| 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 |
6,032.0 |
6,035.0 |
3.0 |
0.0% |
6,035.0 |
| High |
6,064.5 |
6,053.5 |
-11.0 |
-0.2% |
6,040.0 |
| Low |
6,017.0 |
6,004.0 |
-13.0 |
-0.2% |
5,956.5 |
| Close |
6,037.0 |
6,036.5 |
-0.5 |
0.0% |
5,959.5 |
| Range |
47.5 |
49.5 |
2.0 |
4.2% |
83.5 |
| ATR |
91.8 |
88.7 |
-3.0 |
-3.3% |
0.0 |
| Volume |
94,780 |
99,350 |
4,570 |
4.8% |
106,338 |
|
| Daily Pivots for day following 06-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,179.8 |
6,157.7 |
6,063.7 |
|
| R3 |
6,130.3 |
6,108.2 |
6,050.1 |
|
| R2 |
6,080.8 |
6,080.8 |
6,045.6 |
|
| R1 |
6,058.7 |
6,058.7 |
6,041.0 |
6,069.8 |
| PP |
6,031.3 |
6,031.3 |
6,031.3 |
6,036.9 |
| S1 |
6,009.2 |
6,009.2 |
6,032.0 |
6,020.3 |
| S2 |
5,981.8 |
5,981.8 |
6,027.4 |
|
| S3 |
5,932.3 |
5,959.7 |
6,022.9 |
|
| S4 |
5,882.8 |
5,910.2 |
6,009.3 |
|
|
| 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% |
54.7 |
0.9% |
74% |
False |
False |
72,862 |
| 10 |
6,064.5 |
5,824.0 |
240.5 |
4.0% |
58.9 |
1.0% |
88% |
False |
False |
78,473 |
| 20 |
6,064.5 |
5,611.0 |
453.5 |
7.5% |
80.5 |
1.3% |
94% |
False |
False |
47,422 |
| 40 |
6,064.5 |
5,367.5 |
697.0 |
11.5% |
88.8 |
1.5% |
96% |
False |
False |
24,122 |
| 60 |
6,064.5 |
5,324.0 |
740.5 |
12.3% |
94.7 |
1.6% |
96% |
False |
False |
16,335 |
| 80 |
6,064.5 |
5,324.0 |
740.5 |
12.3% |
94.2 |
1.6% |
96% |
False |
False |
12,761 |
| 100 |
6,064.5 |
5,171.0 |
893.5 |
14.8% |
93.8 |
1.6% |
97% |
False |
False |
10,279 |
| 120 |
6,064.5 |
4,925.0 |
1,139.5 |
18.9% |
94.7 |
1.6% |
98% |
False |
False |
8,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,263.9 |
|
2.618 |
6,183.1 |
|
1.618 |
6,133.6 |
|
1.000 |
6,103.0 |
|
0.618 |
6,084.1 |
|
HIGH |
6,053.5 |
|
0.618 |
6,034.6 |
|
0.500 |
6,028.8 |
|
0.382 |
6,022.9 |
|
LOW |
6,004.0 |
|
0.618 |
5,973.4 |
|
1.000 |
5,954.5 |
|
1.618 |
5,923.9 |
|
2.618 |
5,874.4 |
|
4.250 |
5,793.6 |
|
|
| Fisher Pivots for day following 06-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,033.9 |
6,031.8 |
| PP |
6,031.3 |
6,027.2 |
| S1 |
6,028.8 |
6,022.5 |
|