| Trading Metrics calculated at close of trading on 09-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2009 |
09-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
2,893.0 |
2,835.0 |
-58.0 |
-2.0% |
2,839.0 |
| High |
2,902.0 |
2,854.0 |
-48.0 |
-1.7% |
2,925.0 |
| Low |
2,829.0 |
2,795.0 |
-34.0 |
-1.2% |
2,786.0 |
| Close |
2,848.0 |
2,816.0 |
-32.0 |
-1.1% |
2,905.0 |
| Range |
73.0 |
59.0 |
-14.0 |
-19.2% |
139.0 |
| ATR |
59.7 |
59.6 |
0.0 |
-0.1% |
0.0 |
| Volume |
55,931 |
105,261 |
49,330 |
88.2% |
34,357 |
|
| Daily Pivots for day following 09-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,998.7 |
2,966.3 |
2,848.5 |
|
| R3 |
2,939.7 |
2,907.3 |
2,832.2 |
|
| R2 |
2,880.7 |
2,880.7 |
2,826.8 |
|
| R1 |
2,848.3 |
2,848.3 |
2,821.4 |
2,835.0 |
| PP |
2,821.7 |
2,821.7 |
2,821.7 |
2,815.0 |
| S1 |
2,789.3 |
2,789.3 |
2,810.6 |
2,776.0 |
| S2 |
2,762.7 |
2,762.7 |
2,805.2 |
|
| S3 |
2,703.7 |
2,730.3 |
2,799.8 |
|
| S4 |
2,644.7 |
2,671.3 |
2,783.6 |
|
|
| 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 |
2,795.0 |
130.0 |
4.6% |
59.0 |
2.1% |
16% |
False |
True |
64,498 |
| 10 |
2,925.0 |
2,729.0 |
196.0 |
7.0% |
65.0 |
2.3% |
44% |
False |
False |
32,691 |
| 20 |
2,926.0 |
2,729.0 |
197.0 |
7.0% |
51.8 |
1.8% |
44% |
False |
False |
17,421 |
| 40 |
2,948.0 |
2,679.0 |
269.0 |
9.6% |
54.7 |
1.9% |
51% |
False |
False |
10,979 |
| 60 |
2,948.0 |
2,679.0 |
269.0 |
9.6% |
52.4 |
1.9% |
51% |
False |
False |
8,307 |
| 80 |
2,948.0 |
2,624.0 |
324.0 |
11.5% |
49.5 |
1.8% |
59% |
False |
False |
7,288 |
| 100 |
2,948.0 |
2,506.0 |
442.0 |
15.7% |
46.6 |
1.7% |
70% |
False |
False |
5,882 |
| 120 |
2,948.0 |
2,250.0 |
698.0 |
24.8% |
44.7 |
1.6% |
81% |
False |
False |
4,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,104.8 |
|
2.618 |
3,008.5 |
|
1.618 |
2,949.5 |
|
1.000 |
2,913.0 |
|
0.618 |
2,890.5 |
|
HIGH |
2,854.0 |
|
0.618 |
2,831.5 |
|
0.500 |
2,824.5 |
|
0.382 |
2,817.5 |
|
LOW |
2,795.0 |
|
0.618 |
2,758.5 |
|
1.000 |
2,736.0 |
|
1.618 |
2,699.5 |
|
2.618 |
2,640.5 |
|
4.250 |
2,544.3 |
|
|
| Fisher Pivots for day following 09-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,824.5 |
2,849.0 |
| PP |
2,821.7 |
2,838.0 |
| S1 |
2,818.8 |
2,827.0 |
|