| Trading Metrics calculated at close of trading on 10-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2009 |
10-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
2,835.0 |
2,813.0 |
-22.0 |
-0.8% |
2,839.0 |
| High |
2,854.0 |
2,853.0 |
-1.0 |
0.0% |
2,925.0 |
| Low |
2,795.0 |
2,806.0 |
11.0 |
0.4% |
2,786.0 |
| Close |
2,816.0 |
2,843.0 |
27.0 |
1.0% |
2,905.0 |
| Range |
59.0 |
47.0 |
-12.0 |
-20.3% |
139.0 |
| ATR |
59.6 |
58.7 |
-0.9 |
-1.5% |
0.0 |
| Volume |
105,261 |
90,962 |
-14,299 |
-13.6% |
34,357 |
|
| Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,975.0 |
2,956.0 |
2,868.9 |
|
| R3 |
2,928.0 |
2,909.0 |
2,855.9 |
|
| R2 |
2,881.0 |
2,881.0 |
2,851.6 |
|
| R1 |
2,862.0 |
2,862.0 |
2,847.3 |
2,871.5 |
| PP |
2,834.0 |
2,834.0 |
2,834.0 |
2,838.8 |
| S1 |
2,815.0 |
2,815.0 |
2,838.7 |
2,824.5 |
| S2 |
2,787.0 |
2,787.0 |
2,834.4 |
|
| S3 |
2,740.0 |
2,768.0 |
2,830.1 |
|
| S4 |
2,693.0 |
2,721.0 |
2,817.2 |
|
|
| 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% |
57.2 |
2.0% |
37% |
False |
False |
78,069 |
| 10 |
2,925.0 |
2,729.0 |
196.0 |
6.9% |
60.3 |
2.1% |
58% |
False |
False |
41,692 |
| 20 |
2,926.0 |
2,729.0 |
197.0 |
6.9% |
51.9 |
1.8% |
58% |
False |
False |
21,939 |
| 40 |
2,948.0 |
2,679.0 |
269.0 |
9.5% |
55.1 |
1.9% |
61% |
False |
False |
13,247 |
| 60 |
2,948.0 |
2,679.0 |
269.0 |
9.5% |
52.7 |
1.9% |
61% |
False |
False |
9,192 |
| 80 |
2,948.0 |
2,634.0 |
314.0 |
11.0% |
49.6 |
1.7% |
67% |
False |
False |
8,422 |
| 100 |
2,948.0 |
2,558.0 |
390.0 |
13.7% |
46.3 |
1.6% |
73% |
False |
False |
6,790 |
| 120 |
2,948.0 |
2,250.0 |
698.0 |
24.6% |
44.8 |
1.6% |
85% |
False |
False |
5,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,052.8 |
|
2.618 |
2,976.0 |
|
1.618 |
2,929.0 |
|
1.000 |
2,900.0 |
|
0.618 |
2,882.0 |
|
HIGH |
2,853.0 |
|
0.618 |
2,835.0 |
|
0.500 |
2,829.5 |
|
0.382 |
2,824.0 |
|
LOW |
2,806.0 |
|
0.618 |
2,777.0 |
|
1.000 |
2,759.0 |
|
1.618 |
2,730.0 |
|
2.618 |
2,683.0 |
|
4.250 |
2,606.3 |
|
|
| Fisher Pivots for day following 10-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,838.5 |
2,848.5 |
| PP |
2,834.0 |
2,846.7 |
| S1 |
2,829.5 |
2,844.8 |
|