| Trading Metrics calculated at close of trading on 11-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2009 |
11-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
2,813.0 |
2,846.0 |
33.0 |
1.2% |
2,895.0 |
| High |
2,853.0 |
2,881.0 |
28.0 |
1.0% |
2,903.0 |
| Low |
2,806.0 |
2,846.0 |
40.0 |
1.4% |
2,795.0 |
| Close |
2,843.0 |
2,858.0 |
15.0 |
0.5% |
2,858.0 |
| Range |
47.0 |
35.0 |
-12.0 |
-25.5% |
108.0 |
| ATR |
58.7 |
57.3 |
-1.5 |
-2.5% |
0.0 |
| Volume |
90,962 |
170,768 |
79,806 |
87.7% |
552,533 |
|
| Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,966.7 |
2,947.3 |
2,877.3 |
|
| R3 |
2,931.7 |
2,912.3 |
2,867.6 |
|
| R2 |
2,896.7 |
2,896.7 |
2,864.4 |
|
| R1 |
2,877.3 |
2,877.3 |
2,861.2 |
2,887.0 |
| PP |
2,861.7 |
2,861.7 |
2,861.7 |
2,866.5 |
| S1 |
2,842.3 |
2,842.3 |
2,854.8 |
2,852.0 |
| S2 |
2,826.7 |
2,826.7 |
2,851.6 |
|
| S3 |
2,791.7 |
2,807.3 |
2,848.4 |
|
| S4 |
2,756.7 |
2,772.3 |
2,838.8 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,176.0 |
3,125.0 |
2,917.4 |
|
| R3 |
3,068.0 |
3,017.0 |
2,887.7 |
|
| R2 |
2,960.0 |
2,960.0 |
2,877.8 |
|
| R1 |
2,909.0 |
2,909.0 |
2,867.9 |
2,880.5 |
| PP |
2,852.0 |
2,852.0 |
2,852.0 |
2,837.8 |
| S1 |
2,801.0 |
2,801.0 |
2,848.1 |
2,772.5 |
| S2 |
2,744.0 |
2,744.0 |
2,838.2 |
|
| S3 |
2,636.0 |
2,693.0 |
2,828.3 |
|
| S4 |
2,528.0 |
2,585.0 |
2,798.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,903.0 |
2,795.0 |
108.0 |
3.8% |
49.0 |
1.7% |
58% |
False |
False |
110,506 |
| 10 |
2,925.0 |
2,786.0 |
139.0 |
4.9% |
52.4 |
1.8% |
52% |
False |
False |
58,689 |
| 20 |
2,926.0 |
2,729.0 |
197.0 |
6.9% |
51.8 |
1.8% |
65% |
False |
False |
29,922 |
| 40 |
2,948.0 |
2,679.0 |
269.0 |
9.4% |
54.1 |
1.9% |
67% |
False |
False |
17,513 |
| 60 |
2,948.0 |
2,679.0 |
269.0 |
9.4% |
52.7 |
1.8% |
67% |
False |
False |
11,879 |
| 80 |
2,948.0 |
2,668.0 |
280.0 |
9.8% |
48.8 |
1.7% |
68% |
False |
False |
10,554 |
| 100 |
2,948.0 |
2,558.0 |
390.0 |
13.6% |
46.4 |
1.6% |
77% |
False |
False |
8,497 |
| 120 |
2,948.0 |
2,250.0 |
698.0 |
24.4% |
44.7 |
1.6% |
87% |
False |
False |
7,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,029.8 |
|
2.618 |
2,972.6 |
|
1.618 |
2,937.6 |
|
1.000 |
2,916.0 |
|
0.618 |
2,902.6 |
|
HIGH |
2,881.0 |
|
0.618 |
2,867.6 |
|
0.500 |
2,863.5 |
|
0.382 |
2,859.4 |
|
LOW |
2,846.0 |
|
0.618 |
2,824.4 |
|
1.000 |
2,811.0 |
|
1.618 |
2,789.4 |
|
2.618 |
2,754.4 |
|
4.250 |
2,697.3 |
|
|
| Fisher Pivots for day following 11-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,863.5 |
2,851.3 |
| PP |
2,861.7 |
2,844.7 |
| S1 |
2,859.8 |
2,838.0 |
|