| Trading Metrics calculated at close of trading on 30-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2009 |
30-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1,873.75 |
1,871.00 |
-2.75 |
-0.1% |
1,806.00 |
| High |
1,881.25 |
1,880.25 |
-1.00 |
-0.1% |
1,869.50 |
| Low |
1,869.25 |
1,862.25 |
-7.00 |
-0.4% |
1,803.00 |
| Close |
1,872.50 |
1,876.75 |
4.25 |
0.2% |
1,868.00 |
| Range |
12.00 |
18.00 |
6.00 |
50.0% |
66.50 |
| ATR |
24.37 |
23.91 |
-0.45 |
-1.9% |
0.00 |
| Volume |
120,919 |
103,211 |
-17,708 |
-14.6% |
809,928 |
|
| Daily Pivots for day following 30-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,927.00 |
1,920.00 |
1,886.75 |
|
| R3 |
1,909.00 |
1,902.00 |
1,881.75 |
|
| R2 |
1,891.00 |
1,891.00 |
1,880.00 |
|
| R1 |
1,884.00 |
1,884.00 |
1,878.50 |
1,887.50 |
| PP |
1,873.00 |
1,873.00 |
1,873.00 |
1,875.00 |
| S1 |
1,866.00 |
1,866.00 |
1,875.00 |
1,869.50 |
| S2 |
1,855.00 |
1,855.00 |
1,873.50 |
|
| S3 |
1,837.00 |
1,848.00 |
1,871.75 |
|
| S4 |
1,819.00 |
1,830.00 |
1,866.75 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,046.25 |
2,023.75 |
1,904.50 |
|
| R3 |
1,979.75 |
1,957.25 |
1,886.25 |
|
| R2 |
1,913.25 |
1,913.25 |
1,880.25 |
|
| R1 |
1,890.75 |
1,890.75 |
1,874.00 |
1,902.00 |
| PP |
1,846.75 |
1,846.75 |
1,846.75 |
1,852.50 |
| S1 |
1,824.25 |
1,824.25 |
1,862.00 |
1,835.50 |
| S2 |
1,780.25 |
1,780.25 |
1,855.75 |
|
| S3 |
1,713.75 |
1,757.75 |
1,849.75 |
|
| S4 |
1,647.25 |
1,691.25 |
1,831.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,881.50 |
1,837.00 |
44.50 |
2.4% |
16.75 |
0.9% |
89% |
False |
False |
118,321 |
| 10 |
1,881.50 |
1,774.00 |
107.50 |
5.7% |
20.00 |
1.1% |
96% |
False |
False |
193,446 |
| 20 |
1,881.50 |
1,756.75 |
124.75 |
6.6% |
24.25 |
1.3% |
96% |
False |
False |
132,532 |
| 40 |
1,881.50 |
1,648.75 |
232.75 |
12.4% |
26.25 |
1.4% |
98% |
False |
False |
66,509 |
| 60 |
1,881.50 |
1,648.50 |
233.00 |
12.4% |
27.25 |
1.5% |
98% |
False |
False |
44,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,956.75 |
|
2.618 |
1,927.25 |
|
1.618 |
1,909.25 |
|
1.000 |
1,898.25 |
|
0.618 |
1,891.25 |
|
HIGH |
1,880.25 |
|
0.618 |
1,873.25 |
|
0.500 |
1,871.25 |
|
0.382 |
1,869.25 |
|
LOW |
1,862.25 |
|
0.618 |
1,851.25 |
|
1.000 |
1,844.25 |
|
1.618 |
1,833.25 |
|
2.618 |
1,815.25 |
|
4.250 |
1,785.75 |
|
|
| Fisher Pivots for day following 30-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,875.00 |
1,875.00 |
| PP |
1,873.00 |
1,873.50 |
| S1 |
1,871.25 |
1,872.00 |
|