| Trading Metrics calculated at close of trading on 06-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2010 |
06-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1,123.3 |
1,119.0 |
-4.3 |
-0.4% |
1,110.4 |
| High |
1,130.8 |
1,142.3 |
11.5 |
1.0% |
1,115.6 |
| Low |
1,117.0 |
1,118.5 |
1.5 |
0.1% |
1,087.9 |
| Close |
1,120.0 |
1,137.8 |
17.8 |
1.6% |
1,097.6 |
| Range |
13.8 |
23.8 |
10.0 |
72.5% |
27.7 |
| ATR |
21.7 |
21.9 |
0.1 |
0.7% |
0.0 |
| Volume |
16,804 |
14,402 |
-2,402 |
-14.3% |
17,182 |
|
| Daily Pivots for day following 06-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,204.3 |
1,194.8 |
1,150.9 |
|
| R3 |
1,180.5 |
1,171.0 |
1,144.3 |
|
| R2 |
1,156.7 |
1,156.7 |
1,142.2 |
|
| R1 |
1,147.2 |
1,147.2 |
1,140.0 |
1,152.0 |
| PP |
1,132.9 |
1,132.9 |
1,132.9 |
1,135.2 |
| S1 |
1,123.4 |
1,123.4 |
1,135.6 |
1,128.2 |
| S2 |
1,109.1 |
1,109.1 |
1,133.4 |
|
| S3 |
1,085.3 |
1,099.6 |
1,131.3 |
|
| S4 |
1,061.5 |
1,075.8 |
1,124.7 |
|
|
| 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 |
1,142.3 |
1,087.9 |
54.4 |
4.8% |
18.5 |
1.6% |
92% |
True |
False |
9,326 |
| 10 |
1,142.3 |
1,076.5 |
65.8 |
5.8% |
17.0 |
1.5% |
93% |
True |
False |
6,522 |
| 20 |
1,171.3 |
1,076.5 |
94.8 |
8.3% |
22.2 |
2.0% |
65% |
False |
False |
5,343 |
| 40 |
1,229.0 |
1,076.5 |
152.5 |
13.4% |
22.7 |
2.0% |
40% |
False |
False |
4,657 |
| 60 |
1,229.0 |
1,029.0 |
200.0 |
17.6% |
20.5 |
1.8% |
54% |
False |
False |
3,591 |
| 80 |
1,229.0 |
989.3 |
239.7 |
21.1% |
19.1 |
1.7% |
62% |
False |
False |
3,004 |
| 100 |
1,229.0 |
934.6 |
294.4 |
25.9% |
17.9 |
1.6% |
69% |
False |
False |
2,596 |
| 120 |
1,229.0 |
930.9 |
298.1 |
26.2% |
16.7 |
1.5% |
69% |
False |
False |
2,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,243.5 |
|
2.618 |
1,204.6 |
|
1.618 |
1,180.8 |
|
1.000 |
1,166.1 |
|
0.618 |
1,157.0 |
|
HIGH |
1,142.3 |
|
0.618 |
1,133.2 |
|
0.500 |
1,130.4 |
|
0.382 |
1,127.6 |
|
LOW |
1,118.5 |
|
0.618 |
1,103.8 |
|
1.000 |
1,094.7 |
|
1.618 |
1,080.0 |
|
2.618 |
1,056.2 |
|
4.250 |
1,017.4 |
|
|
| Fisher Pivots for day following 06-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,135.3 |
1,131.5 |
| PP |
1,132.9 |
1,125.2 |
| S1 |
1,130.4 |
1,118.9 |
|