| Trading Metrics calculated at close of trading on 11-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2009 |
11-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
2,813.0 |
2,851.0 |
38.0 |
1.4% |
2,896.0 |
| High |
2,857.0 |
2,885.0 |
28.0 |
1.0% |
2,908.0 |
| Low |
2,809.0 |
2,850.0 |
41.0 |
1.5% |
2,796.0 |
| Close |
2,847.0 |
2,862.0 |
15.0 |
0.5% |
2,862.0 |
| Range |
48.0 |
35.0 |
-13.0 |
-27.1% |
112.0 |
| ATR |
61.3 |
59.6 |
-1.7 |
-2.7% |
0.0 |
| Volume |
1,064,054 |
1,218,473 |
154,419 |
14.5% |
6,117,020 |
|
| Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,970.7 |
2,951.3 |
2,881.3 |
|
| R3 |
2,935.7 |
2,916.3 |
2,871.6 |
|
| R2 |
2,900.7 |
2,900.7 |
2,868.4 |
|
| R1 |
2,881.3 |
2,881.3 |
2,865.2 |
2,891.0 |
| PP |
2,865.7 |
2,865.7 |
2,865.7 |
2,870.5 |
| S1 |
2,846.3 |
2,846.3 |
2,858.8 |
2,856.0 |
| S2 |
2,830.7 |
2,830.7 |
2,855.6 |
|
| S3 |
2,795.7 |
2,811.3 |
2,852.4 |
|
| S4 |
2,760.7 |
2,776.3 |
2,842.8 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,191.3 |
3,138.7 |
2,923.6 |
|
| R3 |
3,079.3 |
3,026.7 |
2,892.8 |
|
| R2 |
2,967.3 |
2,967.3 |
2,882.5 |
|
| R1 |
2,914.7 |
2,914.7 |
2,872.3 |
2,885.0 |
| PP |
2,855.3 |
2,855.3 |
2,855.3 |
2,840.5 |
| S1 |
2,802.7 |
2,802.7 |
2,851.7 |
2,773.0 |
| S2 |
2,743.3 |
2,743.3 |
2,841.5 |
|
| S3 |
2,631.3 |
2,690.7 |
2,831.2 |
|
| S4 |
2,519.3 |
2,578.7 |
2,800.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,908.0 |
2,796.0 |
112.0 |
3.9% |
50.6 |
1.8% |
59% |
False |
False |
1,223,404 |
| 10 |
2,931.0 |
2,788.0 |
143.0 |
5.0% |
55.1 |
1.9% |
52% |
False |
False |
1,225,459 |
| 20 |
2,933.0 |
2,732.0 |
201.0 |
7.0% |
52.6 |
1.8% |
65% |
False |
False |
1,158,473 |
| 40 |
2,953.0 |
2,680.0 |
273.0 |
9.5% |
57.7 |
2.0% |
67% |
False |
False |
1,233,723 |
| 60 |
2,953.0 |
2,680.0 |
273.0 |
9.5% |
56.1 |
2.0% |
67% |
False |
False |
1,204,410 |
| 80 |
2,953.0 |
2,626.0 |
327.0 |
11.4% |
53.8 |
1.9% |
72% |
False |
False |
959,176 |
| 100 |
2,953.0 |
2,505.0 |
448.0 |
15.7% |
54.1 |
1.9% |
80% |
False |
False |
767,713 |
| 120 |
2,953.0 |
2,241.0 |
712.0 |
24.9% |
53.7 |
1.9% |
87% |
False |
False |
639,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,033.8 |
|
2.618 |
2,976.6 |
|
1.618 |
2,941.6 |
|
1.000 |
2,920.0 |
|
0.618 |
2,906.6 |
|
HIGH |
2,885.0 |
|
0.618 |
2,871.6 |
|
0.500 |
2,867.5 |
|
0.382 |
2,863.4 |
|
LOW |
2,850.0 |
|
0.618 |
2,828.4 |
|
1.000 |
2,815.0 |
|
1.618 |
2,793.4 |
|
2.618 |
2,758.4 |
|
4.250 |
2,701.3 |
|
|
| Fisher Pivots for day following 11-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,867.5 |
2,854.8 |
| PP |
2,865.7 |
2,847.7 |
| S1 |
2,863.8 |
2,840.5 |
|