| Trading Metrics calculated at close of trading on 15-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2009 |
15-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
2,888.0 |
2,895.0 |
7.0 |
0.2% |
2,895.0 |
| High |
2,898.0 |
2,895.0 |
-3.0 |
-0.1% |
2,903.0 |
| Low |
2,866.0 |
2,853.0 |
-13.0 |
-0.5% |
2,795.0 |
| Close |
2,878.0 |
2,884.0 |
6.0 |
0.2% |
2,858.0 |
| Range |
32.0 |
42.0 |
10.0 |
31.3% |
108.0 |
| ATR |
56.0 |
55.0 |
-1.0 |
-1.8% |
0.0 |
| Volume |
523,454 |
1,065,640 |
542,186 |
103.6% |
552,533 |
|
| Daily Pivots for day following 15-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,003.3 |
2,985.7 |
2,907.1 |
|
| R3 |
2,961.3 |
2,943.7 |
2,895.6 |
|
| R2 |
2,919.3 |
2,919.3 |
2,891.7 |
|
| R1 |
2,901.7 |
2,901.7 |
2,887.9 |
2,889.5 |
| PP |
2,877.3 |
2,877.3 |
2,877.3 |
2,871.3 |
| S1 |
2,859.7 |
2,859.7 |
2,880.2 |
2,847.5 |
| S2 |
2,835.3 |
2,835.3 |
2,876.3 |
|
| S3 |
2,793.3 |
2,817.7 |
2,872.5 |
|
| S4 |
2,751.3 |
2,775.7 |
2,860.9 |
|
|
| 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 |
2,898.0 |
2,795.0 |
103.0 |
3.6% |
43.0 |
1.5% |
86% |
False |
False |
391,217 |
| 10 |
2,925.0 |
2,795.0 |
130.0 |
4.5% |
48.4 |
1.7% |
68% |
False |
False |
217,397 |
| 20 |
2,926.0 |
2,729.0 |
197.0 |
6.8% |
52.9 |
1.8% |
79% |
False |
False |
109,273 |
| 40 |
2,934.0 |
2,679.0 |
255.0 |
8.8% |
53.6 |
1.9% |
80% |
False |
False |
57,230 |
| 60 |
2,948.0 |
2,679.0 |
269.0 |
9.3% |
52.8 |
1.8% |
76% |
False |
False |
38,347 |
| 80 |
2,948.0 |
2,668.0 |
280.0 |
9.7% |
48.7 |
1.7% |
77% |
False |
False |
30,414 |
| 100 |
2,948.0 |
2,570.0 |
378.0 |
13.1% |
46.9 |
1.6% |
83% |
False |
False |
24,387 |
| 120 |
2,948.0 |
2,250.0 |
698.0 |
24.2% |
44.5 |
1.5% |
91% |
False |
False |
20,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,073.5 |
|
2.618 |
3,005.0 |
|
1.618 |
2,963.0 |
|
1.000 |
2,937.0 |
|
0.618 |
2,921.0 |
|
HIGH |
2,895.0 |
|
0.618 |
2,879.0 |
|
0.500 |
2,874.0 |
|
0.382 |
2,869.0 |
|
LOW |
2,853.0 |
|
0.618 |
2,827.0 |
|
1.000 |
2,811.0 |
|
1.618 |
2,785.0 |
|
2.618 |
2,743.0 |
|
4.250 |
2,674.5 |
|
|
| Fisher Pivots for day following 15-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,880.7 |
2,880.0 |
| PP |
2,877.3 |
2,876.0 |
| S1 |
2,874.0 |
2,872.0 |
|