| Trading Metrics calculated at close of trading on 11-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2010 |
11-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1,131.5 |
1,139.0 |
7.5 |
0.7% |
1,099.0 |
| High |
1,140.0 |
1,163.0 |
23.0 |
2.0% |
1,141.0 |
| Low |
1,119.5 |
1,139.0 |
19.5 |
1.7% |
1,093.8 |
| Close |
1,138.9 |
1,151.4 |
12.5 |
1.1% |
1,138.9 |
| Range |
20.5 |
24.0 |
3.5 |
17.1% |
47.2 |
| ATR |
21.4 |
21.6 |
0.2 |
0.9% |
0.0 |
| Volume |
121,150 |
212,621 |
91,471 |
75.5% |
674,540 |
|
| Daily Pivots for day following 11-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,223.1 |
1,211.3 |
1,164.6 |
|
| R3 |
1,199.1 |
1,187.3 |
1,158.0 |
|
| R2 |
1,175.1 |
1,175.1 |
1,155.8 |
|
| R1 |
1,163.3 |
1,163.3 |
1,153.6 |
1,169.2 |
| PP |
1,151.1 |
1,151.1 |
1,151.1 |
1,154.1 |
| S1 |
1,139.3 |
1,139.3 |
1,149.2 |
1,145.2 |
| S2 |
1,127.1 |
1,127.1 |
1,147.0 |
|
| S3 |
1,103.1 |
1,115.3 |
1,144.8 |
|
| S4 |
1,079.1 |
1,091.3 |
1,138.2 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,266.2 |
1,249.7 |
1,164.9 |
|
| R3 |
1,219.0 |
1,202.5 |
1,151.9 |
|
| R2 |
1,171.8 |
1,171.8 |
1,147.6 |
|
| R1 |
1,155.3 |
1,155.3 |
1,143.2 |
1,163.6 |
| PP |
1,124.6 |
1,124.6 |
1,124.6 |
1,128.7 |
| S1 |
1,108.1 |
1,108.1 |
1,134.6 |
1,116.4 |
| S2 |
1,077.4 |
1,077.4 |
1,130.2 |
|
| S3 |
1,030.2 |
1,060.9 |
1,125.9 |
|
| S4 |
983.0 |
1,013.7 |
1,112.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,163.0 |
1,115.5 |
47.5 |
4.1% |
18.7 |
1.6% |
76% |
True |
False |
164,513 |
| 10 |
1,163.0 |
1,086.6 |
76.4 |
6.6% |
17.6 |
1.5% |
85% |
True |
False |
120,613 |
| 20 |
1,163.0 |
1,075.2 |
87.8 |
7.6% |
21.0 |
1.8% |
87% |
True |
False |
143,021 |
| 40 |
1,227.5 |
1,075.2 |
152.3 |
13.2% |
23.8 |
2.1% |
50% |
False |
False |
139,775 |
| 60 |
1,227.5 |
1,028.0 |
199.5 |
17.3% |
21.4 |
1.9% |
62% |
False |
False |
95,681 |
| 80 |
1,227.5 |
987.3 |
240.2 |
20.9% |
19.8 |
1.7% |
68% |
False |
False |
72,393 |
| 100 |
1,227.5 |
935.0 |
292.5 |
25.4% |
18.6 |
1.6% |
74% |
False |
False |
58,143 |
| 120 |
1,227.5 |
929.2 |
298.3 |
25.9% |
17.2 |
1.5% |
74% |
False |
False |
48,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,265.0 |
|
2.618 |
1,225.8 |
|
1.618 |
1,201.8 |
|
1.000 |
1,187.0 |
|
0.618 |
1,177.8 |
|
HIGH |
1,163.0 |
|
0.618 |
1,153.8 |
|
0.500 |
1,151.0 |
|
0.382 |
1,148.2 |
|
LOW |
1,139.0 |
|
0.618 |
1,124.2 |
|
1.000 |
1,115.0 |
|
1.618 |
1,100.2 |
|
2.618 |
1,076.2 |
|
4.250 |
1,037.0 |
|
|
| Fisher Pivots for day following 11-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,151.3 |
1,148.0 |
| PP |
1,151.1 |
1,144.6 |
| S1 |
1,151.0 |
1,141.3 |
|