| Trading Metrics calculated at close of trading on 29-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2009 |
29-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
3,000.0 |
3,000.0 |
0.0 |
0.0% |
2,877.0 |
| High |
3,000.0 |
3,003.0 |
3.0 |
0.1% |
2,982.0 |
| Low |
2,975.0 |
2,984.0 |
9.0 |
0.3% |
2,871.0 |
| Close |
2,986.0 |
2,987.0 |
1.0 |
0.0% |
2,951.0 |
| Range |
25.0 |
19.0 |
-6.0 |
-24.0% |
111.0 |
| ATR |
53.7 |
51.2 |
-2.5 |
-4.6% |
0.0 |
| Volume |
230,829 |
416,283 |
185,454 |
80.3% |
1,776,803 |
|
| Daily Pivots for day following 29-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,048.3 |
3,036.7 |
2,997.5 |
|
| R3 |
3,029.3 |
3,017.7 |
2,992.2 |
|
| R2 |
3,010.3 |
3,010.3 |
2,990.5 |
|
| R1 |
2,998.7 |
2,998.7 |
2,988.7 |
2,995.0 |
| PP |
2,991.3 |
2,991.3 |
2,991.3 |
2,989.5 |
| S1 |
2,979.7 |
2,979.7 |
2,985.3 |
2,976.0 |
| S2 |
2,972.3 |
2,972.3 |
2,983.5 |
|
| S3 |
2,953.3 |
2,960.7 |
2,981.8 |
|
| S4 |
2,934.3 |
2,941.7 |
2,976.6 |
|
|
| 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 |
3,003.0 |
2,871.0 |
132.0 |
4.4% |
35.4 |
1.2% |
88% |
True |
False |
484,783 |
| 10 |
3,003.0 |
2,853.0 |
150.0 |
5.0% |
41.6 |
1.4% |
89% |
True |
False |
735,335 |
| 20 |
3,003.0 |
2,786.0 |
217.0 |
7.3% |
47.0 |
1.6% |
93% |
True |
False |
397,012 |
| 40 |
3,003.0 |
2,679.0 |
324.0 |
10.8% |
48.3 |
1.6% |
95% |
True |
False |
201,088 |
| 60 |
3,003.0 |
2,679.0 |
324.0 |
10.8% |
50.5 |
1.7% |
95% |
True |
False |
134,297 |
| 80 |
3,003.0 |
2,679.0 |
324.0 |
10.8% |
49.5 |
1.7% |
95% |
True |
False |
102,454 |
| 100 |
3,003.0 |
2,570.0 |
433.0 |
14.5% |
47.4 |
1.6% |
96% |
True |
False |
81,997 |
| 120 |
3,003.0 |
2,250.0 |
753.0 |
25.2% |
44.9 |
1.5% |
98% |
True |
False |
68,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,083.8 |
|
2.618 |
3,052.7 |
|
1.618 |
3,033.7 |
|
1.000 |
3,022.0 |
|
0.618 |
3,014.7 |
|
HIGH |
3,003.0 |
|
0.618 |
2,995.7 |
|
0.500 |
2,993.5 |
|
0.382 |
2,991.3 |
|
LOW |
2,984.0 |
|
0.618 |
2,972.3 |
|
1.000 |
2,965.0 |
|
1.618 |
2,953.3 |
|
2.618 |
2,934.3 |
|
4.250 |
2,903.3 |
|
|
| Fisher Pivots for day following 29-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,993.5 |
2,982.5 |
| PP |
2,991.3 |
2,978.0 |
| S1 |
2,989.2 |
2,973.5 |
|