| Trading Metrics calculated at close of trading on 23-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2009 |
23-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
4,655.0 |
4,698.0 |
43.0 |
0.9% |
4,639.0 |
| High |
4,695.0 |
4,742.0 |
47.0 |
1.0% |
4,697.0 |
| Low |
4,647.0 |
4,685.0 |
38.0 |
0.8% |
4,589.0 |
| Close |
4,686.0 |
4,740.0 |
54.0 |
1.2% |
4,638.0 |
| Range |
48.0 |
57.0 |
9.0 |
18.8% |
108.0 |
| ATR |
58.6 |
58.5 |
-0.1 |
-0.2% |
0.0 |
| Volume |
17,429 |
14,819 |
-2,610 |
-15.0% |
252,172 |
|
| Daily Pivots for day following 23-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,893.3 |
4,873.7 |
4,771.4 |
|
| R3 |
4,836.3 |
4,816.7 |
4,755.7 |
|
| R2 |
4,779.3 |
4,779.3 |
4,750.5 |
|
| R1 |
4,759.7 |
4,759.7 |
4,745.2 |
4,769.5 |
| PP |
4,722.3 |
4,722.3 |
4,722.3 |
4,727.3 |
| S1 |
4,702.7 |
4,702.7 |
4,734.8 |
4,712.5 |
| S2 |
4,665.3 |
4,665.3 |
4,729.6 |
|
| S3 |
4,608.3 |
4,645.7 |
4,724.3 |
|
| S4 |
4,551.3 |
4,588.7 |
4,708.7 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,965.3 |
4,909.7 |
4,697.4 |
|
| R3 |
4,857.3 |
4,801.7 |
4,667.7 |
|
| R2 |
4,749.3 |
4,749.3 |
4,657.8 |
|
| R1 |
4,693.7 |
4,693.7 |
4,647.9 |
4,667.5 |
| PP |
4,641.3 |
4,641.3 |
4,641.3 |
4,628.3 |
| S1 |
4,585.7 |
4,585.7 |
4,628.1 |
4,559.5 |
| S2 |
4,533.3 |
4,533.3 |
4,618.2 |
|
| S3 |
4,425.3 |
4,477.7 |
4,608.3 |
|
| S4 |
4,317.3 |
4,369.7 |
4,578.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,742.0 |
4,589.0 |
153.0 |
3.2% |
63.8 |
1.3% |
99% |
True |
False |
23,497 |
| 10 |
4,742.0 |
4,589.0 |
153.0 |
3.2% |
55.9 |
1.2% |
99% |
True |
False |
33,101 |
| 20 |
4,795.0 |
4,567.0 |
228.0 |
4.8% |
45.4 |
1.0% |
76% |
False |
False |
16,739 |
| 40 |
4,795.0 |
4,506.0 |
289.0 |
6.1% |
30.1 |
0.6% |
81% |
False |
False |
8,393 |
| 60 |
4,878.0 |
4,506.0 |
372.0 |
7.8% |
24.7 |
0.5% |
63% |
False |
False |
5,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,984.3 |
|
2.618 |
4,891.2 |
|
1.618 |
4,834.2 |
|
1.000 |
4,799.0 |
|
0.618 |
4,777.2 |
|
HIGH |
4,742.0 |
|
0.618 |
4,720.2 |
|
0.500 |
4,713.5 |
|
0.382 |
4,706.8 |
|
LOW |
4,685.0 |
|
0.618 |
4,649.8 |
|
1.000 |
4,628.0 |
|
1.618 |
4,592.8 |
|
2.618 |
4,535.8 |
|
4.250 |
4,442.8 |
|
|
| Fisher Pivots for day following 23-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
4,731.2 |
4,719.8 |
| PP |
4,722.3 |
4,699.7 |
| S1 |
4,713.5 |
4,679.5 |
|