| Trading Metrics calculated at close of trading on 07-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2009 |
07-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
2,859.0 |
2,895.0 |
36.0 |
1.3% |
2,839.0 |
| High |
2,925.0 |
2,903.0 |
-22.0 |
-0.8% |
2,925.0 |
| Low |
2,849.0 |
2,872.0 |
23.0 |
0.8% |
2,786.0 |
| Close |
2,905.0 |
2,892.0 |
-13.0 |
-0.4% |
2,905.0 |
| Range |
76.0 |
31.0 |
-45.0 |
-59.2% |
139.0 |
| ATR |
60.6 |
58.7 |
-2.0 |
-3.3% |
0.0 |
| Volume |
8,580 |
129,611 |
121,031 |
1,410.6% |
34,357 |
|
| Daily Pivots for day following 07-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,982.0 |
2,968.0 |
2,909.1 |
|
| R3 |
2,951.0 |
2,937.0 |
2,900.5 |
|
| R2 |
2,920.0 |
2,920.0 |
2,897.7 |
|
| R1 |
2,906.0 |
2,906.0 |
2,894.8 |
2,897.5 |
| PP |
2,889.0 |
2,889.0 |
2,889.0 |
2,884.8 |
| S1 |
2,875.0 |
2,875.0 |
2,889.2 |
2,866.5 |
| S2 |
2,858.0 |
2,858.0 |
2,886.3 |
|
| S3 |
2,827.0 |
2,844.0 |
2,883.5 |
|
| S4 |
2,796.0 |
2,813.0 |
2,875.0 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,289.0 |
3,236.0 |
2,981.5 |
|
| R3 |
3,150.0 |
3,097.0 |
2,943.2 |
|
| R2 |
3,011.0 |
3,011.0 |
2,930.5 |
|
| R1 |
2,958.0 |
2,958.0 |
2,917.7 |
2,984.5 |
| PP |
2,872.0 |
2,872.0 |
2,872.0 |
2,885.3 |
| S1 |
2,819.0 |
2,819.0 |
2,892.3 |
2,845.5 |
| S2 |
2,733.0 |
2,733.0 |
2,879.5 |
|
| S3 |
2,594.0 |
2,680.0 |
2,866.8 |
|
| S4 |
2,455.0 |
2,541.0 |
2,828.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,925.0 |
2,820.0 |
105.0 |
3.6% |
51.2 |
1.8% |
69% |
False |
False |
32,700 |
| 10 |
2,925.0 |
2,729.0 |
196.0 |
6.8% |
58.7 |
2.0% |
83% |
False |
False |
17,050 |
| 20 |
2,926.0 |
2,729.0 |
197.0 |
6.8% |
47.7 |
1.6% |
83% |
False |
False |
9,507 |
| 40 |
2,948.0 |
2,679.0 |
269.0 |
9.3% |
53.6 |
1.9% |
79% |
False |
False |
6,985 |
| 60 |
2,948.0 |
2,679.0 |
269.0 |
9.3% |
51.6 |
1.8% |
79% |
False |
False |
6,539 |
| 80 |
2,948.0 |
2,570.0 |
378.0 |
13.1% |
48.8 |
1.7% |
85% |
False |
False |
5,277 |
| 100 |
2,948.0 |
2,489.0 |
459.0 |
15.9% |
45.8 |
1.6% |
88% |
False |
False |
4,271 |
| 120 |
2,948.0 |
2,250.0 |
698.0 |
24.1% |
44.3 |
1.5% |
92% |
False |
False |
3,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,034.8 |
|
2.618 |
2,984.2 |
|
1.618 |
2,953.2 |
|
1.000 |
2,934.0 |
|
0.618 |
2,922.2 |
|
HIGH |
2,903.0 |
|
0.618 |
2,891.2 |
|
0.500 |
2,887.5 |
|
0.382 |
2,883.8 |
|
LOW |
2,872.0 |
|
0.618 |
2,852.8 |
|
1.000 |
2,841.0 |
|
1.618 |
2,821.8 |
|
2.618 |
2,790.8 |
|
4.250 |
2,740.3 |
|
|
| Fisher Pivots for day following 07-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,890.5 |
2,890.3 |
| PP |
2,889.0 |
2,888.7 |
| S1 |
2,887.5 |
2,887.0 |
|