| Trading Metrics calculated at close of trading on 16-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2009 |
16-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
2,895.0 |
2,889.0 |
-6.0 |
-0.2% |
2,895.0 |
| High |
2,895.0 |
2,947.0 |
52.0 |
1.8% |
2,903.0 |
| Low |
2,853.0 |
2,885.0 |
32.0 |
1.1% |
2,795.0 |
| Close |
2,884.0 |
2,922.0 |
38.0 |
1.3% |
2,858.0 |
| Range |
42.0 |
62.0 |
20.0 |
47.6% |
108.0 |
| ATR |
55.0 |
55.6 |
0.6 |
1.0% |
0.0 |
| Volume |
1,065,640 |
1,046,188 |
-19,452 |
-1.8% |
552,533 |
|
| Daily Pivots for day following 16-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,104.0 |
3,075.0 |
2,956.1 |
|
| R3 |
3,042.0 |
3,013.0 |
2,939.1 |
|
| R2 |
2,980.0 |
2,980.0 |
2,933.4 |
|
| R1 |
2,951.0 |
2,951.0 |
2,927.7 |
2,965.5 |
| PP |
2,918.0 |
2,918.0 |
2,918.0 |
2,925.3 |
| S1 |
2,889.0 |
2,889.0 |
2,916.3 |
2,903.5 |
| S2 |
2,856.0 |
2,856.0 |
2,910.6 |
|
| S3 |
2,794.0 |
2,827.0 |
2,905.0 |
|
| S4 |
2,732.0 |
2,765.0 |
2,887.9 |
|
|
| 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 |
2,947.0 |
2,806.0 |
141.0 |
4.8% |
43.6 |
1.5% |
82% |
True |
False |
579,402 |
| 10 |
2,947.0 |
2,795.0 |
152.0 |
5.2% |
51.3 |
1.8% |
84% |
True |
False |
321,950 |
| 20 |
2,947.0 |
2,729.0 |
218.0 |
7.5% |
54.5 |
1.9% |
89% |
True |
False |
161,558 |
| 40 |
2,947.0 |
2,679.0 |
268.0 |
9.2% |
53.5 |
1.8% |
91% |
True |
False |
83,374 |
| 60 |
2,948.0 |
2,679.0 |
269.0 |
9.2% |
53.3 |
1.8% |
90% |
False |
False |
55,781 |
| 80 |
2,948.0 |
2,668.0 |
280.0 |
9.6% |
49.1 |
1.7% |
91% |
False |
False |
43,489 |
| 100 |
2,948.0 |
2,570.0 |
378.0 |
12.9% |
47.3 |
1.6% |
93% |
False |
False |
34,844 |
| 120 |
2,948.0 |
2,250.0 |
698.0 |
23.9% |
44.6 |
1.5% |
96% |
False |
False |
29,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,210.5 |
|
2.618 |
3,109.3 |
|
1.618 |
3,047.3 |
|
1.000 |
3,009.0 |
|
0.618 |
2,985.3 |
|
HIGH |
2,947.0 |
|
0.618 |
2,923.3 |
|
0.500 |
2,916.0 |
|
0.382 |
2,908.7 |
|
LOW |
2,885.0 |
|
0.618 |
2,846.7 |
|
1.000 |
2,823.0 |
|
1.618 |
2,784.7 |
|
2.618 |
2,722.7 |
|
4.250 |
2,621.5 |
|
|
| Fisher Pivots for day following 16-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,920.0 |
2,914.7 |
| PP |
2,918.0 |
2,907.3 |
| S1 |
2,916.0 |
2,900.0 |
|