| Trading Metrics calculated at close of trading on 15-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2009 |
15-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1,107.50 |
1,112.75 |
5.25 |
0.5% |
1,108.00 |
| High |
1,118.00 |
1,115.75 |
-2.25 |
-0.2% |
1,110.75 |
| Low |
1,104.50 |
1,105.25 |
0.75 |
0.1% |
1,085.00 |
| Close |
1,113.50 |
1,108.75 |
-4.75 |
-0.4% |
1,108.00 |
| Range |
13.50 |
10.50 |
-3.00 |
-22.2% |
25.75 |
| ATR |
16.59 |
16.15 |
-0.43 |
-2.6% |
0.00 |
| Volume |
798,580 |
757,740 |
-40,840 |
-5.1% |
10,320,449 |
|
| Daily Pivots for day following 15-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,141.50 |
1,135.50 |
1,114.50 |
|
| R3 |
1,131.00 |
1,125.00 |
1,111.75 |
|
| R2 |
1,120.50 |
1,120.50 |
1,110.75 |
|
| R1 |
1,114.50 |
1,114.50 |
1,109.75 |
1,112.25 |
| PP |
1,110.00 |
1,110.00 |
1,110.00 |
1,108.75 |
| S1 |
1,104.00 |
1,104.00 |
1,107.75 |
1,101.75 |
| S2 |
1,099.50 |
1,099.50 |
1,106.75 |
|
| S3 |
1,089.00 |
1,093.50 |
1,105.75 |
|
| S4 |
1,078.50 |
1,083.00 |
1,103.00 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,178.50 |
1,169.00 |
1,122.25 |
|
| R3 |
1,152.75 |
1,143.25 |
1,115.00 |
|
| R2 |
1,127.00 |
1,127.00 |
1,112.75 |
|
| R1 |
1,117.50 |
1,117.50 |
1,110.25 |
1,121.00 |
| PP |
1,101.25 |
1,101.25 |
1,101.25 |
1,103.00 |
| S1 |
1,091.75 |
1,091.75 |
1,105.75 |
1,095.00 |
| S2 |
1,075.50 |
1,075.50 |
1,103.25 |
|
| S3 |
1,049.75 |
1,066.00 |
1,101.00 |
|
| S4 |
1,024.00 |
1,040.25 |
1,093.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,118.00 |
1,085.00 |
33.00 |
3.0% |
12.00 |
1.1% |
72% |
False |
False |
1,475,118 |
| 10 |
1,119.00 |
1,085.00 |
34.00 |
3.1% |
14.50 |
1.3% |
70% |
False |
False |
1,743,646 |
| 20 |
1,119.00 |
1,067.00 |
52.00 |
4.7% |
15.75 |
1.4% |
80% |
False |
False |
1,692,679 |
| 40 |
1,119.00 |
1,026.00 |
93.00 |
8.4% |
18.25 |
1.6% |
89% |
False |
False |
1,952,697 |
| 60 |
1,119.00 |
1,012.00 |
107.00 |
9.7% |
17.75 |
1.6% |
90% |
False |
False |
1,933,780 |
| 80 |
1,119.00 |
986.50 |
132.50 |
12.0% |
17.25 |
1.6% |
92% |
False |
False |
1,642,262 |
| 100 |
1,119.00 |
960.00 |
159.00 |
14.3% |
17.50 |
1.6% |
94% |
False |
False |
1,314,348 |
| 120 |
1,119.00 |
861.25 |
257.75 |
23.2% |
17.50 |
1.6% |
96% |
False |
False |
1,095,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,160.50 |
|
2.618 |
1,143.25 |
|
1.618 |
1,132.75 |
|
1.000 |
1,126.25 |
|
0.618 |
1,122.25 |
|
HIGH |
1,115.75 |
|
0.618 |
1,111.75 |
|
0.500 |
1,110.50 |
|
0.382 |
1,109.25 |
|
LOW |
1,105.25 |
|
0.618 |
1,098.75 |
|
1.000 |
1,094.75 |
|
1.618 |
1,088.25 |
|
2.618 |
1,077.75 |
|
4.250 |
1,060.50 |
|
|
| Fisher Pivots for day following 15-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,110.50 |
1,109.50 |
| PP |
1,110.00 |
1,109.25 |
| S1 |
1,109.25 |
1,109.00 |
|