| 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 |
1,131.8 |
1,138.9 |
7.1 |
0.6% |
1,101.0 |
| High |
1,141.3 |
1,166.7 |
25.4 |
2.2% |
1,142.3 |
| Low |
1,121.2 |
1,138.9 |
17.7 |
1.6% |
1,095.4 |
| Close |
1,140.3 |
1,152.8 |
12.5 |
1.1% |
1,140.3 |
| Range |
20.1 |
27.8 |
7.7 |
38.3% |
46.9 |
| ATR |
20.9 |
21.4 |
0.5 |
2.3% |
0.0 |
| Volume |
4,645 |
21,783 |
17,138 |
369.0% |
49,650 |
|
| Daily Pivots for day following 11-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,236.2 |
1,222.3 |
1,168.1 |
|
| R3 |
1,208.4 |
1,194.5 |
1,160.4 |
|
| R2 |
1,180.6 |
1,180.6 |
1,157.9 |
|
| R1 |
1,166.7 |
1,166.7 |
1,155.3 |
1,173.7 |
| PP |
1,152.8 |
1,152.8 |
1,152.8 |
1,156.3 |
| S1 |
1,138.9 |
1,138.9 |
1,150.3 |
1,145.9 |
| S2 |
1,125.0 |
1,125.0 |
1,147.7 |
|
| S3 |
1,097.2 |
1,111.1 |
1,145.2 |
|
| S4 |
1,069.4 |
1,083.3 |
1,137.5 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,266.7 |
1,250.4 |
1,166.1 |
|
| R3 |
1,219.8 |
1,203.5 |
1,153.2 |
|
| R2 |
1,172.9 |
1,172.9 |
1,148.9 |
|
| R1 |
1,156.6 |
1,156.6 |
1,144.6 |
1,164.8 |
| PP |
1,126.0 |
1,126.0 |
1,126.0 |
1,130.1 |
| S1 |
1,109.7 |
1,109.7 |
1,136.0 |
1,117.9 |
| S2 |
1,079.1 |
1,079.1 |
1,131.7 |
|
| S3 |
1,032.2 |
1,062.8 |
1,127.4 |
|
| S4 |
985.3 |
1,015.9 |
1,114.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,166.7 |
1,117.0 |
49.7 |
4.3% |
19.1 |
1.7% |
72% |
True |
False |
13,535 |
| 10 |
1,166.7 |
1,087.9 |
78.8 |
6.8% |
17.4 |
1.5% |
82% |
True |
False |
8,861 |
| 20 |
1,166.7 |
1,076.5 |
90.2 |
7.8% |
20.6 |
1.8% |
85% |
True |
False |
6,603 |
| 40 |
1,229.0 |
1,076.5 |
152.5 |
13.2% |
23.3 |
2.0% |
50% |
False |
False |
5,381 |
| 60 |
1,229.0 |
1,029.0 |
200.0 |
17.3% |
20.8 |
1.8% |
62% |
False |
False |
4,135 |
| 80 |
1,229.0 |
989.3 |
239.7 |
20.8% |
19.2 |
1.7% |
68% |
False |
False |
3,435 |
| 100 |
1,229.0 |
937.5 |
291.5 |
25.3% |
18.1 |
1.6% |
74% |
False |
False |
2,949 |
| 120 |
1,229.0 |
930.9 |
298.1 |
25.9% |
17.0 |
1.5% |
74% |
False |
False |
2,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,284.9 |
|
2.618 |
1,239.5 |
|
1.618 |
1,211.7 |
|
1.000 |
1,194.5 |
|
0.618 |
1,183.9 |
|
HIGH |
1,166.7 |
|
0.618 |
1,156.1 |
|
0.500 |
1,152.8 |
|
0.382 |
1,149.5 |
|
LOW |
1,138.9 |
|
0.618 |
1,121.7 |
|
1.000 |
1,111.1 |
|
1.618 |
1,093.9 |
|
2.618 |
1,066.1 |
|
4.250 |
1,020.8 |
|
|
| Fisher Pivots for day following 11-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,152.8 |
1,149.9 |
| PP |
1,152.8 |
1,146.9 |
| S1 |
1,152.8 |
1,144.0 |
|