| Trading Metrics calculated at close of trading on 22-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2009 |
22-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
2,877.0 |
2,932.0 |
55.0 |
1.9% |
2,888.0 |
| High |
2,933.0 |
2,961.0 |
28.0 |
1.0% |
2,947.0 |
| Low |
2,871.0 |
2,928.0 |
57.0 |
2.0% |
2,853.0 |
| Close |
2,919.0 |
2,943.0 |
24.0 |
0.8% |
2,868.0 |
| Range |
62.0 |
33.0 |
-29.0 |
-46.8% |
94.0 |
| ATR |
56.2 |
55.2 |
-1.0 |
-1.8% |
0.0 |
| Volume |
704,380 |
631,538 |
-72,842 |
-10.3% |
4,929,440 |
|
| Daily Pivots for day following 22-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,043.0 |
3,026.0 |
2,961.2 |
|
| R3 |
3,010.0 |
2,993.0 |
2,952.1 |
|
| R2 |
2,977.0 |
2,977.0 |
2,949.1 |
|
| R1 |
2,960.0 |
2,960.0 |
2,946.0 |
2,968.5 |
| PP |
2,944.0 |
2,944.0 |
2,944.0 |
2,948.3 |
| S1 |
2,927.0 |
2,927.0 |
2,940.0 |
2,935.5 |
| S2 |
2,911.0 |
2,911.0 |
2,937.0 |
|
| S3 |
2,878.0 |
2,894.0 |
2,933.9 |
|
| S4 |
2,845.0 |
2,861.0 |
2,924.9 |
|
|
| 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 |
2,961.0 |
2,858.0 |
103.0 |
3.5% |
52.0 |
1.8% |
83% |
True |
False |
935,252 |
| 10 |
2,961.0 |
2,795.0 |
166.0 |
5.6% |
47.5 |
1.6% |
89% |
True |
False |
663,234 |
| 20 |
2,961.0 |
2,729.0 |
232.0 |
7.9% |
55.0 |
1.9% |
92% |
True |
False |
342,765 |
| 40 |
2,961.0 |
2,679.0 |
282.0 |
9.6% |
52.6 |
1.8% |
94% |
True |
False |
174,094 |
| 60 |
2,961.0 |
2,679.0 |
282.0 |
9.6% |
52.5 |
1.8% |
94% |
True |
False |
116,256 |
| 80 |
2,961.0 |
2,668.0 |
293.0 |
10.0% |
49.4 |
1.7% |
94% |
True |
False |
88,858 |
| 100 |
2,961.0 |
2,570.0 |
391.0 |
13.3% |
48.2 |
1.6% |
95% |
True |
False |
71,128 |
| 120 |
2,961.0 |
2,250.0 |
711.0 |
24.2% |
45.1 |
1.5% |
97% |
True |
False |
59,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,101.3 |
|
2.618 |
3,047.4 |
|
1.618 |
3,014.4 |
|
1.000 |
2,994.0 |
|
0.618 |
2,981.4 |
|
HIGH |
2,961.0 |
|
0.618 |
2,948.4 |
|
0.500 |
2,944.5 |
|
0.382 |
2,940.6 |
|
LOW |
2,928.0 |
|
0.618 |
2,907.6 |
|
1.000 |
2,895.0 |
|
1.618 |
2,874.6 |
|
2.618 |
2,841.6 |
|
4.250 |
2,787.8 |
|
|
| Fisher Pivots for day following 22-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,944.5 |
2,931.8 |
| PP |
2,944.0 |
2,920.7 |
| S1 |
2,943.5 |
2,909.5 |
|