| 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 |
2,979.0 |
3,011.0 |
32.0 |
1.1% |
3,000.0 |
| High |
3,027.0 |
3,027.0 |
0.0 |
0.0% |
3,003.0 |
| Low |
2,974.0 |
3,001.0 |
27.0 |
0.9% |
2,964.0 |
| Close |
3,015.0 |
3,011.0 |
-4.0 |
-0.1% |
2,972.0 |
| Range |
53.0 |
26.0 |
-27.0 |
-50.9% |
39.0 |
| ATR |
50.2 |
48.5 |
-1.7 |
-3.4% |
0.0 |
| Volume |
867,757 |
812,390 |
-55,367 |
-6.4% |
961,696 |
|
| Daily Pivots for day following 05-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,091.0 |
3,077.0 |
3,025.3 |
|
| R3 |
3,065.0 |
3,051.0 |
3,018.2 |
|
| R2 |
3,039.0 |
3,039.0 |
3,015.8 |
|
| R1 |
3,025.0 |
3,025.0 |
3,013.4 |
3,024.0 |
| PP |
3,013.0 |
3,013.0 |
3,013.0 |
3,012.5 |
| S1 |
2,999.0 |
2,999.0 |
3,008.6 |
2,998.0 |
| S2 |
2,987.0 |
2,987.0 |
3,006.2 |
|
| S3 |
2,961.0 |
2,973.0 |
3,003.9 |
|
| S4 |
2,935.0 |
2,947.0 |
2,996.7 |
|
|
| 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 |
2,964.0 |
63.0 |
2.1% |
31.0 |
1.0% |
75% |
True |
False |
528,368 |
| 10 |
3,027.0 |
2,858.0 |
169.0 |
5.6% |
39.1 |
1.3% |
91% |
True |
False |
671,280 |
| 20 |
3,027.0 |
2,795.0 |
232.0 |
7.7% |
45.2 |
1.5% |
93% |
True |
False |
496,615 |
| 40 |
3,027.0 |
2,704.0 |
323.0 |
10.7% |
47.4 |
1.6% |
95% |
True |
False |
249,110 |
| 60 |
3,027.0 |
2,679.0 |
348.0 |
11.6% |
49.8 |
1.7% |
95% |
True |
False |
167,536 |
| 80 |
3,027.0 |
2,679.0 |
348.0 |
11.6% |
49.7 |
1.7% |
95% |
True |
False |
127,269 |
| 100 |
3,027.0 |
2,570.0 |
457.0 |
15.2% |
47.6 |
1.6% |
96% |
True |
False |
101,938 |
| 120 |
3,027.0 |
2,426.0 |
601.0 |
20.0% |
44.7 |
1.5% |
97% |
True |
False |
84,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,137.5 |
|
2.618 |
3,095.1 |
|
1.618 |
3,069.1 |
|
1.000 |
3,053.0 |
|
0.618 |
3,043.1 |
|
HIGH |
3,027.0 |
|
0.618 |
3,017.1 |
|
0.500 |
3,014.0 |
|
0.382 |
3,010.9 |
|
LOW |
3,001.0 |
|
0.618 |
2,984.9 |
|
1.000 |
2,975.0 |
|
1.618 |
2,958.9 |
|
2.618 |
2,932.9 |
|
4.250 |
2,890.5 |
|
|
| Fisher Pivots for day following 05-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3,014.0 |
3,005.8 |
| PP |
3,013.0 |
3,000.7 |
| S1 |
3,012.0 |
2,995.5 |
|