| 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 |
1,110.4 |
1,108.0 |
-2.4 |
-0.2% |
1,112.6 |
| High |
1,115.6 |
1,110.3 |
-5.3 |
-0.5% |
1,122.0 |
| Low |
1,103.5 |
1,098.5 |
-5.0 |
-0.5% |
1,076.5 |
| Close |
1,109.3 |
1,099.5 |
-9.8 |
-0.9% |
1,106.1 |
| Range |
12.1 |
11.8 |
-0.3 |
-2.5% |
45.5 |
| ATR |
23.9 |
23.0 |
-0.9 |
-3.6% |
0.0 |
| Volume |
3,603 |
1,907 |
-1,696 |
-47.1% |
16,994 |
|
| Daily Pivots for day following 29-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,138.2 |
1,130.6 |
1,106.0 |
|
| R3 |
1,126.4 |
1,118.8 |
1,102.7 |
|
| R2 |
1,114.6 |
1,114.6 |
1,101.7 |
|
| R1 |
1,107.0 |
1,107.0 |
1,100.6 |
1,104.9 |
| PP |
1,102.8 |
1,102.8 |
1,102.8 |
1,101.7 |
| S1 |
1,095.2 |
1,095.2 |
1,098.4 |
1,093.1 |
| S2 |
1,091.0 |
1,091.0 |
1,097.3 |
|
| S3 |
1,079.2 |
1,083.4 |
1,096.3 |
|
| S4 |
1,067.4 |
1,071.6 |
1,093.0 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,238.0 |
1,217.6 |
1,131.1 |
|
| R3 |
1,192.5 |
1,172.1 |
1,118.6 |
|
| R2 |
1,147.0 |
1,147.0 |
1,114.4 |
|
| R1 |
1,126.6 |
1,126.6 |
1,110.3 |
1,114.1 |
| PP |
1,101.5 |
1,101.5 |
1,101.5 |
1,095.3 |
| S1 |
1,081.1 |
1,081.1 |
1,101.9 |
1,068.6 |
| S2 |
1,056.0 |
1,056.0 |
1,097.8 |
|
| S3 |
1,010.5 |
1,035.6 |
1,093.6 |
|
| S4 |
965.0 |
990.1 |
1,081.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,115.6 |
1,076.5 |
39.1 |
3.6% |
15.6 |
1.4% |
59% |
False |
False |
3,718 |
| 10 |
1,144.0 |
1,076.5 |
67.5 |
6.1% |
21.2 |
1.9% |
34% |
False |
False |
4,282 |
| 20 |
1,229.0 |
1,076.5 |
152.5 |
13.9% |
25.7 |
2.3% |
15% |
False |
False |
4,289 |
| 40 |
1,229.0 |
1,045.0 |
184.0 |
16.7% |
22.7 |
2.1% |
30% |
False |
False |
3,722 |
| 60 |
1,229.0 |
1,004.0 |
225.0 |
20.5% |
20.4 |
1.9% |
42% |
False |
False |
2,955 |
| 80 |
1,229.0 |
985.8 |
243.2 |
22.1% |
18.9 |
1.7% |
47% |
False |
False |
2,532 |
| 100 |
1,229.0 |
934.6 |
294.4 |
26.8% |
17.4 |
1.6% |
56% |
False |
False |
2,146 |
| 120 |
1,229.0 |
912.5 |
316.5 |
28.8% |
16.3 |
1.5% |
59% |
False |
False |
1,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,160.5 |
|
2.618 |
1,141.2 |
|
1.618 |
1,129.4 |
|
1.000 |
1,122.1 |
|
0.618 |
1,117.6 |
|
HIGH |
1,110.3 |
|
0.618 |
1,105.8 |
|
0.500 |
1,104.4 |
|
0.382 |
1,103.0 |
|
LOW |
1,098.5 |
|
0.618 |
1,091.2 |
|
1.000 |
1,086.7 |
|
1.618 |
1,079.4 |
|
2.618 |
1,067.6 |
|
4.250 |
1,048.4 |
|
|
| Fisher Pivots for day following 29-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,104.4 |
1,104.3 |
| PP |
1,102.8 |
1,102.7 |
| S1 |
1,101.1 |
1,101.1 |
|