| Trading Metrics calculated at close of trading on 08-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2009 |
08-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
2,895.0 |
2,893.0 |
-2.0 |
-0.1% |
2,839.0 |
| High |
2,903.0 |
2,902.0 |
-1.0 |
0.0% |
2,925.0 |
| Low |
2,872.0 |
2,829.0 |
-43.0 |
-1.5% |
2,786.0 |
| Close |
2,892.0 |
2,848.0 |
-44.0 |
-1.5% |
2,905.0 |
| Range |
31.0 |
73.0 |
42.0 |
135.5% |
139.0 |
| ATR |
58.7 |
59.7 |
1.0 |
1.7% |
0.0 |
| Volume |
129,611 |
55,931 |
-73,680 |
-56.8% |
34,357 |
|
| Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,078.7 |
3,036.3 |
2,888.2 |
|
| R3 |
3,005.7 |
2,963.3 |
2,868.1 |
|
| R2 |
2,932.7 |
2,932.7 |
2,861.4 |
|
| R1 |
2,890.3 |
2,890.3 |
2,854.7 |
2,875.0 |
| PP |
2,859.7 |
2,859.7 |
2,859.7 |
2,852.0 |
| S1 |
2,817.3 |
2,817.3 |
2,841.3 |
2,802.0 |
| S2 |
2,786.7 |
2,786.7 |
2,834.6 |
|
| S3 |
2,713.7 |
2,744.3 |
2,827.9 |
|
| S4 |
2,640.7 |
2,671.3 |
2,807.9 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,289.0 |
3,236.0 |
2,981.5 |
|
| R3 |
3,150.0 |
3,097.0 |
2,943.2 |
|
| R2 |
3,011.0 |
3,011.0 |
2,930.5 |
|
| R1 |
2,958.0 |
2,958.0 |
2,917.7 |
2,984.5 |
| PP |
2,872.0 |
2,872.0 |
2,872.0 |
2,885.3 |
| S1 |
2,819.0 |
2,819.0 |
2,892.3 |
2,845.5 |
| S2 |
2,733.0 |
2,733.0 |
2,879.5 |
|
| S3 |
2,594.0 |
2,680.0 |
2,866.8 |
|
| S4 |
2,455.0 |
2,541.0 |
2,828.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,925.0 |
2,829.0 |
96.0 |
3.4% |
53.8 |
1.9% |
20% |
False |
True |
43,577 |
| 10 |
2,925.0 |
2,729.0 |
196.0 |
6.9% |
62.5 |
2.2% |
61% |
False |
False |
22,295 |
| 20 |
2,926.0 |
2,729.0 |
197.0 |
6.9% |
50.3 |
1.8% |
60% |
False |
False |
12,282 |
| 40 |
2,948.0 |
2,679.0 |
269.0 |
9.4% |
54.4 |
1.9% |
63% |
False |
False |
8,381 |
| 60 |
2,948.0 |
2,679.0 |
269.0 |
9.4% |
52.2 |
1.8% |
63% |
False |
False |
7,174 |
| 80 |
2,948.0 |
2,570.0 |
378.0 |
13.3% |
49.4 |
1.7% |
74% |
False |
False |
5,975 |
| 100 |
2,948.0 |
2,489.0 |
459.0 |
16.1% |
46.4 |
1.6% |
78% |
False |
False |
4,830 |
| 120 |
2,948.0 |
2,250.0 |
698.0 |
24.5% |
44.7 |
1.6% |
86% |
False |
False |
4,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,212.3 |
|
2.618 |
3,093.1 |
|
1.618 |
3,020.1 |
|
1.000 |
2,975.0 |
|
0.618 |
2,947.1 |
|
HIGH |
2,902.0 |
|
0.618 |
2,874.1 |
|
0.500 |
2,865.5 |
|
0.382 |
2,856.9 |
|
LOW |
2,829.0 |
|
0.618 |
2,783.9 |
|
1.000 |
2,756.0 |
|
1.618 |
2,710.9 |
|
2.618 |
2,637.9 |
|
4.250 |
2,518.8 |
|
|
| Fisher Pivots for day following 08-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,865.5 |
2,877.0 |
| PP |
2,859.7 |
2,867.3 |
| S1 |
2,853.8 |
2,857.7 |
|