| 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 |
1,116.6 |
1,098.2 |
-18.4 |
-1.6% |
1,126.3 |
| High |
1,121.1 |
1,100.0 |
-21.1 |
-1.9% |
1,145.4 |
| Low |
1,094.0 |
1,077.5 |
-16.5 |
-1.5% |
1,098.6 |
| Close |
1,098.2 |
1,088.9 |
-9.3 |
-0.8% |
1,113.7 |
| Range |
27.1 |
22.5 |
-4.6 |
-17.0% |
46.8 |
| ATR |
25.4 |
25.2 |
-0.2 |
-0.8% |
0.0 |
| Volume |
1,512 |
4,623 |
3,111 |
205.8% |
16,148 |
|
| Daily Pivots for day following 22-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,156.3 |
1,145.1 |
1,101.3 |
|
| R3 |
1,133.8 |
1,122.6 |
1,095.1 |
|
| R2 |
1,111.3 |
1,111.3 |
1,093.0 |
|
| R1 |
1,100.1 |
1,100.1 |
1,091.0 |
1,094.5 |
| PP |
1,088.8 |
1,088.8 |
1,088.8 |
1,086.0 |
| S1 |
1,077.6 |
1,077.6 |
1,086.8 |
1,072.0 |
| S2 |
1,066.3 |
1,066.3 |
1,084.8 |
|
| S3 |
1,043.8 |
1,055.1 |
1,082.7 |
|
| S4 |
1,021.3 |
1,032.6 |
1,076.5 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,259.6 |
1,233.5 |
1,139.4 |
|
| R3 |
1,212.8 |
1,186.7 |
1,126.6 |
|
| R2 |
1,166.0 |
1,166.0 |
1,122.3 |
|
| R1 |
1,139.9 |
1,139.9 |
1,118.0 |
1,129.6 |
| PP |
1,119.2 |
1,119.2 |
1,119.2 |
1,114.1 |
| S1 |
1,093.1 |
1,093.1 |
1,109.4 |
1,082.8 |
| S2 |
1,072.4 |
1,072.4 |
1,105.1 |
|
| S3 |
1,025.6 |
1,046.3 |
1,100.8 |
|
| S4 |
978.8 |
999.5 |
1,088.0 |
|
|
| 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 |
1,077.5 |
67.9 |
6.2% |
26.5 |
2.4% |
17% |
False |
True |
3,739 |
| 10 |
1,150.3 |
1,077.5 |
72.8 |
6.7% |
24.2 |
2.2% |
16% |
False |
True |
3,042 |
| 20 |
1,230.0 |
1,077.5 |
152.5 |
14.0% |
27.9 |
2.6% |
7% |
False |
True |
3,037 |
| 40 |
1,230.0 |
1,030.0 |
200.0 |
18.4% |
21.5 |
2.0% |
29% |
False |
False |
2,366 |
| 60 |
1,230.0 |
991.4 |
238.6 |
21.9% |
18.7 |
1.7% |
41% |
False |
False |
1,772 |
| 80 |
1,230.0 |
952.9 |
277.1 |
25.4% |
17.1 |
1.6% |
49% |
False |
False |
1,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,195.6 |
|
2.618 |
1,158.9 |
|
1.618 |
1,136.4 |
|
1.000 |
1,122.5 |
|
0.618 |
1,113.9 |
|
HIGH |
1,100.0 |
|
0.618 |
1,091.4 |
|
0.500 |
1,088.8 |
|
0.382 |
1,086.1 |
|
LOW |
1,077.5 |
|
0.618 |
1,063.6 |
|
1.000 |
1,055.0 |
|
1.618 |
1,041.1 |
|
2.618 |
1,018.6 |
|
4.250 |
981.9 |
|
|
| Fisher Pivots for day following 22-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,088.9 |
1,099.3 |
| PP |
1,088.8 |
1,095.8 |
| S1 |
1,088.8 |
1,092.4 |
|