| Trading Metrics calculated at close of trading on 31-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2009 |
31-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
1,095.0 |
1,098.8 |
3.8 |
0.3% |
1,116.6 |
| High |
1,099.5 |
1,109.3 |
9.8 |
0.9% |
1,121.1 |
| Low |
1,089.4 |
1,097.8 |
8.4 |
0.8% |
1,077.5 |
| Close |
1,095.0 |
1,098.8 |
3.8 |
0.3% |
1,107.3 |
| Range |
10.1 |
11.5 |
1.4 |
13.9% |
43.6 |
| ATR |
21.4 |
20.9 |
-0.5 |
-2.4% |
0.0 |
| Volume |
699 |
2,381 |
1,682 |
240.6% |
10,149 |
|
| Daily Pivots for day following 31-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,136.5 |
1,129.1 |
1,105.1 |
|
| R3 |
1,125.0 |
1,117.6 |
1,102.0 |
|
| R2 |
1,113.5 |
1,113.5 |
1,100.9 |
|
| R1 |
1,106.1 |
1,106.1 |
1,099.9 |
1,104.6 |
| PP |
1,102.0 |
1,102.0 |
1,102.0 |
1,101.2 |
| S1 |
1,094.6 |
1,094.6 |
1,097.7 |
1,093.1 |
| S2 |
1,090.5 |
1,090.5 |
1,096.7 |
|
| S3 |
1,079.0 |
1,083.1 |
1,095.6 |
|
| S4 |
1,067.5 |
1,071.6 |
1,092.5 |
|
|
| 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 |
1,117.0 |
1,089.4 |
27.6 |
2.5% |
12.0 |
1.1% |
34% |
False |
False |
1,508 |
| 10 |
1,145.4 |
1,077.5 |
67.9 |
6.2% |
19.0 |
1.7% |
31% |
False |
False |
2,522 |
| 20 |
1,230.0 |
1,077.5 |
152.5 |
13.9% |
23.7 |
2.2% |
14% |
False |
False |
2,700 |
| 40 |
1,230.0 |
1,077.5 |
152.5 |
13.9% |
20.9 |
1.9% |
14% |
False |
False |
2,462 |
| 60 |
1,230.0 |
1,030.0 |
200.0 |
18.2% |
18.5 |
1.7% |
34% |
False |
False |
1,906 |
| 80 |
1,230.0 |
989.3 |
240.7 |
21.9% |
17.0 |
1.5% |
45% |
False |
False |
1,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,158.2 |
|
2.618 |
1,139.4 |
|
1.618 |
1,127.9 |
|
1.000 |
1,120.8 |
|
0.618 |
1,116.4 |
|
HIGH |
1,109.3 |
|
0.618 |
1,104.9 |
|
0.500 |
1,103.6 |
|
0.382 |
1,102.2 |
|
LOW |
1,097.8 |
|
0.618 |
1,090.7 |
|
1.000 |
1,086.3 |
|
1.618 |
1,079.2 |
|
2.618 |
1,067.7 |
|
4.250 |
1,048.9 |
|
|
| Fisher Pivots for day following 31-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
1,103.6 |
1,100.2 |
| PP |
1,102.0 |
1,099.7 |
| S1 |
1,100.4 |
1,099.3 |
|