| 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 |
1,120.8 |
1,124.2 |
3.4 |
0.3% |
1,110.5 |
| High |
1,126.1 |
1,130.4 |
4.3 |
0.4% |
1,117.0 |
| Low |
1,097.3 |
1,118.0 |
20.7 |
1.9% |
1,089.4 |
| Close |
1,120.8 |
1,121.1 |
0.3 |
0.0% |
1,098.8 |
| Range |
28.8 |
12.4 |
-16.4 |
-56.9% |
27.6 |
| ATR |
21.5 |
20.8 |
-0.6 |
-3.0% |
0.0 |
| Volume |
2,364 |
4,221 |
1,857 |
78.6% |
6,190 |
|
| Daily Pivots for day following 05-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,160.4 |
1,153.1 |
1,127.9 |
|
| R3 |
1,148.0 |
1,140.7 |
1,124.5 |
|
| R2 |
1,135.6 |
1,135.6 |
1,123.4 |
|
| R1 |
1,128.3 |
1,128.3 |
1,122.2 |
1,125.8 |
| PP |
1,123.2 |
1,123.2 |
1,123.2 |
1,121.9 |
| S1 |
1,115.9 |
1,115.9 |
1,120.0 |
1,113.4 |
| S2 |
1,110.8 |
1,110.8 |
1,118.8 |
|
| S3 |
1,098.4 |
1,103.5 |
1,117.7 |
|
| S4 |
1,086.0 |
1,091.1 |
1,114.3 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,184.5 |
1,169.3 |
1,114.0 |
|
| R3 |
1,156.9 |
1,141.7 |
1,106.4 |
|
| R2 |
1,129.3 |
1,129.3 |
1,103.9 |
|
| R1 |
1,114.1 |
1,114.1 |
1,101.3 |
1,107.9 |
| PP |
1,101.7 |
1,101.7 |
1,101.7 |
1,098.7 |
| S1 |
1,086.5 |
1,086.5 |
1,096.3 |
1,080.3 |
| S2 |
1,074.1 |
1,074.1 |
1,093.7 |
|
| S3 |
1,046.5 |
1,058.9 |
1,091.2 |
|
| S4 |
1,018.9 |
1,031.3 |
1,083.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,130.4 |
1,089.4 |
41.0 |
3.7% |
14.8 |
1.3% |
77% |
True |
False |
2,254 |
| 10 |
1,130.4 |
1,077.5 |
52.9 |
4.7% |
16.7 |
1.5% |
82% |
True |
False |
2,292 |
| 20 |
1,171.8 |
1,077.5 |
94.3 |
8.4% |
21.6 |
1.9% |
46% |
False |
False |
2,778 |
| 40 |
1,230.0 |
1,077.5 |
152.5 |
13.6% |
21.4 |
1.9% |
29% |
False |
False |
2,553 |
| 60 |
1,230.0 |
1,030.0 |
200.0 |
17.8% |
18.9 |
1.7% |
46% |
False |
False |
1,988 |
| 80 |
1,230.0 |
989.3 |
240.7 |
21.5% |
17.4 |
1.5% |
55% |
False |
False |
1,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,183.1 |
|
2.618 |
1,162.9 |
|
1.618 |
1,150.5 |
|
1.000 |
1,142.8 |
|
0.618 |
1,138.1 |
|
HIGH |
1,130.4 |
|
0.618 |
1,125.7 |
|
0.500 |
1,124.2 |
|
0.382 |
1,122.7 |
|
LOW |
1,118.0 |
|
0.618 |
1,110.3 |
|
1.000 |
1,105.6 |
|
1.618 |
1,097.9 |
|
2.618 |
1,085.5 |
|
4.250 |
1,065.3 |
|
|
| Fisher Pivots for day following 05-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,124.2 |
1,118.7 |
| PP |
1,123.2 |
1,116.3 |
| S1 |
1,122.1 |
1,113.9 |
|