| Trading Metrics calculated at close of trading on 17-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2009 |
17-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1,795.25 |
1,800.50 |
5.25 |
0.3% |
1,783.25 |
| High |
1,813.25 |
1,802.75 |
-10.50 |
-0.6% |
1,811.50 |
| Low |
1,794.75 |
1,774.00 |
-20.75 |
-1.2% |
1,756.75 |
| Close |
1,800.00 |
1,785.50 |
-14.50 |
-0.8% |
1,792.00 |
| Range |
18.50 |
28.75 |
10.25 |
55.4% |
54.75 |
| ATR |
28.13 |
28.17 |
0.04 |
0.2% |
0.00 |
| Volume |
282,377 |
234,924 |
-47,453 |
-16.8% |
244,008 |
|
| Daily Pivots for day following 17-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,873.75 |
1,858.25 |
1,801.25 |
|
| R3 |
1,845.00 |
1,829.50 |
1,793.50 |
|
| R2 |
1,816.25 |
1,816.25 |
1,790.75 |
|
| R1 |
1,800.75 |
1,800.75 |
1,788.25 |
1,794.00 |
| PP |
1,787.50 |
1,787.50 |
1,787.50 |
1,784.00 |
| S1 |
1,772.00 |
1,772.00 |
1,782.75 |
1,765.50 |
| S2 |
1,758.75 |
1,758.75 |
1,780.25 |
|
| S3 |
1,730.00 |
1,743.25 |
1,777.50 |
|
| S4 |
1,701.25 |
1,714.50 |
1,769.75 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,951.00 |
1,926.25 |
1,822.00 |
|
| R3 |
1,896.25 |
1,871.50 |
1,807.00 |
|
| R2 |
1,841.50 |
1,841.50 |
1,802.00 |
|
| R1 |
1,816.75 |
1,816.75 |
1,797.00 |
1,829.00 |
| PP |
1,786.75 |
1,786.75 |
1,786.75 |
1,793.00 |
| S1 |
1,762.00 |
1,762.00 |
1,787.00 |
1,774.50 |
| S2 |
1,732.00 |
1,732.00 |
1,782.00 |
|
| S3 |
1,677.25 |
1,707.25 |
1,777.00 |
|
| S4 |
1,622.50 |
1,652.50 |
1,762.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,813.25 |
1,774.00 |
39.25 |
2.2% |
24.00 |
1.3% |
29% |
False |
True |
232,171 |
| 10 |
1,813.75 |
1,756.75 |
57.00 |
3.2% |
28.00 |
1.6% |
50% |
False |
False |
122,986 |
| 20 |
1,813.75 |
1,719.75 |
94.00 |
5.3% |
29.50 |
1.7% |
70% |
False |
False |
61,901 |
| 40 |
1,813.75 |
1,648.50 |
165.25 |
9.3% |
30.00 |
1.7% |
83% |
False |
False |
31,127 |
| 60 |
1,813.75 |
1,648.25 |
165.50 |
9.3% |
29.25 |
1.6% |
83% |
False |
False |
20,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,925.00 |
|
2.618 |
1,878.00 |
|
1.618 |
1,849.25 |
|
1.000 |
1,831.50 |
|
0.618 |
1,820.50 |
|
HIGH |
1,802.75 |
|
0.618 |
1,791.75 |
|
0.500 |
1,788.50 |
|
0.382 |
1,785.00 |
|
LOW |
1,774.00 |
|
0.618 |
1,756.25 |
|
1.000 |
1,745.25 |
|
1.618 |
1,727.50 |
|
2.618 |
1,698.75 |
|
4.250 |
1,651.75 |
|
|
| Fisher Pivots for day following 17-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,788.50 |
1,793.50 |
| PP |
1,787.50 |
1,791.00 |
| S1 |
1,786.50 |
1,788.25 |
|