| 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 |
2,862.0 |
2,896.0 |
34.0 |
1.2% |
2,826.0 |
| High |
2,931.0 |
2,908.0 |
-23.0 |
-0.8% |
2,931.0 |
| Low |
2,853.0 |
2,874.0 |
21.0 |
0.7% |
2,788.0 |
| Close |
2,909.0 |
2,896.0 |
-13.0 |
-0.4% |
2,909.0 |
| Range |
78.0 |
34.0 |
-44.0 |
-56.4% |
143.0 |
| ATR |
63.4 |
61.4 |
-2.0 |
-3.2% |
0.0 |
| Volume |
1,425,899 |
944,301 |
-481,598 |
-33.8% |
6,137,570 |
|
| Daily Pivots for day following 07-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,994.7 |
2,979.3 |
2,914.7 |
|
| R3 |
2,960.7 |
2,945.3 |
2,905.4 |
|
| R2 |
2,926.7 |
2,926.7 |
2,902.2 |
|
| R1 |
2,911.3 |
2,911.3 |
2,899.1 |
2,913.0 |
| PP |
2,892.7 |
2,892.7 |
2,892.7 |
2,893.5 |
| S1 |
2,877.3 |
2,877.3 |
2,892.9 |
2,879.0 |
| S2 |
2,858.7 |
2,858.7 |
2,889.8 |
|
| S3 |
2,824.7 |
2,843.3 |
2,886.7 |
|
| S4 |
2,790.7 |
2,809.3 |
2,877.3 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,305.0 |
3,250.0 |
2,987.7 |
|
| R3 |
3,162.0 |
3,107.0 |
2,948.3 |
|
| R2 |
3,019.0 |
3,019.0 |
2,935.2 |
|
| R1 |
2,964.0 |
2,964.0 |
2,922.1 |
2,991.5 |
| PP |
2,876.0 |
2,876.0 |
2,876.0 |
2,889.8 |
| S1 |
2,821.0 |
2,821.0 |
2,895.9 |
2,848.5 |
| S2 |
2,733.0 |
2,733.0 |
2,882.8 |
|
| S3 |
2,590.0 |
2,678.0 |
2,869.7 |
|
| S4 |
2,447.0 |
2,535.0 |
2,830.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,931.0 |
2,816.0 |
115.0 |
4.0% |
55.0 |
1.9% |
70% |
False |
False |
1,128,439 |
| 10 |
2,931.0 |
2,732.0 |
199.0 |
6.9% |
57.9 |
2.0% |
82% |
False |
False |
1,184,115 |
| 20 |
2,933.0 |
2,732.0 |
201.0 |
6.9% |
50.0 |
1.7% |
82% |
False |
False |
1,109,299 |
| 40 |
2,953.0 |
2,680.0 |
273.0 |
9.4% |
56.6 |
2.0% |
79% |
False |
False |
1,212,731 |
| 60 |
2,953.0 |
2,680.0 |
273.0 |
9.4% |
55.4 |
1.9% |
79% |
False |
False |
1,180,297 |
| 80 |
2,953.0 |
2,570.0 |
383.0 |
13.2% |
54.0 |
1.9% |
85% |
False |
False |
894,572 |
| 100 |
2,953.0 |
2,441.0 |
512.0 |
17.7% |
53.3 |
1.8% |
89% |
False |
False |
715,996 |
| 120 |
2,953.0 |
2,241.0 |
712.0 |
24.6% |
53.7 |
1.9% |
92% |
False |
False |
597,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,052.5 |
|
2.618 |
2,997.0 |
|
1.618 |
2,963.0 |
|
1.000 |
2,942.0 |
|
0.618 |
2,929.0 |
|
HIGH |
2,908.0 |
|
0.618 |
2,895.0 |
|
0.500 |
2,891.0 |
|
0.382 |
2,887.0 |
|
LOW |
2,874.0 |
|
0.618 |
2,853.0 |
|
1.000 |
2,840.0 |
|
1.618 |
2,819.0 |
|
2.618 |
2,785.0 |
|
4.250 |
2,729.5 |
|
|
| Fisher Pivots for day following 07-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,894.3 |
2,894.5 |
| PP |
2,892.7 |
2,893.0 |
| S1 |
2,891.0 |
2,891.5 |
|