| Trading Metrics calculated at close of trading on 07-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2010 |
07-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
3,009.0 |
3,004.0 |
-5.0 |
-0.2% |
3,000.0 |
| High |
3,016.0 |
3,018.0 |
2.0 |
0.1% |
3,003.0 |
| Low |
2,996.0 |
2,977.0 |
-19.0 |
-0.6% |
2,964.0 |
| Close |
3,006.0 |
3,007.0 |
1.0 |
0.0% |
2,972.0 |
| Range |
20.0 |
41.0 |
21.0 |
105.0% |
39.0 |
| ATR |
46.4 |
46.1 |
-0.4 |
-0.8% |
0.0 |
| Volume |
800,473 |
807,307 |
6,834 |
0.9% |
961,696 |
|
| Daily Pivots for day following 07-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,123.7 |
3,106.3 |
3,029.6 |
|
| R3 |
3,082.7 |
3,065.3 |
3,018.3 |
|
| R2 |
3,041.7 |
3,041.7 |
3,014.5 |
|
| R1 |
3,024.3 |
3,024.3 |
3,010.8 |
3,033.0 |
| PP |
3,000.7 |
3,000.7 |
3,000.7 |
3,005.0 |
| S1 |
2,983.3 |
2,983.3 |
3,003.2 |
2,992.0 |
| S2 |
2,959.7 |
2,959.7 |
2,999.5 |
|
| S3 |
2,918.7 |
2,942.3 |
2,995.7 |
|
| S4 |
2,877.7 |
2,901.3 |
2,984.5 |
|
|
| 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% |
34.4 |
1.1% |
68% |
False |
False |
720,502 |
| 10 |
3,027.0 |
2,871.0 |
156.0 |
5.2% |
34.9 |
1.2% |
87% |
False |
False |
602,642 |
| 20 |
3,027.0 |
2,795.0 |
232.0 |
7.7% |
41.7 |
1.4% |
91% |
False |
False |
575,419 |
| 40 |
3,027.0 |
2,729.0 |
298.0 |
9.9% |
45.4 |
1.5% |
93% |
False |
False |
289,237 |
| 60 |
3,027.0 |
2,679.0 |
348.0 |
11.6% |
49.7 |
1.7% |
94% |
False |
False |
194,308 |
| 80 |
3,027.0 |
2,679.0 |
348.0 |
11.6% |
49.5 |
1.6% |
94% |
False |
False |
147,249 |
| 100 |
3,027.0 |
2,570.0 |
457.0 |
15.2% |
47.2 |
1.6% |
96% |
False |
False |
118,010 |
| 120 |
3,027.0 |
2,483.0 |
544.0 |
18.1% |
44.9 |
1.5% |
96% |
False |
False |
98,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,192.3 |
|
2.618 |
3,125.3 |
|
1.618 |
3,084.3 |
|
1.000 |
3,059.0 |
|
0.618 |
3,043.3 |
|
HIGH |
3,018.0 |
|
0.618 |
3,002.3 |
|
0.500 |
2,997.5 |
|
0.382 |
2,992.7 |
|
LOW |
2,977.0 |
|
0.618 |
2,951.7 |
|
1.000 |
2,936.0 |
|
1.618 |
2,910.7 |
|
2.618 |
2,869.7 |
|
4.250 |
2,802.8 |
|
|
| Fisher Pivots for day following 07-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3,003.8 |
3,005.3 |
| PP |
3,000.7 |
3,003.7 |
| S1 |
2,997.5 |
3,002.0 |
|