| Trading Metrics calculated at close of trading on 18-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2009 |
18-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
2,902.0 |
2,893.0 |
-9.0 |
-0.3% |
2,888.0 |
| High |
2,915.0 |
2,919.0 |
4.0 |
0.1% |
2,947.0 |
| Low |
2,873.0 |
2,858.0 |
-15.0 |
-0.5% |
2,853.0 |
| Close |
2,893.0 |
2,868.0 |
-25.0 |
-0.9% |
2,868.0 |
| Range |
42.0 |
61.0 |
19.0 |
45.2% |
94.0 |
| ATR |
55.1 |
55.5 |
0.4 |
0.8% |
0.0 |
| Volume |
1,009,401 |
1,284,757 |
275,356 |
27.3% |
4,929,440 |
|
| Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,064.7 |
3,027.3 |
2,901.6 |
|
| R3 |
3,003.7 |
2,966.3 |
2,884.8 |
|
| R2 |
2,942.7 |
2,942.7 |
2,879.2 |
|
| R1 |
2,905.3 |
2,905.3 |
2,873.6 |
2,893.5 |
| PP |
2,881.7 |
2,881.7 |
2,881.7 |
2,875.8 |
| S1 |
2,844.3 |
2,844.3 |
2,862.4 |
2,832.5 |
| S2 |
2,820.7 |
2,820.7 |
2,856.8 |
|
| S3 |
2,759.7 |
2,783.3 |
2,851.2 |
|
| S4 |
2,698.7 |
2,722.3 |
2,834.5 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,171.3 |
3,113.7 |
2,919.7 |
|
| R3 |
3,077.3 |
3,019.7 |
2,893.9 |
|
| R2 |
2,983.3 |
2,983.3 |
2,885.2 |
|
| R1 |
2,925.7 |
2,925.7 |
2,876.6 |
2,907.5 |
| PP |
2,889.3 |
2,889.3 |
2,889.3 |
2,880.3 |
| S1 |
2,831.7 |
2,831.7 |
2,859.4 |
2,813.5 |
| S2 |
2,795.3 |
2,795.3 |
2,850.8 |
|
| S3 |
2,701.3 |
2,737.7 |
2,842.2 |
|
| S4 |
2,607.3 |
2,643.7 |
2,816.3 |
|
|
| 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 |
2,853.0 |
94.0 |
3.3% |
47.8 |
1.7% |
16% |
False |
False |
985,888 |
| 10 |
2,947.0 |
2,795.0 |
152.0 |
5.3% |
48.4 |
1.7% |
48% |
False |
False |
548,197 |
| 20 |
2,947.0 |
2,729.0 |
218.0 |
7.6% |
54.2 |
1.9% |
64% |
False |
False |
276,162 |
| 40 |
2,947.0 |
2,679.0 |
268.0 |
9.3% |
53.2 |
1.9% |
71% |
False |
False |
140,712 |
| 60 |
2,948.0 |
2,679.0 |
269.0 |
9.4% |
53.2 |
1.9% |
70% |
False |
False |
93,995 |
| 80 |
2,948.0 |
2,668.0 |
280.0 |
9.8% |
49.6 |
1.7% |
71% |
False |
False |
72,163 |
| 100 |
2,948.0 |
2,570.0 |
378.0 |
13.2% |
47.7 |
1.7% |
79% |
False |
False |
57,780 |
| 120 |
2,948.0 |
2,250.0 |
698.0 |
24.3% |
44.8 |
1.6% |
89% |
False |
False |
48,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,178.3 |
|
2.618 |
3,078.7 |
|
1.618 |
3,017.7 |
|
1.000 |
2,980.0 |
|
0.618 |
2,956.7 |
|
HIGH |
2,919.0 |
|
0.618 |
2,895.7 |
|
0.500 |
2,888.5 |
|
0.382 |
2,881.3 |
|
LOW |
2,858.0 |
|
0.618 |
2,820.3 |
|
1.000 |
2,797.0 |
|
1.618 |
2,759.3 |
|
2.618 |
2,698.3 |
|
4.250 |
2,598.8 |
|
|
| Fisher Pivots for day following 18-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,888.5 |
2,902.5 |
| PP |
2,881.7 |
2,891.0 |
| S1 |
2,874.8 |
2,879.5 |
|