| Trading Metrics calculated at close of trading on 14-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2009 |
14-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
2,851.0 |
2,892.0 |
41.0 |
1.4% |
2,896.0 |
| High |
2,885.0 |
2,902.0 |
17.0 |
0.6% |
2,908.0 |
| Low |
2,850.0 |
2,870.0 |
20.0 |
0.7% |
2,796.0 |
| Close |
2,862.0 |
2,881.0 |
19.0 |
0.7% |
2,862.0 |
| Range |
35.0 |
32.0 |
-3.0 |
-8.6% |
112.0 |
| ATR |
59.6 |
58.2 |
-1.4 |
-2.3% |
0.0 |
| Volume |
1,218,473 |
1,273,418 |
54,945 |
4.5% |
6,117,020 |
|
| Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,980.3 |
2,962.7 |
2,898.6 |
|
| R3 |
2,948.3 |
2,930.7 |
2,889.8 |
|
| R2 |
2,916.3 |
2,916.3 |
2,886.9 |
|
| R1 |
2,898.7 |
2,898.7 |
2,883.9 |
2,891.5 |
| PP |
2,884.3 |
2,884.3 |
2,884.3 |
2,880.8 |
| S1 |
2,866.7 |
2,866.7 |
2,878.1 |
2,859.5 |
| S2 |
2,852.3 |
2,852.3 |
2,875.1 |
|
| S3 |
2,820.3 |
2,834.7 |
2,872.2 |
|
| S4 |
2,788.3 |
2,802.7 |
2,863.4 |
|
|
| 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 |
2,906.0 |
2,796.0 |
110.0 |
3.8% |
50.2 |
1.7% |
77% |
False |
False |
1,289,227 |
| 10 |
2,931.0 |
2,796.0 |
135.0 |
4.7% |
52.6 |
1.8% |
63% |
False |
False |
1,208,833 |
| 20 |
2,933.0 |
2,732.0 |
201.0 |
7.0% |
52.0 |
1.8% |
74% |
False |
False |
1,177,404 |
| 40 |
2,953.0 |
2,680.0 |
273.0 |
9.5% |
56.6 |
2.0% |
74% |
False |
False |
1,230,947 |
| 60 |
2,953.0 |
2,680.0 |
273.0 |
9.5% |
56.0 |
1.9% |
74% |
False |
False |
1,203,943 |
| 80 |
2,953.0 |
2,636.0 |
317.0 |
11.0% |
53.8 |
1.9% |
77% |
False |
False |
975,028 |
| 100 |
2,953.0 |
2,540.0 |
413.0 |
14.3% |
53.6 |
1.9% |
83% |
False |
False |
780,412 |
| 120 |
2,953.0 |
2,241.0 |
712.0 |
24.7% |
53.4 |
1.9% |
90% |
False |
False |
650,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,038.0 |
|
2.618 |
2,985.8 |
|
1.618 |
2,953.8 |
|
1.000 |
2,934.0 |
|
0.618 |
2,921.8 |
|
HIGH |
2,902.0 |
|
0.618 |
2,889.8 |
|
0.500 |
2,886.0 |
|
0.382 |
2,882.2 |
|
LOW |
2,870.0 |
|
0.618 |
2,850.2 |
|
1.000 |
2,838.0 |
|
1.618 |
2,818.2 |
|
2.618 |
2,786.2 |
|
4.250 |
2,734.0 |
|
|
| Fisher Pivots for day following 14-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,886.0 |
2,872.5 |
| PP |
2,884.3 |
2,864.0 |
| S1 |
2,882.7 |
2,855.5 |
|