| Trading Metrics calculated at close of trading on 12-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2010 |
12-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1,145.0 |
1,160.0 |
15.0 |
1.3% |
1,120.8 |
| High |
1,164.1 |
1,160.5 |
-3.6 |
-0.3% |
1,142.4 |
| Low |
1,145.0 |
1,127.7 |
-17.3 |
-1.5% |
1,097.3 |
| Close |
1,153.9 |
1,131.7 |
-22.2 |
-1.9% |
1,141.4 |
| Range |
19.1 |
32.8 |
13.7 |
71.7% |
45.1 |
| ATR |
20.2 |
21.1 |
0.9 |
4.5% |
0.0 |
| Volume |
3,000 |
3,598 |
598 |
19.9% |
18,254 |
|
| Daily Pivots for day following 12-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,238.4 |
1,217.8 |
1,149.7 |
|
| R3 |
1,205.6 |
1,185.0 |
1,140.7 |
|
| R2 |
1,172.8 |
1,172.8 |
1,137.7 |
|
| R1 |
1,152.2 |
1,152.2 |
1,134.7 |
1,146.1 |
| PP |
1,140.0 |
1,140.0 |
1,140.0 |
1,136.9 |
| S1 |
1,119.4 |
1,119.4 |
1,128.7 |
1,113.3 |
| S2 |
1,107.2 |
1,107.2 |
1,125.7 |
|
| S3 |
1,074.4 |
1,086.6 |
1,122.7 |
|
| S4 |
1,041.6 |
1,053.8 |
1,113.7 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,262.3 |
1,247.0 |
1,166.2 |
|
| R3 |
1,217.2 |
1,201.9 |
1,153.8 |
|
| R2 |
1,172.1 |
1,172.1 |
1,149.7 |
|
| R1 |
1,156.8 |
1,156.8 |
1,145.5 |
1,164.5 |
| PP |
1,127.0 |
1,127.0 |
1,127.0 |
1,130.9 |
| S1 |
1,111.7 |
1,111.7 |
1,137.3 |
1,119.4 |
| S2 |
1,081.9 |
1,081.9 |
1,133.1 |
|
| S3 |
1,036.8 |
1,066.6 |
1,129.0 |
|
| S4 |
991.7 |
1,021.5 |
1,116.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,164.1 |
1,121.0 |
43.1 |
3.8% |
20.4 |
1.8% |
25% |
False |
False |
3,653 |
| 10 |
1,164.1 |
1,089.4 |
74.7 |
6.6% |
17.6 |
1.6% |
57% |
False |
False |
2,953 |
| 20 |
1,164.1 |
1,077.5 |
86.6 |
7.7% |
19.2 |
1.7% |
63% |
False |
False |
2,866 |
| 40 |
1,230.0 |
1,077.5 |
152.5 |
13.5% |
22.3 |
2.0% |
36% |
False |
False |
2,736 |
| 60 |
1,230.0 |
1,030.0 |
200.0 |
17.7% |
19.6 |
1.7% |
51% |
False |
False |
2,256 |
| 80 |
1,230.0 |
989.3 |
240.7 |
21.3% |
17.9 |
1.6% |
59% |
False |
False |
1,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,299.9 |
|
2.618 |
1,246.4 |
|
1.618 |
1,213.6 |
|
1.000 |
1,193.3 |
|
0.618 |
1,180.8 |
|
HIGH |
1,160.5 |
|
0.618 |
1,148.0 |
|
0.500 |
1,144.1 |
|
0.382 |
1,140.2 |
|
LOW |
1,127.7 |
|
0.618 |
1,107.4 |
|
1.000 |
1,094.9 |
|
1.618 |
1,074.6 |
|
2.618 |
1,041.8 |
|
4.250 |
988.3 |
|
|
| Fisher Pivots for day following 12-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,144.1 |
1,143.9 |
| PP |
1,140.0 |
1,139.8 |
| S1 |
1,135.8 |
1,135.8 |
|