| Trading Metrics calculated at close of trading on 09-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2009 |
09-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1,162.5 |
1,131.6 |
-30.9 |
-2.7% |
1,175.0 |
| High |
1,171.8 |
1,150.3 |
-21.5 |
-1.8% |
1,230.0 |
| Low |
1,128.5 |
1,121.0 |
-7.5 |
-0.7% |
1,152.0 |
| Close |
1,145.6 |
1,123.1 |
-22.5 |
-2.0% |
1,171.9 |
| Range |
43.3 |
29.3 |
-14.0 |
-32.3% |
78.0 |
| ATR |
25.9 |
26.2 |
0.2 |
0.9% |
0.0 |
| Volume |
2,774 |
3,824 |
1,050 |
37.9% |
9,865 |
|
| Daily Pivots for day following 09-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,219.4 |
1,200.5 |
1,139.2 |
|
| R3 |
1,190.1 |
1,171.2 |
1,131.2 |
|
| R2 |
1,160.8 |
1,160.8 |
1,128.5 |
|
| R1 |
1,141.9 |
1,141.9 |
1,125.8 |
1,136.7 |
| PP |
1,131.5 |
1,131.5 |
1,131.5 |
1,128.9 |
| S1 |
1,112.6 |
1,112.6 |
1,120.4 |
1,107.4 |
| S2 |
1,102.2 |
1,102.2 |
1,117.7 |
|
| S3 |
1,072.9 |
1,083.3 |
1,115.0 |
|
| S4 |
1,043.6 |
1,054.0 |
1,107.0 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,418.6 |
1,373.3 |
1,214.8 |
|
| R3 |
1,340.6 |
1,295.3 |
1,193.4 |
|
| R2 |
1,262.6 |
1,262.6 |
1,186.2 |
|
| R1 |
1,217.3 |
1,217.3 |
1,179.1 |
1,201.0 |
| PP |
1,184.6 |
1,184.6 |
1,184.6 |
1,176.5 |
| S1 |
1,139.3 |
1,139.3 |
1,164.8 |
1,123.0 |
| S2 |
1,106.6 |
1,106.6 |
1,157.6 |
|
| S3 |
1,028.6 |
1,061.3 |
1,150.5 |
|
| S4 |
950.6 |
983.3 |
1,129.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,230.0 |
1,121.0 |
109.0 |
9.7% |
37.2 |
3.3% |
2% |
False |
True |
3,439 |
| 10 |
1,230.0 |
1,121.0 |
109.0 |
9.7% |
33.3 |
3.0% |
2% |
False |
True |
2,935 |
| 20 |
1,230.0 |
1,105.8 |
124.2 |
11.1% |
24.6 |
2.2% |
14% |
False |
False |
2,669 |
| 40 |
1,230.0 |
1,030.0 |
200.0 |
17.8% |
19.4 |
1.7% |
47% |
False |
False |
1,861 |
| 60 |
1,230.0 |
989.3 |
240.7 |
21.4% |
17.1 |
1.5% |
56% |
False |
False |
1,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,274.8 |
|
2.618 |
1,227.0 |
|
1.618 |
1,197.7 |
|
1.000 |
1,179.6 |
|
0.618 |
1,168.4 |
|
HIGH |
1,150.3 |
|
0.618 |
1,139.1 |
|
0.500 |
1,135.7 |
|
0.382 |
1,132.2 |
|
LOW |
1,121.0 |
|
0.618 |
1,102.9 |
|
1.000 |
1,091.7 |
|
1.618 |
1,073.6 |
|
2.618 |
1,044.3 |
|
4.250 |
996.5 |
|
|
| Fisher Pivots for day following 09-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,135.7 |
1,146.4 |
| PP |
1,131.5 |
1,138.6 |
| S1 |
1,127.3 |
1,130.9 |
|