| Trading Metrics calculated at close of trading on 05-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2010 |
05-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1,099.0 |
1,122.0 |
23.0 |
2.1% |
1,108.0 |
| High |
1,124.6 |
1,129.6 |
5.0 |
0.4% |
1,114.5 |
| Low |
1,093.8 |
1,115.5 |
21.7 |
2.0% |
1,086.6 |
| Close |
1,118.3 |
1,118.7 |
0.4 |
0.0% |
1,096.2 |
| Range |
30.8 |
14.1 |
-16.7 |
-54.2% |
27.9 |
| ATR |
22.8 |
22.2 |
-0.6 |
-2.7% |
0.0 |
| Volume |
64,594 |
155,479 |
90,885 |
140.7% |
318,972 |
|
| Daily Pivots for day following 05-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,163.6 |
1,155.2 |
1,126.5 |
|
| R3 |
1,149.5 |
1,141.1 |
1,122.6 |
|
| R2 |
1,135.4 |
1,135.4 |
1,121.3 |
|
| R1 |
1,127.0 |
1,127.0 |
1,120.0 |
1,124.2 |
| PP |
1,121.3 |
1,121.3 |
1,121.3 |
1,119.8 |
| S1 |
1,112.9 |
1,112.9 |
1,117.4 |
1,110.1 |
| S2 |
1,107.2 |
1,107.2 |
1,116.1 |
|
| S3 |
1,093.1 |
1,098.8 |
1,114.8 |
|
| S4 |
1,079.0 |
1,084.7 |
1,110.9 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,182.8 |
1,167.4 |
1,111.5 |
|
| R3 |
1,154.9 |
1,139.5 |
1,103.9 |
|
| R2 |
1,127.0 |
1,127.0 |
1,101.3 |
|
| R1 |
1,111.6 |
1,111.6 |
1,098.8 |
1,105.4 |
| PP |
1,099.1 |
1,099.1 |
1,099.1 |
1,096.0 |
| S1 |
1,083.7 |
1,083.7 |
1,093.6 |
1,077.5 |
| S2 |
1,071.2 |
1,071.2 |
1,091.1 |
|
| S3 |
1,043.3 |
1,055.8 |
1,088.5 |
|
| S4 |
1,015.4 |
1,027.9 |
1,080.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,129.6 |
1,086.6 |
43.0 |
3.8% |
16.7 |
1.5% |
75% |
True |
False |
96,426 |
| 10 |
1,129.6 |
1,075.2 |
54.4 |
4.9% |
18.4 |
1.6% |
80% |
True |
False |
113,050 |
| 20 |
1,170.2 |
1,075.2 |
95.0 |
8.5% |
23.2 |
2.1% |
46% |
False |
False |
166,948 |
| 40 |
1,227.5 |
1,075.2 |
152.3 |
13.6% |
23.3 |
2.1% |
29% |
False |
False |
124,783 |
| 60 |
1,227.5 |
1,028.0 |
199.5 |
17.8% |
20.9 |
1.9% |
45% |
False |
False |
84,771 |
| 80 |
1,227.5 |
987.3 |
240.2 |
21.5% |
19.5 |
1.7% |
55% |
False |
False |
64,115 |
| 100 |
1,227.5 |
933.5 |
294.0 |
26.3% |
18.2 |
1.6% |
63% |
False |
False |
51,525 |
| 120 |
1,227.5 |
929.2 |
298.3 |
26.7% |
16.7 |
1.5% |
64% |
False |
False |
43,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,189.5 |
|
2.618 |
1,166.5 |
|
1.618 |
1,152.4 |
|
1.000 |
1,143.7 |
|
0.618 |
1,138.3 |
|
HIGH |
1,129.6 |
|
0.618 |
1,124.2 |
|
0.500 |
1,122.6 |
|
0.382 |
1,120.9 |
|
LOW |
1,115.5 |
|
0.618 |
1,106.8 |
|
1.000 |
1,101.4 |
|
1.618 |
1,092.7 |
|
2.618 |
1,078.6 |
|
4.250 |
1,055.6 |
|
|
| Fisher Pivots for day following 05-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,122.6 |
1,116.3 |
| PP |
1,121.3 |
1,113.8 |
| S1 |
1,120.0 |
1,111.4 |
|