| Trading Metrics calculated at close of trading on 08-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2010 |
08-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
5,474.5 |
5,492.0 |
17.5 |
0.3% |
5,369.0 |
| High |
5,510.0 |
5,507.0 |
-3.0 |
-0.1% |
5,510.0 |
| Low |
5,456.5 |
5,450.0 |
-6.5 |
-0.1% |
5,365.0 |
| Close |
5,489.0 |
5,490.0 |
1.0 |
0.0% |
5,490.0 |
| Range |
53.5 |
57.0 |
3.5 |
6.5% |
145.0 |
| ATR |
76.1 |
74.8 |
-1.4 |
-1.8% |
0.0 |
| Volume |
68,498 |
62,996 |
-5,502 |
-8.0% |
310,912 |
|
| Daily Pivots for day following 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,653.5 |
5,628.5 |
5,521.5 |
|
| R3 |
5,596.5 |
5,571.5 |
5,505.5 |
|
| R2 |
5,539.5 |
5,539.5 |
5,500.5 |
|
| R1 |
5,514.5 |
5,514.5 |
5,495.0 |
5,498.5 |
| PP |
5,482.5 |
5,482.5 |
5,482.5 |
5,474.0 |
| S1 |
5,457.5 |
5,457.5 |
5,485.0 |
5,441.5 |
| S2 |
5,425.5 |
5,425.5 |
5,479.5 |
|
| S3 |
5,368.5 |
5,400.5 |
5,474.5 |
|
| S4 |
5,311.5 |
5,343.5 |
5,458.5 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,890.0 |
5,835.0 |
5,570.0 |
|
| R3 |
5,745.0 |
5,690.0 |
5,530.0 |
|
| R2 |
5,600.0 |
5,600.0 |
5,516.5 |
|
| R1 |
5,545.0 |
5,545.0 |
5,503.5 |
5,572.5 |
| PP |
5,455.0 |
5,455.0 |
5,455.0 |
5,469.0 |
| S1 |
5,400.0 |
5,400.0 |
5,476.5 |
5,427.5 |
| S2 |
5,310.0 |
5,310.0 |
5,463.5 |
|
| S3 |
5,165.0 |
5,255.0 |
5,450.0 |
|
| S4 |
5,020.0 |
5,110.0 |
5,410.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,510.0 |
5,365.0 |
145.0 |
2.6% |
61.5 |
1.1% |
86% |
False |
False |
62,182 |
| 10 |
5,510.0 |
5,165.5 |
344.5 |
6.3% |
58.5 |
1.1% |
94% |
False |
False |
68,161 |
| 20 |
5,510.0 |
5,135.0 |
375.0 |
6.8% |
66.5 |
1.2% |
95% |
False |
False |
73,500 |
| 40 |
5,510.0 |
5,061.0 |
449.0 |
8.2% |
67.0 |
1.2% |
96% |
False |
False |
37,280 |
| 60 |
5,510.0 |
4,915.0 |
595.0 |
10.8% |
68.0 |
1.2% |
97% |
False |
False |
25,071 |
| 80 |
5,510.0 |
4,884.5 |
625.5 |
11.4% |
61.5 |
1.1% |
97% |
False |
False |
18,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,749.0 |
|
2.618 |
5,656.0 |
|
1.618 |
5,599.0 |
|
1.000 |
5,564.0 |
|
0.618 |
5,542.0 |
|
HIGH |
5,507.0 |
|
0.618 |
5,485.0 |
|
0.500 |
5,478.5 |
|
0.382 |
5,472.0 |
|
LOW |
5,450.0 |
|
0.618 |
5,415.0 |
|
1.000 |
5,393.0 |
|
1.618 |
5,358.0 |
|
2.618 |
5,301.0 |
|
4.250 |
5,208.0 |
|
|
| Fisher Pivots for day following 08-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,486.0 |
5,486.5 |
| PP |
5,482.5 |
5,483.5 |
| S1 |
5,478.5 |
5,480.0 |
|