| 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 |
1,113.75 |
1,128.50 |
14.75 |
1.3% |
1,120.50 |
| High |
1,129.75 |
1,133.00 |
3.25 |
0.3% |
1,128.50 |
| Low |
1,113.25 |
1,125.00 |
11.75 |
1.1% |
1,109.75 |
| Close |
1,128.75 |
1,132.25 |
3.50 |
0.3% |
1,110.75 |
| Range |
16.50 |
8.00 |
-8.50 |
-51.5% |
18.75 |
| ATR |
13.58 |
13.18 |
-0.40 |
-2.9% |
0.00 |
| Volume |
638,861 |
1,291,254 |
652,393 |
102.1% |
1,899,511 |
|
| Daily Pivots for day following 05-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,154.00 |
1,151.25 |
1,136.75 |
|
| R3 |
1,146.00 |
1,143.25 |
1,134.50 |
|
| R2 |
1,138.00 |
1,138.00 |
1,133.75 |
|
| R1 |
1,135.25 |
1,135.25 |
1,133.00 |
1,136.50 |
| PP |
1,130.00 |
1,130.00 |
1,130.00 |
1,130.75 |
| S1 |
1,127.25 |
1,127.25 |
1,131.50 |
1,128.50 |
| S2 |
1,122.00 |
1,122.00 |
1,130.75 |
|
| S3 |
1,114.00 |
1,119.25 |
1,130.00 |
|
| S4 |
1,106.00 |
1,111.25 |
1,127.75 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,172.50 |
1,160.50 |
1,121.00 |
|
| R3 |
1,153.75 |
1,141.75 |
1,116.00 |
|
| R2 |
1,135.00 |
1,135.00 |
1,114.25 |
|
| R1 |
1,123.00 |
1,123.00 |
1,112.50 |
1,119.50 |
| PP |
1,116.25 |
1,116.25 |
1,116.25 |
1,114.75 |
| S1 |
1,104.25 |
1,104.25 |
1,109.00 |
1,101.00 |
| S2 |
1,097.50 |
1,097.50 |
1,107.25 |
|
| S3 |
1,078.75 |
1,085.50 |
1,105.50 |
|
| S4 |
1,060.00 |
1,066.75 |
1,100.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,133.00 |
1,109.75 |
23.25 |
2.1% |
11.50 |
1.0% |
97% |
True |
False |
716,128 |
| 10 |
1,133.00 |
1,096.50 |
36.50 |
3.2% |
10.75 |
1.0% |
98% |
True |
False |
838,484 |
| 20 |
1,133.00 |
1,080.50 |
52.50 |
4.6% |
12.00 |
1.0% |
99% |
True |
False |
950,777 |
| 40 |
1,133.00 |
1,049.00 |
84.00 |
7.4% |
14.50 |
1.3% |
99% |
True |
False |
478,974 |
| 60 |
1,133.00 |
1,021.00 |
112.00 |
9.9% |
16.00 |
1.4% |
99% |
True |
False |
320,622 |
| 80 |
1,133.00 |
1,007.25 |
125.75 |
11.1% |
16.00 |
1.4% |
99% |
True |
False |
240,687 |
| 100 |
1,133.00 |
970.00 |
163.00 |
14.4% |
15.25 |
1.3% |
100% |
True |
False |
192,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,167.00 |
|
2.618 |
1,154.00 |
|
1.618 |
1,146.00 |
|
1.000 |
1,141.00 |
|
0.618 |
1,138.00 |
|
HIGH |
1,133.00 |
|
0.618 |
1,130.00 |
|
0.500 |
1,129.00 |
|
0.382 |
1,128.00 |
|
LOW |
1,125.00 |
|
0.618 |
1,120.00 |
|
1.000 |
1,117.00 |
|
1.618 |
1,112.00 |
|
2.618 |
1,104.00 |
|
4.250 |
1,091.00 |
|
|
| Fisher Pivots for day following 05-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,131.25 |
1,128.50 |
| PP |
1,130.00 |
1,125.00 |
| S1 |
1,129.00 |
1,121.50 |
|