| Trading Metrics calculated at close of trading on 16-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2009 |
16-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
5,828.0 |
5,812.5 |
-15.5 |
-0.3% |
5,796.0 |
| High |
5,830.5 |
5,932.5 |
102.0 |
1.7% |
5,814.5 |
| Low |
5,751.5 |
5,804.0 |
52.5 |
0.9% |
5,604.5 |
| Close |
5,806.0 |
5,893.5 |
87.5 |
1.5% |
5,761.0 |
| Range |
79.0 |
128.5 |
49.5 |
62.7% |
210.0 |
| ATR |
112.6 |
113.7 |
1.1 |
1.0% |
0.0 |
| Volume |
155,867 |
186,555 |
30,688 |
19.7% |
787,148 |
|
| Daily Pivots for day following 16-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,262.2 |
6,206.3 |
5,964.2 |
|
| R3 |
6,133.7 |
6,077.8 |
5,928.8 |
|
| R2 |
6,005.2 |
6,005.2 |
5,917.1 |
|
| R1 |
5,949.3 |
5,949.3 |
5,905.3 |
5,977.3 |
| PP |
5,876.7 |
5,876.7 |
5,876.7 |
5,890.6 |
| S1 |
5,820.8 |
5,820.8 |
5,881.7 |
5,848.8 |
| S2 |
5,748.2 |
5,748.2 |
5,869.9 |
|
| S3 |
5,619.7 |
5,692.3 |
5,858.2 |
|
| S4 |
5,491.2 |
5,563.8 |
5,822.8 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,356.7 |
6,268.8 |
5,876.5 |
|
| R3 |
6,146.7 |
6,058.8 |
5,818.8 |
|
| R2 |
5,936.7 |
5,936.7 |
5,799.5 |
|
| R1 |
5,848.8 |
5,848.8 |
5,780.3 |
5,787.8 |
| PP |
5,726.7 |
5,726.7 |
5,726.7 |
5,696.1 |
| S1 |
5,638.8 |
5,638.8 |
5,741.8 |
5,577.8 |
| S2 |
5,516.7 |
5,516.7 |
5,722.5 |
|
| S3 |
5,306.7 |
5,428.8 |
5,703.3 |
|
| S4 |
5,096.7 |
5,218.8 |
5,645.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,932.5 |
5,637.0 |
295.5 |
5.0% |
91.4 |
1.6% |
87% |
True |
False |
148,423 |
| 10 |
5,932.5 |
5,604.5 |
328.0 |
5.6% |
106.7 |
1.8% |
88% |
True |
False |
155,815 |
| 20 |
5,932.5 |
5,509.5 |
423.0 |
7.2% |
107.0 |
1.8% |
91% |
True |
False |
149,773 |
| 40 |
5,932.5 |
5,316.0 |
616.5 |
10.5% |
111.6 |
1.9% |
94% |
True |
False |
159,114 |
| 60 |
5,932.5 |
5,316.0 |
616.5 |
10.5% |
110.4 |
1.9% |
94% |
True |
False |
158,022 |
| 80 |
5,932.5 |
5,268.5 |
664.0 |
11.3% |
104.2 |
1.8% |
94% |
True |
False |
127,276 |
| 100 |
5,932.5 |
5,152.5 |
780.0 |
13.2% |
105.6 |
1.8% |
95% |
True |
False |
102,052 |
| 120 |
5,932.5 |
4,540.0 |
1,392.5 |
23.6% |
105.3 |
1.8% |
97% |
True |
False |
85,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,478.6 |
|
2.618 |
6,268.9 |
|
1.618 |
6,140.4 |
|
1.000 |
6,061.0 |
|
0.618 |
6,011.9 |
|
HIGH |
5,932.5 |
|
0.618 |
5,883.4 |
|
0.500 |
5,868.3 |
|
0.382 |
5,853.1 |
|
LOW |
5,804.0 |
|
0.618 |
5,724.6 |
|
1.000 |
5,675.5 |
|
1.618 |
5,596.1 |
|
2.618 |
5,467.6 |
|
4.250 |
5,257.9 |
|
|
| Fisher Pivots for day following 16-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
5,885.1 |
5,876.3 |
| PP |
5,876.7 |
5,859.2 |
| S1 |
5,868.3 |
5,842.0 |
|