| 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 |
4,661.0 |
4,647.0 |
-14.0 |
-0.3% |
4,740.0 |
| High |
4,695.0 |
4,691.0 |
-4.0 |
-0.1% |
4,747.0 |
| Low |
4,654.0 |
4,647.0 |
-7.0 |
-0.2% |
4,595.0 |
| Close |
4,663.0 |
4,653.0 |
-10.0 |
-0.2% |
4,659.0 |
| Range |
41.0 |
44.0 |
3.0 |
7.3% |
152.0 |
| ATR |
67.7 |
66.0 |
-1.7 |
-2.5% |
0.0 |
| Volume |
96,367 |
54,299 |
-42,068 |
-43.7% |
143,727 |
|
| Daily Pivots for day following 16-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,795.7 |
4,768.3 |
4,677.2 |
|
| R3 |
4,751.7 |
4,724.3 |
4,665.1 |
|
| R2 |
4,707.7 |
4,707.7 |
4,661.1 |
|
| R1 |
4,680.3 |
4,680.3 |
4,657.0 |
4,694.0 |
| PP |
4,663.7 |
4,663.7 |
4,663.7 |
4,670.5 |
| S1 |
4,636.3 |
4,636.3 |
4,649.0 |
4,650.0 |
| S2 |
4,619.7 |
4,619.7 |
4,644.9 |
|
| S3 |
4,575.7 |
4,592.3 |
4,640.9 |
|
| S4 |
4,531.7 |
4,548.3 |
4,628.8 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,123.0 |
5,043.0 |
4,742.6 |
|
| R3 |
4,971.0 |
4,891.0 |
4,700.8 |
|
| R2 |
4,819.0 |
4,819.0 |
4,686.9 |
|
| R1 |
4,739.0 |
4,739.0 |
4,672.9 |
4,703.0 |
| PP |
4,667.0 |
4,667.0 |
4,667.0 |
4,649.0 |
| S1 |
4,587.0 |
4,587.0 |
4,645.1 |
4,551.0 |
| S2 |
4,515.0 |
4,515.0 |
4,631.1 |
|
| S3 |
4,363.0 |
4,435.0 |
4,617.2 |
|
| S4 |
4,211.0 |
4,283.0 |
4,575.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,695.0 |
4,596.0 |
99.0 |
2.1% |
49.6 |
1.1% |
58% |
False |
False |
59,984 |
| 10 |
4,795.0 |
4,595.0 |
200.0 |
4.3% |
52.9 |
1.1% |
29% |
False |
False |
41,884 |
| 20 |
4,806.0 |
4,567.0 |
239.0 |
5.1% |
55.7 |
1.2% |
36% |
False |
False |
33,533 |
| 40 |
4,875.0 |
4,501.0 |
374.0 |
8.0% |
53.5 |
1.2% |
41% |
False |
False |
30,858 |
| 60 |
4,900.0 |
4,501.0 |
399.0 |
8.6% |
53.7 |
1.2% |
38% |
False |
False |
28,637 |
| 80 |
4,900.0 |
4,418.0 |
482.0 |
10.4% |
51.7 |
1.1% |
49% |
False |
False |
25,808 |
| 100 |
4,900.0 |
4,153.0 |
747.0 |
16.1% |
46.8 |
1.0% |
67% |
False |
False |
20,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,878.0 |
|
2.618 |
4,806.2 |
|
1.618 |
4,762.2 |
|
1.000 |
4,735.0 |
|
0.618 |
4,718.2 |
|
HIGH |
4,691.0 |
|
0.618 |
4,674.2 |
|
0.500 |
4,669.0 |
|
0.382 |
4,663.8 |
|
LOW |
4,647.0 |
|
0.618 |
4,619.8 |
|
1.000 |
4,603.0 |
|
1.618 |
4,575.8 |
|
2.618 |
4,531.8 |
|
4.250 |
4,460.0 |
|
|
| Fisher Pivots for day following 16-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4,669.0 |
4,653.0 |
| PP |
4,663.7 |
4,653.0 |
| S1 |
4,658.3 |
4,653.0 |
|