| Trading Metrics calculated at close of trading on 08-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2009 |
08-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
10,386.86 |
10,385.42 |
-1.44 |
0.0% |
10,309.77 |
| High |
10,443.16 |
10,385.65 |
-57.51 |
-0.6% |
10,516.70 |
| Low |
10,360.18 |
10,249.84 |
-110.34 |
-1.1% |
10,263.29 |
| Close |
10,390.11 |
10,285.97 |
-104.14 |
-1.0% |
10,388.90 |
| Range |
82.98 |
135.81 |
52.83 |
63.7% |
253.41 |
| ATR |
134.45 |
134.87 |
0.42 |
0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,714.58 |
10,636.09 |
10,360.67 |
|
| R3 |
10,578.77 |
10,500.28 |
10,323.32 |
|
| R2 |
10,442.96 |
10,442.96 |
10,310.87 |
|
| R1 |
10,364.47 |
10,364.47 |
10,298.42 |
10,335.81 |
| PP |
10,307.15 |
10,307.15 |
10,307.15 |
10,292.83 |
| S1 |
10,228.66 |
10,228.66 |
10,273.52 |
10,200.00 |
| S2 |
10,171.34 |
10,171.34 |
10,261.07 |
|
| S3 |
10,035.53 |
10,092.85 |
10,248.62 |
|
| S4 |
9,899.72 |
9,957.04 |
10,211.27 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,149.86 |
11,022.79 |
10,528.28 |
|
| R3 |
10,896.45 |
10,769.38 |
10,458.59 |
|
| R2 |
10,643.04 |
10,643.04 |
10,435.36 |
|
| R1 |
10,515.97 |
10,515.97 |
10,412.13 |
10,579.51 |
| PP |
10,389.63 |
10,389.63 |
10,389.63 |
10,421.40 |
| S1 |
10,262.56 |
10,262.56 |
10,365.67 |
10,326.10 |
| S2 |
10,136.22 |
10,136.22 |
10,342.44 |
|
| S3 |
9,882.81 |
10,009.15 |
10,319.21 |
|
| S4 |
9,629.40 |
9,755.74 |
10,249.52 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,516.70 |
10,249.84 |
266.86 |
2.6% |
134.66 |
1.3% |
14% |
False |
True |
|
| 10 |
10,516.70 |
10,231.25 |
285.45 |
2.8% |
130.81 |
1.3% |
19% |
False |
False |
|
| 20 |
10,516.70 |
10,171.24 |
345.46 |
3.4% |
123.12 |
1.2% |
33% |
False |
False |
|
| 40 |
10,516.70 |
9,678.95 |
837.75 |
8.1% |
139.58 |
1.4% |
72% |
False |
False |
|
| 60 |
10,516.70 |
9,430.08 |
1,086.62 |
10.6% |
133.06 |
1.3% |
79% |
False |
False |
|
| 80 |
10,516.70 |
9,116.52 |
1,400.18 |
13.6% |
130.71 |
1.3% |
84% |
False |
False |
|
| 100 |
10,516.70 |
8,745.90 |
1,770.80 |
17.2% |
129.15 |
1.3% |
87% |
False |
False |
|
| 120 |
10,516.70 |
8,087.19 |
2,429.51 |
23.6% |
131.61 |
1.3% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,962.84 |
|
2.618 |
10,741.20 |
|
1.618 |
10,605.39 |
|
1.000 |
10,521.46 |
|
0.618 |
10,469.58 |
|
HIGH |
10,385.65 |
|
0.618 |
10,333.77 |
|
0.500 |
10,317.75 |
|
0.382 |
10,301.72 |
|
LOW |
10,249.84 |
|
0.618 |
10,165.91 |
|
1.000 |
10,114.03 |
|
1.618 |
10,030.10 |
|
2.618 |
9,894.29 |
|
4.250 |
9,672.65 |
|
|
| Fisher Pivots for day following 08-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
10,317.75 |
10,383.27 |
| PP |
10,307.15 |
10,350.84 |
| S1 |
10,296.56 |
10,318.40 |
|