| Trading Metrics calculated at close of trading on 04-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2009 |
04-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
2,990.0 |
2,979.0 |
-11.0 |
-0.4% |
3,000.0 |
| High |
2,996.0 |
3,027.0 |
31.0 |
1.0% |
3,003.0 |
| Low |
2,964.0 |
2,974.0 |
10.0 |
0.3% |
2,964.0 |
| Close |
2,972.0 |
3,015.0 |
43.0 |
1.4% |
2,972.0 |
| Range |
32.0 |
53.0 |
21.0 |
65.6% |
39.0 |
| ATR |
49.8 |
50.2 |
0.4 |
0.7% |
0.0 |
| Volume |
314,584 |
867,757 |
553,173 |
175.8% |
961,696 |
|
| Daily Pivots for day following 04-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,164.3 |
3,142.7 |
3,044.2 |
|
| R3 |
3,111.3 |
3,089.7 |
3,029.6 |
|
| R2 |
3,058.3 |
3,058.3 |
3,024.7 |
|
| R1 |
3,036.7 |
3,036.7 |
3,019.9 |
3,047.5 |
| PP |
3,005.3 |
3,005.3 |
3,005.3 |
3,010.8 |
| S1 |
2,983.7 |
2,983.7 |
3,010.1 |
2,994.5 |
| S2 |
2,952.3 |
2,952.3 |
3,005.3 |
|
| S3 |
2,899.3 |
2,930.7 |
3,000.4 |
|
| S4 |
2,846.3 |
2,877.7 |
2,985.9 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,096.7 |
3,073.3 |
2,993.5 |
|
| R3 |
3,057.7 |
3,034.3 |
2,982.7 |
|
| R2 |
3,018.7 |
3,018.7 |
2,979.2 |
|
| R1 |
2,995.3 |
2,995.3 |
2,975.6 |
2,987.5 |
| PP |
2,979.7 |
2,979.7 |
2,979.7 |
2,975.8 |
| S1 |
2,956.3 |
2,956.3 |
2,968.4 |
2,948.5 |
| S2 |
2,940.7 |
2,940.7 |
2,964.9 |
|
| S3 |
2,901.7 |
2,917.3 |
2,961.3 |
|
| S4 |
2,862.7 |
2,878.3 |
2,950.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,027.0 |
2,944.0 |
83.0 |
2.8% |
33.4 |
1.1% |
86% |
True |
False |
454,067 |
| 10 |
3,027.0 |
2,858.0 |
169.0 |
5.6% |
42.7 |
1.4% |
93% |
True |
False |
694,660 |
| 20 |
3,027.0 |
2,795.0 |
232.0 |
7.7% |
45.6 |
1.5% |
95% |
True |
False |
456,028 |
| 40 |
3,027.0 |
2,704.0 |
323.0 |
10.7% |
47.7 |
1.6% |
96% |
True |
False |
230,467 |
| 60 |
3,027.0 |
2,679.0 |
348.0 |
11.5% |
49.8 |
1.7% |
97% |
True |
False |
153,997 |
| 80 |
3,027.0 |
2,679.0 |
348.0 |
11.5% |
50.1 |
1.7% |
97% |
True |
False |
117,178 |
| 100 |
3,027.0 |
2,570.0 |
457.0 |
15.2% |
47.6 |
1.6% |
97% |
True |
False |
93,820 |
| 120 |
3,027.0 |
2,372.0 |
655.0 |
21.7% |
45.0 |
1.5% |
98% |
True |
False |
78,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,252.3 |
|
2.618 |
3,165.8 |
|
1.618 |
3,112.8 |
|
1.000 |
3,080.0 |
|
0.618 |
3,059.8 |
|
HIGH |
3,027.0 |
|
0.618 |
3,006.8 |
|
0.500 |
3,000.5 |
|
0.382 |
2,994.2 |
|
LOW |
2,974.0 |
|
0.618 |
2,941.2 |
|
1.000 |
2,921.0 |
|
1.618 |
2,888.2 |
|
2.618 |
2,835.2 |
|
4.250 |
2,748.8 |
|
|
| Fisher Pivots for day following 04-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3,010.2 |
3,008.5 |
| PP |
3,005.3 |
3,002.0 |
| S1 |
3,000.5 |
2,995.5 |
|