| Trading Metrics calculated at close of trading on 21-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2009 |
21-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
10,309.39 |
10,330.10 |
20.71 |
0.2% |
10,471.28 |
| High |
10,372.35 |
10,458.05 |
85.70 |
0.8% |
10,514.66 |
| Low |
10,263.90 |
10,329.80 |
65.90 |
0.6% |
10,263.90 |
| Close |
10,328.89 |
10,414.14 |
85.25 |
0.8% |
10,328.89 |
| Range |
108.45 |
128.25 |
19.80 |
18.3% |
250.76 |
| ATR |
116.41 |
117.32 |
0.91 |
0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,785.41 |
10,728.03 |
10,484.68 |
|
| R3 |
10,657.16 |
10,599.78 |
10,449.41 |
|
| R2 |
10,528.91 |
10,528.91 |
10,437.65 |
|
| R1 |
10,471.53 |
10,471.53 |
10,425.90 |
10,500.22 |
| PP |
10,400.66 |
10,400.66 |
10,400.66 |
10,415.01 |
| S1 |
10,343.28 |
10,343.28 |
10,402.38 |
10,371.97 |
| S2 |
10,272.41 |
10,272.41 |
10,390.63 |
|
| S3 |
10,144.16 |
10,215.03 |
10,378.87 |
|
| S4 |
10,015.91 |
10,086.78 |
10,343.60 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,121.43 |
10,975.92 |
10,466.81 |
|
| R3 |
10,870.67 |
10,725.16 |
10,397.85 |
|
| R2 |
10,619.91 |
10,619.91 |
10,374.86 |
|
| R1 |
10,474.40 |
10,474.40 |
10,351.88 |
10,421.78 |
| PP |
10,369.15 |
10,369.15 |
10,369.15 |
10,342.84 |
| S1 |
10,223.64 |
10,223.64 |
10,305.90 |
10,171.02 |
| S2 |
10,118.39 |
10,118.39 |
10,282.92 |
|
| S3 |
9,867.63 |
9,972.88 |
10,259.93 |
|
| S4 |
9,616.87 |
9,722.12 |
10,190.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,509.97 |
10,263.90 |
246.07 |
2.4% |
104.76 |
1.0% |
61% |
False |
False |
|
| 10 |
10,514.66 |
10,235.63 |
279.03 |
2.7% |
100.24 |
1.0% |
64% |
False |
False |
|
| 20 |
10,516.70 |
10,231.25 |
285.45 |
2.7% |
117.51 |
1.1% |
64% |
False |
False |
|
| 40 |
10,516.70 |
9,678.95 |
837.75 |
8.0% |
130.97 |
1.3% |
88% |
False |
False |
|
| 60 |
10,516.70 |
9,430.08 |
1,086.62 |
10.4% |
130.88 |
1.3% |
91% |
False |
False |
|
| 80 |
10,516.70 |
9,252.93 |
1,263.77 |
12.1% |
126.47 |
1.2% |
92% |
False |
False |
|
| 100 |
10,516.70 |
9,116.52 |
1,400.18 |
13.4% |
126.83 |
1.2% |
93% |
False |
False |
|
| 120 |
10,516.70 |
8,087.19 |
2,429.51 |
23.3% |
128.18 |
1.2% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,003.11 |
|
2.618 |
10,793.81 |
|
1.618 |
10,665.56 |
|
1.000 |
10,586.30 |
|
0.618 |
10,537.31 |
|
HIGH |
10,458.05 |
|
0.618 |
10,409.06 |
|
0.500 |
10,393.93 |
|
0.382 |
10,378.79 |
|
LOW |
10,329.80 |
|
0.618 |
10,250.54 |
|
1.000 |
10,201.55 |
|
1.618 |
10,122.29 |
|
2.618 |
9,994.04 |
|
4.250 |
9,784.74 |
|
|
| Fisher Pivots for day following 21-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
10,407.40 |
10,396.42 |
| PP |
10,400.66 |
10,378.70 |
| S1 |
10,393.93 |
10,360.98 |
|