| Trading Metrics calculated at close of trading on 08-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2010 |
08-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
6,027.5 |
6,060.0 |
32.5 |
0.5% |
6,003.0 |
| High |
6,046.0 |
6,063.0 |
17.0 |
0.3% |
6,064.5 |
| Low |
5,966.0 |
5,975.5 |
9.5 |
0.2% |
5,966.0 |
| Close |
6,029.5 |
6,045.5 |
16.0 |
0.3% |
6,045.5 |
| Range |
80.0 |
87.5 |
7.5 |
9.4% |
98.5 |
| ATR |
88.1 |
88.1 |
0.0 |
0.0% |
0.0 |
| Volume |
127,304 |
135,006 |
7,702 |
6.1% |
557,400 |
|
| Daily Pivots for day following 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,290.5 |
6,255.5 |
6,093.6 |
|
| R3 |
6,203.0 |
6,168.0 |
6,069.6 |
|
| R2 |
6,115.5 |
6,115.5 |
6,061.5 |
|
| R1 |
6,080.5 |
6,080.5 |
6,053.5 |
6,054.3 |
| PP |
6,028.0 |
6,028.0 |
6,028.0 |
6,014.9 |
| S1 |
5,993.0 |
5,993.0 |
6,037.5 |
5,966.8 |
| S2 |
5,940.5 |
5,940.5 |
6,029.5 |
|
| S3 |
5,853.0 |
5,905.5 |
6,021.4 |
|
| S4 |
5,765.5 |
5,818.0 |
5,997.4 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,320.8 |
6,281.7 |
6,099.7 |
|
| R3 |
6,222.3 |
6,183.2 |
6,072.6 |
|
| R2 |
6,123.8 |
6,123.8 |
6,063.6 |
|
| R1 |
6,084.7 |
6,084.7 |
6,054.5 |
6,104.3 |
| PP |
6,025.3 |
6,025.3 |
6,025.3 |
6,035.1 |
| S1 |
5,986.2 |
5,986.2 |
6,036.5 |
6,005.8 |
| S2 |
5,926.8 |
5,926.8 |
6,027.4 |
|
| S3 |
5,828.3 |
5,887.7 |
6,018.4 |
|
| S4 |
5,729.8 |
5,789.2 |
5,991.3 |
|
|
| 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 |
5,966.0 |
98.5 |
1.6% |
69.4 |
1.1% |
81% |
False |
False |
111,480 |
| 10 |
6,064.5 |
5,934.5 |
130.0 |
2.2% |
60.2 |
1.0% |
85% |
False |
False |
82,528 |
| 20 |
6,064.5 |
5,611.0 |
453.5 |
7.5% |
76.3 |
1.3% |
96% |
False |
False |
60,389 |
| 40 |
6,064.5 |
5,519.0 |
545.5 |
9.0% |
86.4 |
1.4% |
97% |
False |
False |
30,659 |
| 60 |
6,064.5 |
5,324.0 |
740.5 |
12.2% |
95.7 |
1.6% |
97% |
False |
False |
20,638 |
| 80 |
6,064.5 |
5,324.0 |
740.5 |
12.2% |
94.7 |
1.6% |
97% |
False |
False |
15,977 |
| 100 |
6,064.5 |
5,171.0 |
893.5 |
14.8% |
93.1 |
1.5% |
98% |
False |
False |
12,900 |
| 120 |
6,064.5 |
5,035.5 |
1,029.0 |
17.0% |
94.7 |
1.6% |
98% |
False |
False |
10,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,434.9 |
|
2.618 |
6,292.1 |
|
1.618 |
6,204.6 |
|
1.000 |
6,150.5 |
|
0.618 |
6,117.1 |
|
HIGH |
6,063.0 |
|
0.618 |
6,029.6 |
|
0.500 |
6,019.3 |
|
0.382 |
6,008.9 |
|
LOW |
5,975.5 |
|
0.618 |
5,921.4 |
|
1.000 |
5,888.0 |
|
1.618 |
5,833.9 |
|
2.618 |
5,746.4 |
|
4.250 |
5,603.6 |
|
|
| Fisher Pivots for day following 08-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,036.8 |
6,035.2 |
| PP |
6,028.0 |
6,024.8 |
| S1 |
6,019.3 |
6,014.5 |
|