| Trading Metrics calculated at close of trading on 28-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2009 |
28-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
2,970.0 |
3,000.0 |
30.0 |
1.0% |
2,877.0 |
| High |
2,982.0 |
3,000.0 |
18.0 |
0.6% |
2,982.0 |
| Low |
2,944.0 |
2,975.0 |
31.0 |
1.1% |
2,871.0 |
| Close |
2,951.0 |
2,986.0 |
35.0 |
1.2% |
2,951.0 |
| Range |
38.0 |
25.0 |
-13.0 |
-34.2% |
111.0 |
| ATR |
54.0 |
53.7 |
-0.4 |
-0.7% |
0.0 |
| Volume |
440,885 |
230,829 |
-210,056 |
-47.6% |
1,776,803 |
|
| Daily Pivots for day following 28-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,062.0 |
3,049.0 |
2,999.8 |
|
| R3 |
3,037.0 |
3,024.0 |
2,992.9 |
|
| R2 |
3,012.0 |
3,012.0 |
2,990.6 |
|
| R1 |
2,999.0 |
2,999.0 |
2,988.3 |
2,993.0 |
| PP |
2,987.0 |
2,987.0 |
2,987.0 |
2,984.0 |
| S1 |
2,974.0 |
2,974.0 |
2,983.7 |
2,968.0 |
| S2 |
2,962.0 |
2,962.0 |
2,981.4 |
|
| S3 |
2,937.0 |
2,949.0 |
2,979.1 |
|
| S4 |
2,912.0 |
2,924.0 |
2,972.3 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,267.7 |
3,220.3 |
3,012.1 |
|
| R3 |
3,156.7 |
3,109.3 |
2,981.5 |
|
| R2 |
3,045.7 |
3,045.7 |
2,971.4 |
|
| R1 |
2,998.3 |
2,998.3 |
2,961.2 |
3,022.0 |
| PP |
2,934.7 |
2,934.7 |
2,934.7 |
2,946.5 |
| S1 |
2,887.3 |
2,887.3 |
2,940.8 |
2,911.0 |
| S2 |
2,823.7 |
2,823.7 |
2,930.7 |
|
| S3 |
2,712.7 |
2,776.3 |
2,920.5 |
|
| S4 |
2,601.7 |
2,665.3 |
2,890.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,000.0 |
2,858.0 |
142.0 |
4.8% |
43.8 |
1.5% |
90% |
True |
False |
658,477 |
| 10 |
3,000.0 |
2,846.0 |
154.0 |
5.2% |
43.2 |
1.4% |
91% |
True |
False |
710,784 |
| 20 |
3,000.0 |
2,729.0 |
271.0 |
9.1% |
51.8 |
1.7% |
95% |
True |
False |
376,238 |
| 40 |
3,000.0 |
2,679.0 |
321.0 |
10.8% |
50.4 |
1.7% |
96% |
True |
False |
190,817 |
| 60 |
3,000.0 |
2,679.0 |
321.0 |
10.8% |
51.0 |
1.7% |
96% |
True |
False |
127,372 |
| 80 |
3,000.0 |
2,679.0 |
321.0 |
10.8% |
49.8 |
1.7% |
96% |
True |
False |
97,253 |
| 100 |
3,000.0 |
2,570.0 |
430.0 |
14.4% |
48.0 |
1.6% |
97% |
True |
False |
77,840 |
| 120 |
3,000.0 |
2,250.0 |
750.0 |
25.1% |
45.1 |
1.5% |
98% |
True |
False |
64,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,106.3 |
|
2.618 |
3,065.5 |
|
1.618 |
3,040.5 |
|
1.000 |
3,025.0 |
|
0.618 |
3,015.5 |
|
HIGH |
3,000.0 |
|
0.618 |
2,990.5 |
|
0.500 |
2,987.5 |
|
0.382 |
2,984.6 |
|
LOW |
2,975.0 |
|
0.618 |
2,959.6 |
|
1.000 |
2,950.0 |
|
1.618 |
2,934.6 |
|
2.618 |
2,909.6 |
|
4.250 |
2,868.8 |
|
|
| Fisher Pivots for day following 28-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,987.5 |
2,978.7 |
| PP |
2,987.0 |
2,971.3 |
| S1 |
2,986.5 |
2,964.0 |
|