| 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 |
1,124.2 |
1,121.0 |
-3.2 |
-0.3% |
1,110.5 |
| High |
1,130.4 |
1,142.4 |
12.0 |
1.1% |
1,117.0 |
| Low |
1,118.0 |
1,121.0 |
3.0 |
0.3% |
1,089.4 |
| Close |
1,121.1 |
1,138.9 |
17.8 |
1.6% |
1,098.8 |
| Range |
12.4 |
21.4 |
9.0 |
72.6% |
27.6 |
| ATR |
20.8 |
20.9 |
0.0 |
0.2% |
0.0 |
| Volume |
4,221 |
3,656 |
-565 |
-13.4% |
6,190 |
|
| Daily Pivots for day following 06-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,198.3 |
1,190.0 |
1,150.7 |
|
| R3 |
1,176.9 |
1,168.6 |
1,144.8 |
|
| R2 |
1,155.5 |
1,155.5 |
1,142.8 |
|
| R1 |
1,147.2 |
1,147.2 |
1,140.9 |
1,151.4 |
| PP |
1,134.1 |
1,134.1 |
1,134.1 |
1,136.2 |
| S1 |
1,125.8 |
1,125.8 |
1,136.9 |
1,130.0 |
| S2 |
1,112.7 |
1,112.7 |
1,135.0 |
|
| S3 |
1,091.3 |
1,104.4 |
1,133.0 |
|
| S4 |
1,069.9 |
1,083.0 |
1,127.1 |
|
|
| 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 |
1,142.4 |
1,089.4 |
53.0 |
4.7% |
16.8 |
1.5% |
93% |
True |
False |
2,664 |
| 10 |
1,142.4 |
1,077.5 |
64.9 |
5.7% |
16.1 |
1.4% |
95% |
True |
False |
2,506 |
| 20 |
1,171.8 |
1,077.5 |
94.3 |
8.3% |
21.2 |
1.9% |
65% |
False |
False |
2,682 |
| 40 |
1,230.0 |
1,077.5 |
152.5 |
13.4% |
21.6 |
1.9% |
40% |
False |
False |
2,603 |
| 60 |
1,230.0 |
1,030.0 |
200.0 |
17.6% |
19.1 |
1.7% |
54% |
False |
False |
2,039 |
| 80 |
1,230.0 |
989.3 |
240.7 |
21.1% |
17.5 |
1.5% |
62% |
False |
False |
1,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,233.4 |
|
2.618 |
1,198.4 |
|
1.618 |
1,177.0 |
|
1.000 |
1,163.8 |
|
0.618 |
1,155.6 |
|
HIGH |
1,142.4 |
|
0.618 |
1,134.2 |
|
0.500 |
1,131.7 |
|
0.382 |
1,129.2 |
|
LOW |
1,121.0 |
|
0.618 |
1,107.8 |
|
1.000 |
1,099.6 |
|
1.618 |
1,086.4 |
|
2.618 |
1,065.0 |
|
4.250 |
1,030.1 |
|
|
| Fisher Pivots for day following 06-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,136.5 |
1,132.6 |
| PP |
1,134.1 |
1,126.2 |
| S1 |
1,131.7 |
1,119.9 |
|