| Trading Metrics calculated at close of trading on 21-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2009 |
21-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
2,893.0 |
2,877.0 |
-16.0 |
-0.6% |
2,888.0 |
| High |
2,919.0 |
2,933.0 |
14.0 |
0.5% |
2,947.0 |
| Low |
2,858.0 |
2,871.0 |
13.0 |
0.5% |
2,853.0 |
| Close |
2,868.0 |
2,919.0 |
51.0 |
1.8% |
2,868.0 |
| Range |
61.0 |
62.0 |
1.0 |
1.6% |
94.0 |
| ATR |
55.5 |
56.2 |
0.7 |
1.2% |
0.0 |
| Volume |
1,284,757 |
704,380 |
-580,377 |
-45.2% |
4,929,440 |
|
| Daily Pivots for day following 21-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,093.7 |
3,068.3 |
2,953.1 |
|
| R3 |
3,031.7 |
3,006.3 |
2,936.1 |
|
| R2 |
2,969.7 |
2,969.7 |
2,930.4 |
|
| R1 |
2,944.3 |
2,944.3 |
2,924.7 |
2,957.0 |
| PP |
2,907.7 |
2,907.7 |
2,907.7 |
2,914.0 |
| S1 |
2,882.3 |
2,882.3 |
2,913.3 |
2,895.0 |
| S2 |
2,845.7 |
2,845.7 |
2,907.6 |
|
| S3 |
2,783.7 |
2,820.3 |
2,902.0 |
|
| S4 |
2,721.7 |
2,758.3 |
2,884.9 |
|
|
| 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 |
3.2% |
53.8 |
1.8% |
70% |
False |
False |
1,022,073 |
| 10 |
2,947.0 |
2,795.0 |
152.0 |
5.2% |
51.5 |
1.8% |
82% |
False |
False |
605,674 |
| 20 |
2,947.0 |
2,729.0 |
218.0 |
7.5% |
55.1 |
1.9% |
87% |
False |
False |
311,362 |
| 40 |
2,947.0 |
2,679.0 |
268.0 |
9.2% |
52.7 |
1.8% |
90% |
False |
False |
158,312 |
| 60 |
2,948.0 |
2,679.0 |
269.0 |
9.2% |
52.5 |
1.8% |
89% |
False |
False |
105,733 |
| 80 |
2,948.0 |
2,668.0 |
280.0 |
9.6% |
50.0 |
1.7% |
90% |
False |
False |
80,965 |
| 100 |
2,948.0 |
2,570.0 |
378.0 |
12.9% |
48.2 |
1.7% |
92% |
False |
False |
64,813 |
| 120 |
2,948.0 |
2,250.0 |
698.0 |
23.9% |
45.1 |
1.5% |
96% |
False |
False |
54,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,196.5 |
|
2.618 |
3,095.3 |
|
1.618 |
3,033.3 |
|
1.000 |
2,995.0 |
|
0.618 |
2,971.3 |
|
HIGH |
2,933.0 |
|
0.618 |
2,909.3 |
|
0.500 |
2,902.0 |
|
0.382 |
2,894.7 |
|
LOW |
2,871.0 |
|
0.618 |
2,832.7 |
|
1.000 |
2,809.0 |
|
1.618 |
2,770.7 |
|
2.618 |
2,708.7 |
|
4.250 |
2,607.5 |
|
|
| Fisher Pivots for day following 21-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,913.3 |
2,911.2 |
| PP |
2,907.7 |
2,903.3 |
| S1 |
2,902.0 |
2,895.5 |
|