| Trading Metrics calculated at close of trading on 28-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2009 |
28-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1,107.3 |
1,110.5 |
3.2 |
0.3% |
1,116.6 |
| High |
1,108.7 |
1,117.0 |
8.3 |
0.7% |
1,121.1 |
| Low |
1,093.2 |
1,105.0 |
11.8 |
1.1% |
1,077.5 |
| Close |
1,107.3 |
1,110.5 |
3.2 |
0.3% |
1,107.3 |
| Range |
15.5 |
12.0 |
-3.5 |
-22.6% |
43.6 |
| ATR |
23.9 |
23.0 |
-0.8 |
-3.6% |
0.0 |
| Volume |
1,354 |
1,503 |
149 |
11.0% |
10,149 |
|
| Daily Pivots for day following 28-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,146.8 |
1,140.7 |
1,117.1 |
|
| R3 |
1,134.8 |
1,128.7 |
1,113.8 |
|
| R2 |
1,122.8 |
1,122.8 |
1,112.7 |
|
| R1 |
1,116.7 |
1,116.7 |
1,111.6 |
1,116.5 |
| PP |
1,110.8 |
1,110.8 |
1,110.8 |
1,110.8 |
| S1 |
1,104.7 |
1,104.7 |
1,109.4 |
1,104.5 |
| S2 |
1,098.8 |
1,098.8 |
1,108.3 |
|
| S3 |
1,086.8 |
1,092.7 |
1,107.2 |
|
| S4 |
1,074.8 |
1,080.7 |
1,103.9 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,232.8 |
1,213.6 |
1,131.3 |
|
| R3 |
1,189.2 |
1,170.0 |
1,119.3 |
|
| R2 |
1,145.6 |
1,145.6 |
1,115.3 |
|
| R1 |
1,126.4 |
1,126.4 |
1,111.3 |
1,114.2 |
| PP |
1,102.0 |
1,102.0 |
1,102.0 |
1,095.9 |
| S1 |
1,082.8 |
1,082.8 |
1,103.3 |
1,070.6 |
| S2 |
1,058.4 |
1,058.4 |
1,099.3 |
|
| S3 |
1,014.8 |
1,039.2 |
1,095.3 |
|
| S4 |
971.2 |
995.6 |
1,083.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,121.1 |
1,077.5 |
43.6 |
3.9% |
18.5 |
1.7% |
76% |
False |
False |
2,330 |
| 10 |
1,145.4 |
1,077.5 |
67.9 |
6.1% |
20.8 |
1.9% |
49% |
False |
False |
2,780 |
| 20 |
1,230.0 |
1,077.5 |
152.5 |
13.7% |
25.3 |
2.3% |
22% |
False |
False |
2,707 |
| 40 |
1,230.0 |
1,039.1 |
190.9 |
17.2% |
21.6 |
1.9% |
37% |
False |
False |
2,406 |
| 60 |
1,230.0 |
993.8 |
236.2 |
21.3% |
19.0 |
1.7% |
49% |
False |
False |
1,847 |
| 80 |
1,230.0 |
980.0 |
250.0 |
22.5% |
17.2 |
1.5% |
52% |
False |
False |
1,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,168.0 |
|
2.618 |
1,148.4 |
|
1.618 |
1,136.4 |
|
1.000 |
1,129.0 |
|
0.618 |
1,124.4 |
|
HIGH |
1,117.0 |
|
0.618 |
1,112.4 |
|
0.500 |
1,111.0 |
|
0.382 |
1,109.6 |
|
LOW |
1,105.0 |
|
0.618 |
1,097.6 |
|
1.000 |
1,093.0 |
|
1.618 |
1,085.6 |
|
2.618 |
1,073.6 |
|
4.250 |
1,054.0 |
|
|
| Fisher Pivots for day following 28-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,111.0 |
1,107.0 |
| PP |
1,110.8 |
1,103.5 |
| S1 |
1,110.7 |
1,100.0 |
|