| Trading Metrics calculated at close of trading on 14-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2009 |
14-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
2,846.0 |
2,888.0 |
42.0 |
1.5% |
2,895.0 |
| High |
2,881.0 |
2,898.0 |
17.0 |
0.6% |
2,903.0 |
| Low |
2,846.0 |
2,866.0 |
20.0 |
0.7% |
2,795.0 |
| Close |
2,858.0 |
2,878.0 |
20.0 |
0.7% |
2,858.0 |
| Range |
35.0 |
32.0 |
-3.0 |
-8.6% |
108.0 |
| ATR |
57.3 |
56.0 |
-1.2 |
-2.2% |
0.0 |
| Volume |
170,768 |
523,454 |
352,686 |
206.5% |
552,533 |
|
| Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,976.7 |
2,959.3 |
2,895.6 |
|
| R3 |
2,944.7 |
2,927.3 |
2,886.8 |
|
| R2 |
2,912.7 |
2,912.7 |
2,883.9 |
|
| R1 |
2,895.3 |
2,895.3 |
2,880.9 |
2,888.0 |
| PP |
2,880.7 |
2,880.7 |
2,880.7 |
2,877.0 |
| S1 |
2,863.3 |
2,863.3 |
2,875.1 |
2,856.0 |
| S2 |
2,848.7 |
2,848.7 |
2,872.1 |
|
| S3 |
2,816.7 |
2,831.3 |
2,869.2 |
|
| S4 |
2,784.7 |
2,799.3 |
2,860.4 |
|
|
| 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 |
2,902.0 |
2,795.0 |
107.0 |
3.7% |
49.2 |
1.7% |
78% |
False |
False |
189,275 |
| 10 |
2,925.0 |
2,795.0 |
130.0 |
4.5% |
50.2 |
1.7% |
64% |
False |
False |
110,987 |
| 20 |
2,926.0 |
2,729.0 |
197.0 |
6.8% |
51.9 |
1.8% |
76% |
False |
False |
56,007 |
| 40 |
2,948.0 |
2,679.0 |
269.0 |
9.3% |
53.9 |
1.9% |
74% |
False |
False |
30,595 |
| 60 |
2,948.0 |
2,679.0 |
269.0 |
9.3% |
52.6 |
1.8% |
74% |
False |
False |
20,590 |
| 80 |
2,948.0 |
2,668.0 |
280.0 |
9.7% |
48.9 |
1.7% |
75% |
False |
False |
17,096 |
| 100 |
2,948.0 |
2,558.0 |
390.0 |
13.6% |
46.7 |
1.6% |
82% |
False |
False |
13,731 |
| 120 |
2,948.0 |
2,250.0 |
698.0 |
24.3% |
44.6 |
1.5% |
90% |
False |
False |
11,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,034.0 |
|
2.618 |
2,981.8 |
|
1.618 |
2,949.8 |
|
1.000 |
2,930.0 |
|
0.618 |
2,917.8 |
|
HIGH |
2,898.0 |
|
0.618 |
2,885.8 |
|
0.500 |
2,882.0 |
|
0.382 |
2,878.2 |
|
LOW |
2,866.0 |
|
0.618 |
2,846.2 |
|
1.000 |
2,834.0 |
|
1.618 |
2,814.2 |
|
2.618 |
2,782.2 |
|
4.250 |
2,730.0 |
|
|
| Fisher Pivots for day following 14-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,882.0 |
2,869.3 |
| PP |
2,880.7 |
2,860.7 |
| S1 |
2,879.3 |
2,852.0 |
|