| 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 |
1,112.6 |
1,096.4 |
-16.2 |
-1.5% |
1,116.7 |
| High |
1,122.0 |
1,099.0 |
-23.0 |
-2.0% |
1,144.0 |
| Low |
1,092.0 |
1,076.5 |
-15.5 |
-1.4% |
1,097.1 |
| Close |
1,097.2 |
1,087.9 |
-9.3 |
-0.8% |
1,112.7 |
| Range |
30.0 |
22.5 |
-7.5 |
-25.0% |
46.9 |
| ATR |
26.5 |
26.2 |
-0.3 |
-1.1% |
0.0 |
| Volume |
3,911 |
4,149 |
238 |
6.1% |
25,026 |
|
| Daily Pivots for day following 22-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,155.3 |
1,144.1 |
1,100.3 |
|
| R3 |
1,132.8 |
1,121.6 |
1,094.1 |
|
| R2 |
1,110.3 |
1,110.3 |
1,092.0 |
|
| R1 |
1,099.1 |
1,099.1 |
1,090.0 |
1,093.5 |
| PP |
1,087.8 |
1,087.8 |
1,087.8 |
1,085.0 |
| S1 |
1,076.6 |
1,076.6 |
1,085.8 |
1,071.0 |
| S2 |
1,065.3 |
1,065.3 |
1,083.8 |
|
| S3 |
1,042.8 |
1,054.1 |
1,081.7 |
|
| S4 |
1,020.3 |
1,031.6 |
1,075.5 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,258.6 |
1,232.6 |
1,138.5 |
|
| R3 |
1,211.7 |
1,185.7 |
1,125.6 |
|
| R2 |
1,164.8 |
1,164.8 |
1,121.3 |
|
| R1 |
1,138.8 |
1,138.8 |
1,117.0 |
1,128.4 |
| PP |
1,117.9 |
1,117.9 |
1,117.9 |
1,112.7 |
| S1 |
1,091.9 |
1,091.9 |
1,108.4 |
1,081.5 |
| S2 |
1,071.0 |
1,071.0 |
1,104.1 |
|
| S3 |
1,024.1 |
1,045.0 |
1,099.8 |
|
| S4 |
977.2 |
998.1 |
1,086.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,144.0 |
1,076.5 |
67.5 |
6.2% |
27.7 |
2.5% |
17% |
False |
True |
4,960 |
| 10 |
1,148.7 |
1,076.5 |
72.2 |
6.6% |
25.2 |
2.3% |
16% |
False |
True |
4,209 |
| 20 |
1,229.0 |
1,076.5 |
152.5 |
14.0% |
29.1 |
2.7% |
7% |
False |
True |
4,609 |
| 40 |
1,229.0 |
1,029.0 |
200.0 |
18.4% |
22.7 |
2.1% |
29% |
False |
False |
3,481 |
| 60 |
1,229.0 |
989.3 |
239.7 |
22.0% |
20.4 |
1.9% |
41% |
False |
False |
2,777 |
| 80 |
1,229.0 |
946.7 |
282.3 |
25.9% |
19.1 |
1.8% |
50% |
False |
False |
2,410 |
| 100 |
1,229.0 |
934.6 |
294.4 |
27.1% |
17.3 |
1.6% |
52% |
False |
False |
2,034 |
| 120 |
1,229.0 |
910.1 |
318.9 |
29.3% |
16.2 |
1.5% |
56% |
False |
False |
1,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,194.6 |
|
2.618 |
1,157.9 |
|
1.618 |
1,135.4 |
|
1.000 |
1,121.5 |
|
0.618 |
1,112.9 |
|
HIGH |
1,099.0 |
|
0.618 |
1,090.4 |
|
0.500 |
1,087.8 |
|
0.382 |
1,085.1 |
|
LOW |
1,076.5 |
|
0.618 |
1,062.6 |
|
1.000 |
1,054.0 |
|
1.618 |
1,040.1 |
|
2.618 |
1,017.6 |
|
4.250 |
980.9 |
|
|
| Fisher Pivots for day following 22-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,087.9 |
1,099.3 |
| PP |
1,087.8 |
1,095.5 |
| S1 |
1,087.8 |
1,091.7 |
|