| Trading Metrics calculated at close of trading on 10-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2009 |
10-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1,129.5 |
1,130.1 |
0.6 |
0.1% |
1,182.0 |
| High |
1,148.4 |
1,137.7 |
-10.7 |
-0.9% |
1,227.5 |
| Low |
1,117.0 |
1,121.8 |
4.8 |
0.4% |
1,147.4 |
| Close |
1,120.9 |
1,126.2 |
5.3 |
0.5% |
1,169.5 |
| Range |
31.4 |
15.9 |
-15.5 |
-49.4% |
80.1 |
| ATR |
27.6 |
26.8 |
-0.8 |
-2.8% |
0.0 |
| Volume |
239,293 |
263,927 |
24,634 |
10.3% |
1,038,710 |
|
| Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,176.3 |
1,167.1 |
1,134.9 |
|
| R3 |
1,160.4 |
1,151.2 |
1,130.6 |
|
| R2 |
1,144.5 |
1,144.5 |
1,129.1 |
|
| R1 |
1,135.3 |
1,135.3 |
1,127.7 |
1,132.0 |
| PP |
1,128.6 |
1,128.6 |
1,128.6 |
1,126.9 |
| S1 |
1,119.4 |
1,119.4 |
1,124.7 |
1,116.1 |
| S2 |
1,112.7 |
1,112.7 |
1,123.3 |
|
| S3 |
1,096.8 |
1,103.5 |
1,121.8 |
|
| S4 |
1,080.9 |
1,087.6 |
1,117.5 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,421.8 |
1,375.7 |
1,213.6 |
|
| R3 |
1,341.7 |
1,295.6 |
1,191.5 |
|
| R2 |
1,261.6 |
1,261.6 |
1,184.2 |
|
| R1 |
1,215.5 |
1,215.5 |
1,176.8 |
1,198.5 |
| PP |
1,181.5 |
1,181.5 |
1,181.5 |
1,173.0 |
| S1 |
1,135.4 |
1,135.4 |
1,162.2 |
1,118.4 |
| S2 |
1,101.4 |
1,101.4 |
1,154.8 |
|
| S3 |
1,021.3 |
1,055.3 |
1,147.5 |
|
| S4 |
941.2 |
975.2 |
1,125.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,213.9 |
1,117.0 |
96.9 |
8.6% |
37.8 |
3.4% |
9% |
False |
False |
273,705 |
| 10 |
1,227.5 |
1,117.0 |
110.5 |
9.8% |
34.2 |
3.0% |
8% |
False |
False |
231,049 |
| 20 |
1,227.5 |
1,102.6 |
124.9 |
11.1% |
26.7 |
2.4% |
19% |
False |
False |
136,529 |
| 40 |
1,227.5 |
1,028.0 |
199.5 |
17.7% |
21.6 |
1.9% |
49% |
False |
False |
72,010 |
| 60 |
1,227.5 |
987.3 |
240.2 |
21.3% |
19.4 |
1.7% |
58% |
False |
False |
48,850 |
| 80 |
1,227.5 |
935.0 |
292.5 |
26.0% |
18.0 |
1.6% |
65% |
False |
False |
36,924 |
| 100 |
1,227.5 |
929.2 |
298.3 |
26.5% |
16.4 |
1.5% |
66% |
False |
False |
29,867 |
| 120 |
1,227.5 |
909.5 |
318.0 |
28.2% |
15.3 |
1.4% |
68% |
False |
False |
24,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,205.3 |
|
2.618 |
1,179.3 |
|
1.618 |
1,163.4 |
|
1.000 |
1,153.6 |
|
0.618 |
1,147.5 |
|
HIGH |
1,137.7 |
|
0.618 |
1,131.6 |
|
0.500 |
1,129.8 |
|
0.382 |
1,127.9 |
|
LOW |
1,121.8 |
|
0.618 |
1,112.0 |
|
1.000 |
1,105.9 |
|
1.618 |
1,096.1 |
|
2.618 |
1,080.2 |
|
4.250 |
1,054.2 |
|
|
| Fisher Pivots for day following 10-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,129.8 |
1,143.6 |
| PP |
1,128.6 |
1,137.8 |
| S1 |
1,127.4 |
1,132.0 |
|