| 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 |
10,404 |
10,486 |
82 |
0.8% |
10,398 |
| High |
10,488 |
10,571 |
83 |
0.8% |
10,488 |
| Low |
10,400 |
10,458 |
58 |
0.6% |
10,228 |
| Close |
10,484 |
10,498 |
14 |
0.1% |
10,484 |
| Range |
88 |
113 |
25 |
28.4% |
260 |
| ATR |
145 |
143 |
-2 |
-1.6% |
0 |
| Volume |
84,874 |
40,078 |
-44,796 |
-52.8% |
688,176 |
|
| Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,848 |
10,786 |
10,560 |
|
| R3 |
10,735 |
10,673 |
10,529 |
|
| R2 |
10,622 |
10,622 |
10,519 |
|
| R1 |
10,560 |
10,560 |
10,508 |
10,591 |
| PP |
10,509 |
10,509 |
10,509 |
10,525 |
| S1 |
10,447 |
10,447 |
10,488 |
10,478 |
| S2 |
10,396 |
10,396 |
10,477 |
|
| S3 |
10,283 |
10,334 |
10,467 |
|
| S4 |
10,170 |
10,221 |
10,436 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,180 |
11,092 |
10,627 |
|
| R3 |
10,920 |
10,832 |
10,556 |
|
| R2 |
10,660 |
10,660 |
10,532 |
|
| R1 |
10,572 |
10,572 |
10,508 |
10,616 |
| PP |
10,400 |
10,400 |
10,400 |
10,422 |
| S1 |
10,312 |
10,312 |
10,460 |
10,356 |
| S2 |
10,140 |
10,140 |
10,436 |
|
| S3 |
9,880 |
10,052 |
10,413 |
|
| S4 |
9,620 |
9,792 |
10,341 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,571 |
10,228 |
343 |
3.3% |
127 |
1.2% |
79% |
True |
False |
104,155 |
| 10 |
10,571 |
10,228 |
343 |
3.3% |
139 |
1.3% |
79% |
True |
False |
123,521 |
| 20 |
10,571 |
10,116 |
455 |
4.3% |
139 |
1.3% |
84% |
True |
False |
119,531 |
| 40 |
10,571 |
9,596 |
975 |
9.3% |
158 |
1.5% |
93% |
True |
False |
145,466 |
| 60 |
10,571 |
9,336 |
1,235 |
11.8% |
149 |
1.4% |
94% |
True |
False |
142,204 |
| 80 |
10,571 |
9,186 |
1,385 |
13.2% |
146 |
1.4% |
95% |
True |
False |
116,834 |
| 100 |
10,571 |
8,893 |
1,678 |
16.0% |
145 |
1.4% |
96% |
True |
False |
93,491 |
| 120 |
10,571 |
7,961 |
2,610 |
24.9% |
145 |
1.4% |
97% |
True |
False |
77,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,051 |
|
2.618 |
10,867 |
|
1.618 |
10,754 |
|
1.000 |
10,684 |
|
0.618 |
10,641 |
|
HIGH |
10,571 |
|
0.618 |
10,528 |
|
0.500 |
10,515 |
|
0.382 |
10,501 |
|
LOW |
10,458 |
|
0.618 |
10,388 |
|
1.000 |
10,345 |
|
1.618 |
10,275 |
|
2.618 |
10,162 |
|
4.250 |
9,978 |
|
|
| Fisher Pivots for day following 14-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
10,515 |
10,478 |
| PP |
10,509 |
10,457 |
| S1 |
10,504 |
10,437 |
|