| Trading Metrics calculated at close of trading on 06-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2010 |
06-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1,122.0 |
1,118.5 |
-3.5 |
-0.3% |
1,108.0 |
| High |
1,129.6 |
1,141.0 |
11.4 |
1.0% |
1,114.5 |
| Low |
1,115.5 |
1,116.8 |
1.3 |
0.1% |
1,086.6 |
| Close |
1,118.7 |
1,136.5 |
17.8 |
1.6% |
1,096.2 |
| Range |
14.1 |
24.2 |
10.1 |
71.6% |
27.9 |
| ATR |
22.2 |
22.3 |
0.1 |
0.6% |
0.0 |
| Volume |
155,479 |
156,414 |
935 |
0.6% |
318,972 |
|
| Daily Pivots for day following 06-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,204.0 |
1,194.5 |
1,149.8 |
|
| R3 |
1,179.8 |
1,170.3 |
1,143.2 |
|
| R2 |
1,155.6 |
1,155.6 |
1,140.9 |
|
| R1 |
1,146.1 |
1,146.1 |
1,138.7 |
1,150.9 |
| PP |
1,131.4 |
1,131.4 |
1,131.4 |
1,133.8 |
| S1 |
1,121.9 |
1,121.9 |
1,134.3 |
1,126.7 |
| S2 |
1,107.2 |
1,107.2 |
1,132.1 |
|
| S3 |
1,083.0 |
1,097.7 |
1,129.8 |
|
| S4 |
1,058.8 |
1,073.5 |
1,123.2 |
|
|
| 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 |
1,141.0 |
1,086.6 |
54.4 |
4.8% |
19.1 |
1.7% |
92% |
True |
False |
113,071 |
| 10 |
1,141.0 |
1,075.2 |
65.8 |
5.8% |
17.9 |
1.6% |
93% |
True |
False |
111,531 |
| 20 |
1,170.2 |
1,075.2 |
95.0 |
8.4% |
22.9 |
2.0% |
65% |
False |
False |
156,465 |
| 40 |
1,227.5 |
1,075.2 |
152.3 |
13.4% |
23.5 |
2.1% |
40% |
False |
False |
128,498 |
| 60 |
1,227.5 |
1,028.0 |
199.5 |
17.6% |
21.2 |
1.9% |
54% |
False |
False |
87,307 |
| 80 |
1,227.5 |
987.3 |
240.2 |
21.1% |
19.6 |
1.7% |
62% |
False |
False |
66,037 |
| 100 |
1,227.5 |
933.5 |
294.0 |
25.9% |
18.4 |
1.6% |
69% |
False |
False |
53,081 |
| 120 |
1,227.5 |
929.2 |
298.3 |
26.2% |
16.9 |
1.5% |
69% |
False |
False |
44,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,243.9 |
|
2.618 |
1,204.4 |
|
1.618 |
1,180.2 |
|
1.000 |
1,165.2 |
|
0.618 |
1,156.0 |
|
HIGH |
1,141.0 |
|
0.618 |
1,131.8 |
|
0.500 |
1,128.9 |
|
0.382 |
1,126.0 |
|
LOW |
1,116.8 |
|
0.618 |
1,101.8 |
|
1.000 |
1,092.6 |
|
1.618 |
1,077.6 |
|
2.618 |
1,053.4 |
|
4.250 |
1,014.0 |
|
|
| Fisher Pivots for day following 06-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,134.0 |
1,130.1 |
| PP |
1,131.4 |
1,123.8 |
| S1 |
1,128.9 |
1,117.4 |
|