| Trading Metrics calculated at close of trading on 10-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2009 |
10-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1,131.6 |
1,128.5 |
-3.1 |
-0.3% |
1,175.0 |
| High |
1,150.3 |
1,139.9 |
-10.4 |
-0.9% |
1,230.0 |
| Low |
1,121.0 |
1,124.7 |
3.7 |
0.3% |
1,152.0 |
| Close |
1,123.1 |
1,128.5 |
5.4 |
0.5% |
1,171.9 |
| Range |
29.3 |
15.2 |
-14.1 |
-48.1% |
78.0 |
| ATR |
26.2 |
25.5 |
-0.7 |
-2.6% |
0.0 |
| Volume |
3,824 |
2,160 |
-1,664 |
-43.5% |
9,865 |
|
| Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,176.6 |
1,167.8 |
1,136.9 |
|
| R3 |
1,161.4 |
1,152.6 |
1,132.7 |
|
| R2 |
1,146.2 |
1,146.2 |
1,131.3 |
|
| R1 |
1,137.4 |
1,137.4 |
1,129.9 |
1,136.1 |
| PP |
1,131.0 |
1,131.0 |
1,131.0 |
1,130.4 |
| S1 |
1,122.2 |
1,122.2 |
1,127.1 |
1,120.9 |
| S2 |
1,115.8 |
1,115.8 |
1,125.7 |
|
| S3 |
1,100.6 |
1,107.0 |
1,124.3 |
|
| S4 |
1,085.4 |
1,091.8 |
1,120.1 |
|
|
| 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 |
1,214.3 |
1,121.0 |
93.3 |
8.3% |
35.8 |
3.2% |
8% |
False |
False |
3,379 |
| 10 |
1,230.0 |
1,121.0 |
109.0 |
9.7% |
32.5 |
2.9% |
7% |
False |
False |
2,628 |
| 20 |
1,230.0 |
1,105.8 |
124.2 |
11.0% |
24.7 |
2.2% |
18% |
False |
False |
2,581 |
| 40 |
1,230.0 |
1,030.0 |
200.0 |
17.7% |
19.5 |
1.7% |
49% |
False |
False |
1,900 |
| 60 |
1,230.0 |
989.3 |
240.7 |
21.3% |
17.2 |
1.5% |
58% |
False |
False |
1,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,204.5 |
|
2.618 |
1,179.7 |
|
1.618 |
1,164.5 |
|
1.000 |
1,155.1 |
|
0.618 |
1,149.3 |
|
HIGH |
1,139.9 |
|
0.618 |
1,134.1 |
|
0.500 |
1,132.3 |
|
0.382 |
1,130.5 |
|
LOW |
1,124.7 |
|
0.618 |
1,115.3 |
|
1.000 |
1,109.5 |
|
1.618 |
1,100.1 |
|
2.618 |
1,084.9 |
|
4.250 |
1,060.1 |
|
|
| Fisher Pivots for day following 10-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,132.3 |
1,146.4 |
| PP |
1,131.0 |
1,140.4 |
| S1 |
1,129.8 |
1,134.5 |
|