| Trading Metrics calculated at close of trading on 17-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2009 |
17-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
2,892.0 |
2,906.0 |
14.0 |
0.5% |
2,896.0 |
| High |
2,949.0 |
2,917.0 |
-32.0 |
-1.1% |
2,908.0 |
| Low |
2,887.0 |
2,877.0 |
-10.0 |
-0.3% |
2,796.0 |
| Close |
2,924.0 |
2,896.0 |
-28.0 |
-1.0% |
2,862.0 |
| Range |
62.0 |
40.0 |
-22.0 |
-35.5% |
112.0 |
| ATR |
57.3 |
56.5 |
-0.7 |
-1.3% |
0.0 |
| Volume |
1,786,107 |
1,539,225 |
-246,882 |
-13.8% |
6,117,020 |
|
| Daily Pivots for day following 17-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,016.7 |
2,996.3 |
2,918.0 |
|
| R3 |
2,976.7 |
2,956.3 |
2,907.0 |
|
| R2 |
2,936.7 |
2,936.7 |
2,903.3 |
|
| R1 |
2,916.3 |
2,916.3 |
2,899.7 |
2,906.5 |
| PP |
2,896.7 |
2,896.7 |
2,896.7 |
2,891.8 |
| S1 |
2,876.3 |
2,876.3 |
2,892.3 |
2,866.5 |
| S2 |
2,856.7 |
2,856.7 |
2,888.7 |
|
| S3 |
2,816.7 |
2,836.3 |
2,885.0 |
|
| S4 |
2,776.7 |
2,796.3 |
2,874.0 |
|
|
| 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 |
2,949.0 |
2,850.0 |
99.0 |
3.4% |
41.6 |
1.4% |
46% |
False |
False |
1,554,863 |
| 10 |
2,949.0 |
2,796.0 |
153.0 |
5.3% |
50.4 |
1.7% |
65% |
False |
False |
1,409,876 |
| 20 |
2,949.0 |
2,732.0 |
217.0 |
7.5% |
54.5 |
1.9% |
76% |
False |
False |
1,299,651 |
| 40 |
2,949.0 |
2,680.0 |
269.0 |
9.3% |
55.8 |
1.9% |
80% |
False |
False |
1,277,347 |
| 60 |
2,953.0 |
2,680.0 |
273.0 |
9.4% |
56.4 |
1.9% |
79% |
False |
False |
1,248,695 |
| 80 |
2,953.0 |
2,660.0 |
293.0 |
10.1% |
53.1 |
1.8% |
81% |
False |
False |
1,040,801 |
| 100 |
2,953.0 |
2,540.0 |
413.0 |
14.3% |
53.6 |
1.9% |
86% |
False |
False |
833,164 |
| 120 |
2,953.0 |
2,241.0 |
712.0 |
24.6% |
53.1 |
1.8% |
92% |
False |
False |
694,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,087.0 |
|
2.618 |
3,021.7 |
|
1.618 |
2,981.7 |
|
1.000 |
2,957.0 |
|
0.618 |
2,941.7 |
|
HIGH |
2,917.0 |
|
0.618 |
2,901.7 |
|
0.500 |
2,897.0 |
|
0.382 |
2,892.3 |
|
LOW |
2,877.0 |
|
0.618 |
2,852.3 |
|
1.000 |
2,837.0 |
|
1.618 |
2,812.3 |
|
2.618 |
2,772.3 |
|
4.250 |
2,707.0 |
|
|
| Fisher Pivots for day following 17-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,897.0 |
2,902.5 |
| PP |
2,896.7 |
2,900.3 |
| S1 |
2,896.3 |
2,898.2 |
|