| 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 |
3,004.0 |
3,023.0 |
19.0 |
0.6% |
2,979.0 |
| High |
3,018.0 |
3,029.0 |
11.0 |
0.4% |
3,029.0 |
| Low |
2,977.0 |
2,992.0 |
15.0 |
0.5% |
2,974.0 |
| Close |
3,007.0 |
3,018.0 |
11.0 |
0.4% |
3,018.0 |
| Range |
41.0 |
37.0 |
-4.0 |
-9.8% |
55.0 |
| ATR |
46.1 |
45.4 |
-0.6 |
-1.4% |
0.0 |
| Volume |
807,307 |
1,003,071 |
195,764 |
24.2% |
4,290,998 |
|
| Daily Pivots for day following 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,124.0 |
3,108.0 |
3,038.4 |
|
| R3 |
3,087.0 |
3,071.0 |
3,028.2 |
|
| R2 |
3,050.0 |
3,050.0 |
3,024.8 |
|
| R1 |
3,034.0 |
3,034.0 |
3,021.4 |
3,023.5 |
| PP |
3,013.0 |
3,013.0 |
3,013.0 |
3,007.8 |
| S1 |
2,997.0 |
2,997.0 |
3,014.6 |
2,986.5 |
| S2 |
2,976.0 |
2,976.0 |
3,011.2 |
|
| S3 |
2,939.0 |
2,960.0 |
3,007.8 |
|
| S4 |
2,902.0 |
2,923.0 |
2,997.7 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,172.0 |
3,150.0 |
3,048.3 |
|
| R3 |
3,117.0 |
3,095.0 |
3,033.1 |
|
| R2 |
3,062.0 |
3,062.0 |
3,028.1 |
|
| R1 |
3,040.0 |
3,040.0 |
3,023.0 |
3,051.0 |
| PP |
3,007.0 |
3,007.0 |
3,007.0 |
3,012.5 |
| S1 |
2,985.0 |
2,985.0 |
3,013.0 |
2,996.0 |
| S2 |
2,952.0 |
2,952.0 |
3,007.9 |
|
| S3 |
2,897.0 |
2,930.0 |
3,002.9 |
|
| S4 |
2,842.0 |
2,875.0 |
2,987.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,029.0 |
2,974.0 |
55.0 |
1.8% |
35.4 |
1.2% |
80% |
True |
False |
858,199 |
| 10 |
3,029.0 |
2,928.0 |
101.0 |
3.3% |
32.4 |
1.1% |
89% |
True |
False |
632,511 |
| 20 |
3,029.0 |
2,795.0 |
234.0 |
7.8% |
42.0 |
1.4% |
95% |
True |
False |
619,092 |
| 40 |
3,029.0 |
2,729.0 |
300.0 |
9.9% |
44.8 |
1.5% |
96% |
True |
False |
314,300 |
| 60 |
3,029.0 |
2,679.0 |
350.0 |
11.6% |
49.7 |
1.6% |
97% |
True |
False |
211,021 |
| 80 |
3,029.0 |
2,679.0 |
350.0 |
11.6% |
49.2 |
1.6% |
97% |
True |
False |
159,677 |
| 100 |
3,029.0 |
2,570.0 |
459.0 |
15.2% |
47.5 |
1.6% |
98% |
True |
False |
128,040 |
| 120 |
3,029.0 |
2,489.0 |
540.0 |
17.9% |
45.2 |
1.5% |
98% |
True |
False |
106,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,186.3 |
|
2.618 |
3,125.9 |
|
1.618 |
3,088.9 |
|
1.000 |
3,066.0 |
|
0.618 |
3,051.9 |
|
HIGH |
3,029.0 |
|
0.618 |
3,014.9 |
|
0.500 |
3,010.5 |
|
0.382 |
3,006.1 |
|
LOW |
2,992.0 |
|
0.618 |
2,969.1 |
|
1.000 |
2,955.0 |
|
1.618 |
2,932.1 |
|
2.618 |
2,895.1 |
|
4.250 |
2,834.8 |
|
|
| Fisher Pivots for day following 08-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
3,015.5 |
3,013.0 |
| PP |
3,013.0 |
3,008.0 |
| S1 |
3,010.5 |
3,003.0 |
|