |
10,415.96 |
10,359.65 |
| S2 |
10,336.85 |
10,336.85 |
10,403.87 |
|
| S3 |
10,204.97 |
10,250.57 |
10,391.78 |
|
| S4 |
10,073.09 |
10,118.69 |
10,355.52 |
|
|
| 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 |
10,423.13 |
157.20 |
1.5% |
63.72 |
0.6% |
3% |
False |
True |
|
| 10 |
10,580.33 |
10,263.90 |
316.43 |
3.0% |
80.69 |
0.8% |
52% |
False |
False |
|
| 20 |
10,580.33 |
10,235.63 |
344.70 |
3.3% |
94.30 |
0.9% |
56% |
False |
False |
|
| 40 |
10,580.33 |
9,767.14 |
813.19 |
7.8% |
111.22 |
1.1% |
81% |
False |
False |
|
| 60 |
10,580.33 |
9,675.62 |
904.71 |
8.7% |
120.73 |
1.2% |
83% |
False |
False |
|
| 80 |
10,580.33 |
9,430.08 |
1,150.25 |
11.0% |
121.09 |
1.2% |
87% |
False |
False |
|
| 100 |
10,580.33 |
9,116.52 |
1,463.81 |
14.0% |
123.52 |
1.2% |
90% |
False |
False |
|
| 120 |
10,580.33 |
8,285.20 |
2,295.13 |
22.0% |
123.30 |
1.2% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,115.50 |
|
2.618 |
10,900.27 |
|
1.618 |
10,768.39 |
|
1.000 |
10,686.89 |
|
0.618 |
10,636.51 |
|
HIGH |
10,555.01 |
|
0.618 |
10,504.63 |
|
0.500 |
10,489.07 |
|
0.382 |
10,473.51 |
|
LOW |
10,423.13 |
|
0.618 |
10,341.63 |
|
1.000 |
10,291.25 |
|
1.618 |
10,209.75 |
|
2.618 |
10,077.87 |
|
4.250 |
9,862.64 |
|
|
| Fisher Pivots for day following 31-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
10,489.07 |
10,501.73 |
| PP |
10,468.73 |
10,477.17 |
| S1 |
10,448.39 |
10,452.61 |
|