| 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 |
6,060.0 |
6,085.0 |
25.0 |
0.4% |
6,003.0 |
| High |
6,063.0 |
6,100.5 |
37.5 |
0.6% |
6,064.5 |
| Low |
5,975.5 |
6,036.0 |
60.5 |
1.0% |
5,966.0 |
| Close |
6,045.5 |
6,038.5 |
-7.0 |
-0.1% |
6,045.5 |
| Range |
87.5 |
64.5 |
-23.0 |
-26.3% |
98.5 |
| ATR |
88.1 |
86.4 |
-1.7 |
-1.9% |
0.0 |
| Volume |
135,006 |
108,181 |
-26,825 |
-19.9% |
557,400 |
|
| Daily Pivots for day following 11-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,251.8 |
6,209.7 |
6,074.0 |
|
| R3 |
6,187.3 |
6,145.2 |
6,056.2 |
|
| R2 |
6,122.8 |
6,122.8 |
6,050.3 |
|
| R1 |
6,080.7 |
6,080.7 |
6,044.4 |
6,069.5 |
| PP |
6,058.3 |
6,058.3 |
6,058.3 |
6,052.8 |
| S1 |
6,016.2 |
6,016.2 |
6,032.6 |
6,005.0 |
| S2 |
5,993.8 |
5,993.8 |
6,026.7 |
|
| S3 |
5,929.3 |
5,951.7 |
6,020.8 |
|
| S4 |
5,864.8 |
5,887.2 |
6,003.0 |
|
|
| 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 |
6,100.5 |
5,966.0 |
134.5 |
2.2% |
65.8 |
1.1% |
54% |
True |
False |
112,924 |
| 10 |
6,100.5 |
5,942.0 |
158.5 |
2.6% |
61.1 |
1.0% |
61% |
True |
False |
83,028 |
| 20 |
6,100.5 |
5,611.0 |
489.5 |
8.1% |
76.2 |
1.3% |
87% |
True |
False |
65,705 |
| 40 |
6,100.5 |
5,519.0 |
581.5 |
9.6% |
85.0 |
1.4% |
89% |
True |
False |
33,342 |
| 60 |
6,100.5 |
5,324.0 |
776.5 |
12.9% |
95.6 |
1.6% |
92% |
True |
False |
22,438 |
| 80 |
6,100.5 |
5,324.0 |
776.5 |
12.9% |
94.2 |
1.6% |
92% |
True |
False |
17,291 |
| 100 |
6,100.5 |
5,171.0 |
929.5 |
15.4% |
92.7 |
1.5% |
93% |
True |
False |
13,981 |
| 120 |
6,100.5 |
5,057.5 |
1,043.0 |
17.3% |
95.0 |
1.6% |
94% |
True |
False |
11,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,374.6 |
|
2.618 |
6,269.4 |
|
1.618 |
6,204.9 |
|
1.000 |
6,165.0 |
|
0.618 |
6,140.4 |
|
HIGH |
6,100.5 |
|
0.618 |
6,075.9 |
|
0.500 |
6,068.3 |
|
0.382 |
6,060.6 |
|
LOW |
6,036.0 |
|
0.618 |
5,996.1 |
|
1.000 |
5,971.5 |
|
1.618 |
5,931.6 |
|
2.618 |
5,867.1 |
|
4.250 |
5,761.9 |
|
|
| Fisher Pivots for day following 11-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
6,068.3 |
6,036.8 |
| PP |
6,058.3 |
6,035.0 |
| S1 |
6,048.4 |
6,033.3 |
|