| 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 |
1,101.0 |
1,123.3 |
22.3 |
2.0% |
1,110.4 |
| High |
1,125.9 |
1,130.8 |
4.9 |
0.4% |
1,115.6 |
| Low |
1,095.4 |
1,117.0 |
21.6 |
2.0% |
1,087.9 |
| Close |
1,119.6 |
1,120.0 |
0.4 |
0.0% |
1,097.6 |
| Range |
30.5 |
13.8 |
-16.7 |
-54.8% |
27.7 |
| ATR |
22.3 |
21.7 |
-0.6 |
-2.7% |
0.0 |
| Volume |
3,756 |
16,804 |
13,048 |
347.4% |
17,182 |
|
| Daily Pivots for day following 05-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,164.0 |
1,155.8 |
1,127.6 |
|
| R3 |
1,150.2 |
1,142.0 |
1,123.8 |
|
| R2 |
1,136.4 |
1,136.4 |
1,122.5 |
|
| R1 |
1,128.2 |
1,128.2 |
1,121.3 |
1,125.4 |
| PP |
1,122.6 |
1,122.6 |
1,122.6 |
1,121.2 |
| S1 |
1,114.4 |
1,114.4 |
1,118.7 |
1,111.6 |
| S2 |
1,108.8 |
1,108.8 |
1,117.5 |
|
| S3 |
1,095.0 |
1,100.6 |
1,116.2 |
|
| S4 |
1,081.2 |
1,086.8 |
1,112.4 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,183.5 |
1,168.2 |
1,112.8 |
|
| R3 |
1,155.8 |
1,140.5 |
1,105.2 |
|
| R2 |
1,128.1 |
1,128.1 |
1,102.7 |
|
| R1 |
1,112.8 |
1,112.8 |
1,100.1 |
1,106.6 |
| PP |
1,100.4 |
1,100.4 |
1,100.4 |
1,097.3 |
| S1 |
1,085.1 |
1,085.1 |
1,095.1 |
1,078.9 |
| S2 |
1,072.7 |
1,072.7 |
1,092.5 |
|
| S3 |
1,045.0 |
1,057.4 |
1,090.0 |
|
| S4 |
1,017.3 |
1,029.7 |
1,082.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,130.8 |
1,087.9 |
42.9 |
3.8% |
16.1 |
1.4% |
75% |
True |
False |
6,827 |
| 10 |
1,130.8 |
1,076.5 |
54.3 |
4.8% |
17.6 |
1.6% |
80% |
True |
False |
5,473 |
| 20 |
1,171.3 |
1,076.5 |
94.8 |
8.5% |
22.5 |
2.0% |
46% |
False |
False |
5,041 |
| 40 |
1,229.0 |
1,076.5 |
152.5 |
13.6% |
22.5 |
2.0% |
29% |
False |
False |
4,348 |
| 60 |
1,229.0 |
1,029.0 |
200.0 |
17.9% |
20.3 |
1.8% |
46% |
False |
False |
3,371 |
| 80 |
1,229.0 |
989.3 |
239.7 |
21.4% |
19.0 |
1.7% |
55% |
False |
False |
2,860 |
| 100 |
1,229.0 |
934.6 |
294.4 |
26.3% |
17.7 |
1.6% |
63% |
False |
False |
2,455 |
| 120 |
1,229.0 |
930.9 |
298.1 |
26.6% |
16.6 |
1.5% |
63% |
False |
False |
2,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,189.5 |
|
2.618 |
1,166.9 |
|
1.618 |
1,153.1 |
|
1.000 |
1,144.6 |
|
0.618 |
1,139.3 |
|
HIGH |
1,130.8 |
|
0.618 |
1,125.5 |
|
0.500 |
1,123.9 |
|
0.382 |
1,122.3 |
|
LOW |
1,117.0 |
|
0.618 |
1,108.5 |
|
1.000 |
1,103.2 |
|
1.618 |
1,094.7 |
|
2.618 |
1,080.9 |
|
4.250 |
1,058.4 |
|
|
| Fisher Pivots for day following 05-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,123.9 |
1,117.7 |
| PP |
1,122.6 |
1,115.4 |
| S1 |
1,121.3 |
1,113.1 |
|