| Trading Metrics calculated at close of trading on 06-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2010 |
06-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
3,011.0 |
3,009.0 |
-2.0 |
-0.1% |
3,000.0 |
| High |
3,027.0 |
3,016.0 |
-11.0 |
-0.4% |
3,003.0 |
| Low |
3,001.0 |
2,996.0 |
-5.0 |
-0.2% |
2,964.0 |
| Close |
3,011.0 |
3,006.0 |
-5.0 |
-0.2% |
2,972.0 |
| Range |
26.0 |
20.0 |
-6.0 |
-23.1% |
39.0 |
| ATR |
48.5 |
46.4 |
-2.0 |
-4.2% |
0.0 |
| Volume |
812,390 |
800,473 |
-11,917 |
-1.5% |
961,696 |
|
| Daily Pivots for day following 06-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,066.0 |
3,056.0 |
3,017.0 |
|
| R3 |
3,046.0 |
3,036.0 |
3,011.5 |
|
| R2 |
3,026.0 |
3,026.0 |
3,009.7 |
|
| R1 |
3,016.0 |
3,016.0 |
3,007.8 |
3,011.0 |
| PP |
3,006.0 |
3,006.0 |
3,006.0 |
3,003.5 |
| S1 |
2,996.0 |
2,996.0 |
3,004.2 |
2,991.0 |
| S2 |
2,986.0 |
2,986.0 |
3,002.3 |
|
| S3 |
2,966.0 |
2,976.0 |
3,000.5 |
|
| S4 |
2,946.0 |
2,956.0 |
2,995.0 |
|
|
| 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% |
30.0 |
1.0% |
67% |
False |
False |
642,297 |
| 10 |
3,027.0 |
2,858.0 |
169.0 |
5.6% |
36.9 |
1.2% |
88% |
False |
False |
650,387 |
| 20 |
3,027.0 |
2,795.0 |
232.0 |
7.7% |
43.4 |
1.4% |
91% |
False |
False |
535,483 |
| 40 |
3,027.0 |
2,729.0 |
298.0 |
9.9% |
45.7 |
1.5% |
93% |
False |
False |
269,066 |
| 60 |
3,027.0 |
2,679.0 |
348.0 |
11.6% |
49.6 |
1.6% |
94% |
False |
False |
180,854 |
| 80 |
3,027.0 |
2,679.0 |
348.0 |
11.6% |
49.3 |
1.6% |
94% |
False |
False |
137,202 |
| 100 |
3,027.0 |
2,570.0 |
457.0 |
15.2% |
47.3 |
1.6% |
95% |
False |
False |
109,938 |
| 120 |
3,027.0 |
2,451.0 |
576.0 |
19.2% |
44.7 |
1.5% |
96% |
False |
False |
91,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,101.0 |
|
2.618 |
3,068.4 |
|
1.618 |
3,048.4 |
|
1.000 |
3,036.0 |
|
0.618 |
3,028.4 |
|
HIGH |
3,016.0 |
|
0.618 |
3,008.4 |
|
0.500 |
3,006.0 |
|
0.382 |
3,003.6 |
|
LOW |
2,996.0 |
|
0.618 |
2,983.6 |
|
1.000 |
2,976.0 |
|
1.618 |
2,963.6 |
|
2.618 |
2,943.6 |
|
4.250 |
2,911.0 |
|
|
| Fisher Pivots for day following 06-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3,006.0 |
3,004.2 |
| PP |
3,006.0 |
3,002.3 |
| S1 |
3,006.0 |
3,000.5 |
|