| Trading Metrics calculated at close of trading on 07-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2010 |
07-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1,119.0 |
1,135.1 |
16.1 |
1.4% |
1,110.4 |
| High |
1,142.3 |
1,140.2 |
-2.1 |
-0.2% |
1,115.6 |
| Low |
1,118.5 |
1,130.4 |
11.9 |
1.1% |
1,087.9 |
| Close |
1,137.8 |
1,135.1 |
-2.7 |
-0.2% |
1,097.6 |
| Range |
23.8 |
9.8 |
-14.0 |
-58.8% |
27.7 |
| ATR |
21.9 |
21.0 |
-0.9 |
-3.9% |
0.0 |
| Volume |
14,402 |
10,043 |
-4,359 |
-30.3% |
17,182 |
|
| Daily Pivots for day following 07-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,164.6 |
1,159.7 |
1,140.5 |
|
| R3 |
1,154.8 |
1,149.9 |
1,137.8 |
|
| R2 |
1,145.0 |
1,145.0 |
1,136.9 |
|
| R1 |
1,140.1 |
1,140.1 |
1,136.0 |
1,140.0 |
| PP |
1,135.2 |
1,135.2 |
1,135.2 |
1,135.2 |
| S1 |
1,130.3 |
1,130.3 |
1,134.2 |
1,130.2 |
| S2 |
1,125.4 |
1,125.4 |
1,133.3 |
|
| S3 |
1,115.6 |
1,120.5 |
1,132.4 |
|
| S4 |
1,105.8 |
1,110.7 |
1,129.7 |
|
|
| 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 |
1,095.4 |
46.9 |
4.1% |
18.3 |
1.6% |
85% |
False |
False |
10,776 |
| 10 |
1,142.3 |
1,081.4 |
60.9 |
5.4% |
15.8 |
1.4% |
88% |
False |
False |
7,112 |
| 20 |
1,148.7 |
1,076.5 |
72.2 |
6.4% |
20.5 |
1.8% |
81% |
False |
False |
5,660 |
| 40 |
1,229.0 |
1,076.5 |
152.5 |
13.4% |
22.7 |
2.0% |
38% |
False |
False |
4,858 |
| 60 |
1,229.0 |
1,029.0 |
200.0 |
17.6% |
20.5 |
1.8% |
53% |
False |
False |
3,728 |
| 80 |
1,229.0 |
989.3 |
239.7 |
21.1% |
19.0 |
1.7% |
61% |
False |
False |
3,117 |
| 100 |
1,229.0 |
934.6 |
294.4 |
25.9% |
17.8 |
1.6% |
68% |
False |
False |
2,692 |
| 120 |
1,229.0 |
930.9 |
298.1 |
26.3% |
16.7 |
1.5% |
69% |
False |
False |
2,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,181.9 |
|
2.618 |
1,165.9 |
|
1.618 |
1,156.1 |
|
1.000 |
1,150.0 |
|
0.618 |
1,146.3 |
|
HIGH |
1,140.2 |
|
0.618 |
1,136.5 |
|
0.500 |
1,135.3 |
|
0.382 |
1,134.1 |
|
LOW |
1,130.4 |
|
0.618 |
1,124.3 |
|
1.000 |
1,120.6 |
|
1.618 |
1,114.5 |
|
2.618 |
1,104.7 |
|
4.250 |
1,088.8 |
|
|
| Fisher Pivots for day following 07-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,135.3 |
1,133.3 |
| PP |
1,135.2 |
1,131.5 |
| S1 |
1,135.2 |
1,129.7 |
|