| 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 |
6,003.0 |
6,032.0 |
29.0 |
0.5% |
6,035.0 |
| High |
6,063.0 |
6,064.5 |
1.5 |
0.0% |
6,040.0 |
| Low |
5,980.5 |
6,017.0 |
36.5 |
0.6% |
5,956.5 |
| Close |
6,045.5 |
6,037.0 |
-8.5 |
-0.1% |
5,959.5 |
| Range |
82.5 |
47.5 |
-35.0 |
-42.4% |
83.5 |
| ATR |
95.2 |
91.8 |
-3.4 |
-3.6% |
0.0 |
| Volume |
100,960 |
94,780 |
-6,180 |
-6.1% |
106,338 |
|
| Daily Pivots for day following 05-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,182.0 |
6,157.0 |
6,063.1 |
|
| R3 |
6,134.5 |
6,109.5 |
6,050.1 |
|
| R2 |
6,087.0 |
6,087.0 |
6,045.7 |
|
| R1 |
6,062.0 |
6,062.0 |
6,041.4 |
6,074.5 |
| PP |
6,039.5 |
6,039.5 |
6,039.5 |
6,045.8 |
| S1 |
6,014.5 |
6,014.5 |
6,032.6 |
6,027.0 |
| S2 |
5,992.0 |
5,992.0 |
6,028.3 |
|
| S3 |
5,944.5 |
5,967.0 |
6,023.9 |
|
| S4 |
5,897.0 |
5,919.5 |
6,010.9 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,235.8 |
6,181.2 |
6,005.4 |
|
| R3 |
6,152.3 |
6,097.7 |
5,982.5 |
|
| R2 |
6,068.8 |
6,068.8 |
5,974.8 |
|
| R1 |
6,014.2 |
6,014.2 |
5,967.2 |
5,999.8 |
| PP |
5,985.3 |
5,985.3 |
5,985.3 |
5,978.1 |
| S1 |
5,930.7 |
5,930.7 |
5,951.8 |
5,916.3 |
| S2 |
5,901.8 |
5,901.8 |
5,944.2 |
|
| S3 |
5,818.3 |
5,847.2 |
5,936.5 |
|
| S4 |
5,734.8 |
5,763.7 |
5,913.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,064.5 |
5,956.5 |
108.0 |
1.8% |
54.5 |
0.9% |
75% |
True |
False |
60,415 |
| 10 |
6,064.5 |
5,810.0 |
254.5 |
4.2% |
66.7 |
1.1% |
89% |
True |
False |
74,633 |
| 20 |
6,064.5 |
5,611.0 |
453.5 |
7.5% |
80.9 |
1.3% |
94% |
True |
False |
42,464 |
| 40 |
6,064.5 |
5,367.5 |
697.0 |
11.5% |
89.6 |
1.5% |
96% |
True |
False |
21,644 |
| 60 |
6,064.5 |
5,324.0 |
740.5 |
12.3% |
94.8 |
1.6% |
96% |
True |
False |
14,683 |
| 80 |
6,064.5 |
5,324.0 |
740.5 |
12.3% |
95.2 |
1.6% |
96% |
True |
False |
11,537 |
| 100 |
6,064.5 |
5,171.0 |
893.5 |
14.8% |
94.4 |
1.6% |
97% |
True |
False |
9,287 |
| 120 |
6,064.5 |
4,852.0 |
1,212.5 |
20.1% |
95.1 |
1.6% |
98% |
True |
False |
7,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,266.4 |
|
2.618 |
6,188.9 |
|
1.618 |
6,141.4 |
|
1.000 |
6,112.0 |
|
0.618 |
6,093.9 |
|
HIGH |
6,064.5 |
|
0.618 |
6,046.4 |
|
0.500 |
6,040.8 |
|
0.382 |
6,035.1 |
|
LOW |
6,017.0 |
|
0.618 |
5,987.6 |
|
1.000 |
5,969.5 |
|
1.618 |
5,940.1 |
|
2.618 |
5,892.6 |
|
4.250 |
5,815.1 |
|
|
| Fisher Pivots for day following 05-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,040.8 |
6,028.2 |
| PP |
6,039.5 |
6,019.3 |
| S1 |
6,038.3 |
6,010.5 |
|