| 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 |
3,023.0 |
3,040.0 |
17.0 |
0.6% |
2,979.0 |
| High |
3,029.0 |
3,044.0 |
15.0 |
0.5% |
3,029.0 |
| Low |
2,992.0 |
3,004.0 |
12.0 |
0.4% |
2,974.0 |
| Close |
3,018.0 |
3,005.0 |
-13.0 |
-0.4% |
3,018.0 |
| Range |
37.0 |
40.0 |
3.0 |
8.1% |
55.0 |
| ATR |
45.4 |
45.0 |
-0.4 |
-0.9% |
0.0 |
| Volume |
1,003,071 |
913,184 |
-89,887 |
-9.0% |
4,290,998 |
|
| Daily Pivots for day following 11-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,137.7 |
3,111.3 |
3,027.0 |
|
| R3 |
3,097.7 |
3,071.3 |
3,016.0 |
|
| R2 |
3,057.7 |
3,057.7 |
3,012.3 |
|
| R1 |
3,031.3 |
3,031.3 |
3,008.7 |
3,024.5 |
| PP |
3,017.7 |
3,017.7 |
3,017.7 |
3,014.3 |
| S1 |
2,991.3 |
2,991.3 |
3,001.3 |
2,984.5 |
| S2 |
2,977.7 |
2,977.7 |
2,997.7 |
|
| S3 |
2,937.7 |
2,951.3 |
2,994.0 |
|
| S4 |
2,897.7 |
2,911.3 |
2,983.0 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,172.0 |
3,150.0 |
3,048.3 |
|
| R3 |
3,117.0 |
3,095.0 |
3,033.1 |
|
| R2 |
3,062.0 |
3,062.0 |
3,028.1 |
|
| R1 |
3,040.0 |
3,040.0 |
3,023.0 |
3,051.0 |
| PP |
3,007.0 |
3,007.0 |
3,007.0 |
3,012.5 |
| S1 |
2,985.0 |
2,985.0 |
3,013.0 |
2,996.0 |
| S2 |
2,952.0 |
2,952.0 |
3,007.9 |
|
| S3 |
2,897.0 |
2,930.0 |
3,002.9 |
|
| S4 |
2,842.0 |
2,875.0 |
2,987.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,044.0 |
2,977.0 |
67.0 |
2.2% |
32.8 |
1.1% |
42% |
True |
False |
867,285 |
| 10 |
3,044.0 |
2,944.0 |
100.0 |
3.3% |
33.1 |
1.1% |
61% |
True |
False |
660,676 |
| 20 |
3,044.0 |
2,795.0 |
249.0 |
8.3% |
40.3 |
1.3% |
84% |
True |
False |
661,955 |
| 40 |
3,044.0 |
2,729.0 |
315.0 |
10.5% |
45.3 |
1.5% |
88% |
True |
False |
337,118 |
| 60 |
3,044.0 |
2,679.0 |
365.0 |
12.1% |
49.7 |
1.7% |
89% |
True |
False |
226,239 |
| 80 |
3,044.0 |
2,679.0 |
365.0 |
12.1% |
49.2 |
1.6% |
89% |
True |
False |
170,869 |
| 100 |
3,044.0 |
2,570.0 |
474.0 |
15.8% |
47.6 |
1.6% |
92% |
True |
False |
137,171 |
| 120 |
3,044.0 |
2,489.0 |
555.0 |
18.5% |
45.4 |
1.5% |
93% |
True |
False |
114,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,214.0 |
|
2.618 |
3,148.7 |
|
1.618 |
3,108.7 |
|
1.000 |
3,084.0 |
|
0.618 |
3,068.7 |
|
HIGH |
3,044.0 |
|
0.618 |
3,028.7 |
|
0.500 |
3,024.0 |
|
0.382 |
3,019.3 |
|
LOW |
3,004.0 |
|
0.618 |
2,979.3 |
|
1.000 |
2,964.0 |
|
1.618 |
2,939.3 |
|
2.618 |
2,899.3 |
|
4.250 |
2,834.0 |
|
|
| Fisher Pivots for day following 11-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3,024.0 |
3,010.5 |
| PP |
3,017.7 |
3,008.7 |
| S1 |
3,011.3 |
3,006.8 |
|