| 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 |
1,865.50 |
1,886.50 |
21.00 |
1.1% |
1,867.50 |
| High |
1,889.00 |
1,890.25 |
1.25 |
0.1% |
1,882.00 |
| Low |
1,865.50 |
1,876.00 |
10.50 |
0.6% |
1,858.75 |
| Close |
1,886.75 |
1,885.25 |
-1.50 |
-0.1% |
1,858.75 |
| Range |
23.50 |
14.25 |
-9.25 |
-39.4% |
23.25 |
| ATR |
24.32 |
23.60 |
-0.72 |
-3.0% |
0.00 |
| Volume |
112,918 |
205,157 |
92,239 |
81.7% |
418,616 |
|
| Daily Pivots for day following 05-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,926.50 |
1,920.25 |
1,893.00 |
|
| R3 |
1,912.25 |
1,906.00 |
1,889.25 |
|
| R2 |
1,898.00 |
1,898.00 |
1,887.75 |
|
| R1 |
1,891.75 |
1,891.75 |
1,886.50 |
1,887.75 |
| PP |
1,883.75 |
1,883.75 |
1,883.75 |
1,882.00 |
| S1 |
1,877.50 |
1,877.50 |
1,884.00 |
1,873.50 |
| S2 |
1,869.50 |
1,869.50 |
1,882.75 |
|
| S3 |
1,855.25 |
1,863.25 |
1,881.25 |
|
| S4 |
1,841.00 |
1,849.00 |
1,877.50 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,936.25 |
1,920.75 |
1,871.50 |
|
| R3 |
1,913.00 |
1,897.50 |
1,865.25 |
|
| R2 |
1,889.75 |
1,889.75 |
1,863.00 |
|
| R1 |
1,874.25 |
1,874.25 |
1,861.00 |
1,870.50 |
| PP |
1,866.50 |
1,866.50 |
1,866.50 |
1,864.50 |
| S1 |
1,851.00 |
1,851.00 |
1,856.50 |
1,847.00 |
| S2 |
1,843.25 |
1,843.25 |
1,854.50 |
|
| S3 |
1,820.00 |
1,827.75 |
1,852.25 |
|
| S4 |
1,796.75 |
1,804.50 |
1,846.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,890.25 |
1,858.75 |
31.50 |
1.7% |
18.25 |
1.0% |
84% |
True |
False |
134,118 |
| 10 |
1,890.25 |
1,803.00 |
87.25 |
4.6% |
19.00 |
1.0% |
94% |
True |
False |
154,661 |
| 20 |
1,890.25 |
1,756.75 |
133.50 |
7.1% |
22.75 |
1.2% |
96% |
True |
False |
154,516 |
| 40 |
1,890.25 |
1,703.75 |
186.50 |
9.9% |
25.25 |
1.3% |
97% |
True |
False |
77,633 |
| 60 |
1,890.25 |
1,648.50 |
241.75 |
12.8% |
27.25 |
1.4% |
98% |
True |
False |
51,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,950.75 |
|
2.618 |
1,927.50 |
|
1.618 |
1,913.25 |
|
1.000 |
1,904.50 |
|
0.618 |
1,899.00 |
|
HIGH |
1,890.25 |
|
0.618 |
1,884.75 |
|
0.500 |
1,883.00 |
|
0.382 |
1,881.50 |
|
LOW |
1,876.00 |
|
0.618 |
1,867.25 |
|
1.000 |
1,861.75 |
|
1.618 |
1,853.00 |
|
2.618 |
1,838.75 |
|
4.250 |
1,815.50 |
|
|
| Fisher Pivots for day following 05-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,884.50 |
1,881.75 |
| PP |
1,883.75 |
1,878.00 |
| S1 |
1,883.00 |
1,874.50 |
|