| Trading Metrics calculated at close of trading on 30-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2009 |
30-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
3,000.0 |
2,990.0 |
-10.0 |
-0.3% |
2,877.0 |
| High |
3,003.0 |
2,996.0 |
-7.0 |
-0.2% |
2,982.0 |
| Low |
2,984.0 |
2,964.0 |
-20.0 |
-0.7% |
2,871.0 |
| Close |
2,987.0 |
2,972.0 |
-15.0 |
-0.5% |
2,951.0 |
| Range |
19.0 |
32.0 |
13.0 |
68.4% |
111.0 |
| ATR |
51.2 |
49.8 |
-1.4 |
-2.7% |
0.0 |
| Volume |
416,283 |
314,584 |
-101,699 |
-24.4% |
1,776,803 |
|
| Daily Pivots for day following 30-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,073.3 |
3,054.7 |
2,989.6 |
|
| R3 |
3,041.3 |
3,022.7 |
2,980.8 |
|
| R2 |
3,009.3 |
3,009.3 |
2,977.9 |
|
| R1 |
2,990.7 |
2,990.7 |
2,974.9 |
2,984.0 |
| PP |
2,977.3 |
2,977.3 |
2,977.3 |
2,974.0 |
| S1 |
2,958.7 |
2,958.7 |
2,969.1 |
2,952.0 |
| S2 |
2,945.3 |
2,945.3 |
2,966.1 |
|
| S3 |
2,913.3 |
2,926.7 |
2,963.2 |
|
| S4 |
2,881.3 |
2,894.7 |
2,954.4 |
|
|
| 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 |
2,928.0 |
75.0 |
2.5% |
29.4 |
1.0% |
59% |
False |
False |
406,823 |
| 10 |
3,003.0 |
2,853.0 |
150.0 |
5.0% |
41.6 |
1.4% |
79% |
False |
False |
714,448 |
| 20 |
3,003.0 |
2,795.0 |
208.0 |
7.0% |
45.9 |
1.5% |
85% |
False |
False |
412,718 |
| 40 |
3,003.0 |
2,679.0 |
324.0 |
10.9% |
47.4 |
1.6% |
90% |
False |
False |
208,861 |
| 60 |
3,003.0 |
2,679.0 |
324.0 |
10.9% |
50.0 |
1.7% |
90% |
False |
False |
139,538 |
| 80 |
3,003.0 |
2,679.0 |
324.0 |
10.9% |
49.6 |
1.7% |
90% |
False |
False |
106,379 |
| 100 |
3,003.0 |
2,570.0 |
433.0 |
14.6% |
47.6 |
1.6% |
93% |
False |
False |
85,143 |
| 120 |
3,003.0 |
2,333.0 |
670.0 |
22.5% |
44.8 |
1.5% |
95% |
False |
False |
70,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,132.0 |
|
2.618 |
3,079.8 |
|
1.618 |
3,047.8 |
|
1.000 |
3,028.0 |
|
0.618 |
3,015.8 |
|
HIGH |
2,996.0 |
|
0.618 |
2,983.8 |
|
0.500 |
2,980.0 |
|
0.382 |
2,976.2 |
|
LOW |
2,964.0 |
|
0.618 |
2,944.2 |
|
1.000 |
2,932.0 |
|
1.618 |
2,912.2 |
|
2.618 |
2,880.2 |
|
4.250 |
2,828.0 |
|
|
| Fisher Pivots for day following 30-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
2,980.0 |
2,983.5 |
| PP |
2,977.3 |
2,979.7 |
| S1 |
2,974.7 |
2,975.8 |
|