| Trading Metrics calculated at close of trading on 17-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2009 |
17-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
2,889.0 |
2,902.0 |
13.0 |
0.4% |
2,895.0 |
| High |
2,947.0 |
2,915.0 |
-32.0 |
-1.1% |
2,903.0 |
| Low |
2,885.0 |
2,873.0 |
-12.0 |
-0.4% |
2,795.0 |
| Close |
2,922.0 |
2,893.0 |
-29.0 |
-1.0% |
2,858.0 |
| Range |
62.0 |
42.0 |
-20.0 |
-32.3% |
108.0 |
| ATR |
55.6 |
55.1 |
-0.5 |
-0.8% |
0.0 |
| Volume |
1,046,188 |
1,009,401 |
-36,787 |
-3.5% |
552,533 |
|
| Daily Pivots for day following 17-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,019.7 |
2,998.3 |
2,916.1 |
|
| R3 |
2,977.7 |
2,956.3 |
2,904.6 |
|
| R2 |
2,935.7 |
2,935.7 |
2,900.7 |
|
| R1 |
2,914.3 |
2,914.3 |
2,896.9 |
2,904.0 |
| PP |
2,893.7 |
2,893.7 |
2,893.7 |
2,888.5 |
| S1 |
2,872.3 |
2,872.3 |
2,889.2 |
2,862.0 |
| S2 |
2,851.7 |
2,851.7 |
2,885.3 |
|
| S3 |
2,809.7 |
2,830.3 |
2,881.5 |
|
| S4 |
2,767.7 |
2,788.3 |
2,869.9 |
|
|
| 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 |
2,846.0 |
101.0 |
3.5% |
42.6 |
1.5% |
47% |
False |
False |
763,090 |
| 10 |
2,947.0 |
2,795.0 |
152.0 |
5.3% |
49.9 |
1.7% |
64% |
False |
False |
420,579 |
| 20 |
2,947.0 |
2,729.0 |
218.0 |
7.5% |
53.9 |
1.9% |
75% |
False |
False |
211,988 |
| 40 |
2,947.0 |
2,679.0 |
268.0 |
9.3% |
53.3 |
1.8% |
80% |
False |
False |
108,602 |
| 60 |
2,948.0 |
2,679.0 |
269.0 |
9.3% |
52.6 |
1.8% |
80% |
False |
False |
72,602 |
| 80 |
2,948.0 |
2,668.0 |
280.0 |
9.7% |
49.2 |
1.7% |
80% |
False |
False |
56,105 |
| 100 |
2,948.0 |
2,570.0 |
378.0 |
13.1% |
47.4 |
1.6% |
85% |
False |
False |
44,937 |
| 120 |
2,948.0 |
2,250.0 |
698.0 |
24.1% |
44.5 |
1.5% |
92% |
False |
False |
37,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,093.5 |
|
2.618 |
3,025.0 |
|
1.618 |
2,983.0 |
|
1.000 |
2,957.0 |
|
0.618 |
2,941.0 |
|
HIGH |
2,915.0 |
|
0.618 |
2,899.0 |
|
0.500 |
2,894.0 |
|
0.382 |
2,889.0 |
|
LOW |
2,873.0 |
|
0.618 |
2,847.0 |
|
1.000 |
2,831.0 |
|
1.618 |
2,805.0 |
|
2.618 |
2,763.0 |
|
4.250 |
2,694.5 |
|
|
| Fisher Pivots for day following 17-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,894.0 |
2,900.0 |
| PP |
2,893.7 |
2,897.7 |
| S1 |
2,893.3 |
2,895.3 |
|