| Trading Metrics calculated at close of trading on 16-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2009 |
16-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1,125.5 |
1,138.7 |
13.2 |
1.2% |
1,166.3 |
| High |
1,132.2 |
1,144.0 |
11.8 |
1.0% |
1,171.8 |
| Low |
1,115.0 |
1,126.0 |
11.0 |
1.0% |
1,112.8 |
| Close |
1,125.5 |
1,138.7 |
13.2 |
1.2% |
1,122.3 |
| Range |
17.2 |
18.0 |
0.8 |
4.7% |
59.0 |
| ATR |
24.7 |
24.2 |
-0.4 |
-1.8% |
0.0 |
| Volume |
1,434 |
3,674 |
2,240 |
156.2% |
16,490 |
|
| Daily Pivots for day following 16-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,190.2 |
1,182.5 |
1,148.6 |
|
| R3 |
1,172.2 |
1,164.5 |
1,143.7 |
|
| R2 |
1,154.2 |
1,154.2 |
1,142.0 |
|
| R1 |
1,146.5 |
1,146.5 |
1,140.4 |
1,147.7 |
| PP |
1,136.2 |
1,136.2 |
1,136.2 |
1,136.9 |
| S1 |
1,128.5 |
1,128.5 |
1,137.1 |
1,129.7 |
| S2 |
1,118.2 |
1,118.2 |
1,135.4 |
|
| S3 |
1,100.2 |
1,110.5 |
1,133.8 |
|
| S4 |
1,082.2 |
1,092.5 |
1,128.8 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,312.6 |
1,276.5 |
1,154.8 |
|
| R3 |
1,253.6 |
1,217.5 |
1,138.5 |
|
| R2 |
1,194.6 |
1,194.6 |
1,133.1 |
|
| R1 |
1,158.5 |
1,158.5 |
1,127.7 |
1,147.1 |
| PP |
1,135.6 |
1,135.6 |
1,135.6 |
1,129.9 |
| S1 |
1,099.5 |
1,099.5 |
1,116.9 |
1,088.1 |
| S2 |
1,076.6 |
1,076.6 |
1,111.5 |
|
| S3 |
1,017.6 |
1,040.5 |
1,106.1 |
|
| S4 |
958.6 |
981.5 |
1,089.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,145.4 |
1,112.8 |
32.6 |
2.9% |
19.7 |
1.7% |
79% |
False |
False |
2,315 |
| 10 |
1,230.0 |
1,112.8 |
117.2 |
10.3% |
28.4 |
2.5% |
22% |
False |
False |
2,877 |
| 20 |
1,230.0 |
1,112.8 |
117.2 |
10.3% |
25.4 |
2.2% |
22% |
False |
False |
2,790 |
| 40 |
1,230.0 |
1,030.0 |
200.0 |
17.6% |
20.0 |
1.8% |
54% |
False |
False |
2,063 |
| 60 |
1,230.0 |
989.3 |
240.7 |
21.1% |
17.8 |
1.6% |
62% |
False |
False |
1,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,220.5 |
|
2.618 |
1,191.1 |
|
1.618 |
1,173.1 |
|
1.000 |
1,162.0 |
|
0.618 |
1,155.1 |
|
HIGH |
1,144.0 |
|
0.618 |
1,137.1 |
|
0.500 |
1,135.0 |
|
0.382 |
1,132.9 |
|
LOW |
1,126.0 |
|
0.618 |
1,114.9 |
|
1.000 |
1,108.0 |
|
1.618 |
1,096.9 |
|
2.618 |
1,078.9 |
|
4.250 |
1,049.5 |
|
|
| Fisher Pivots for day following 16-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,137.5 |
1,135.6 |
| PP |
1,136.2 |
1,132.6 |
| S1 |
1,135.0 |
1,129.5 |
|