| Trading Metrics calculated at close of trading on 12-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2010 |
12-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
3,040.0 |
3,017.0 |
-23.0 |
-0.8% |
2,979.0 |
| High |
3,044.0 |
3,019.0 |
-25.0 |
-0.8% |
3,029.0 |
| Low |
3,004.0 |
2,957.0 |
-47.0 |
-1.6% |
2,974.0 |
| Close |
3,005.0 |
2,977.0 |
-28.0 |
-0.9% |
3,018.0 |
| Range |
40.0 |
62.0 |
22.0 |
55.0% |
55.0 |
| ATR |
45.0 |
46.2 |
1.2 |
2.7% |
0.0 |
| Volume |
913,184 |
1,371,140 |
457,956 |
50.1% |
4,290,998 |
|
| Daily Pivots for day following 12-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,170.3 |
3,135.7 |
3,011.1 |
|
| R3 |
3,108.3 |
3,073.7 |
2,994.1 |
|
| R2 |
3,046.3 |
3,046.3 |
2,988.4 |
|
| R1 |
3,011.7 |
3,011.7 |
2,982.7 |
2,998.0 |
| PP |
2,984.3 |
2,984.3 |
2,984.3 |
2,977.5 |
| S1 |
2,949.7 |
2,949.7 |
2,971.3 |
2,936.0 |
| S2 |
2,922.3 |
2,922.3 |
2,965.6 |
|
| S3 |
2,860.3 |
2,887.7 |
2,960.0 |
|
| S4 |
2,798.3 |
2,825.7 |
2,942.9 |
|
|
| 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 |
3,044.0 |
2,957.0 |
87.0 |
2.9% |
40.0 |
1.3% |
23% |
False |
True |
979,035 |
| 10 |
3,044.0 |
2,957.0 |
87.0 |
2.9% |
35.5 |
1.2% |
23% |
False |
True |
753,701 |
| 20 |
3,044.0 |
2,806.0 |
238.0 |
8.0% |
40.5 |
1.4% |
72% |
False |
False |
725,249 |
| 40 |
3,044.0 |
2,729.0 |
315.0 |
10.6% |
46.1 |
1.5% |
79% |
False |
False |
371,335 |
| 60 |
3,044.0 |
2,679.0 |
365.0 |
12.3% |
49.9 |
1.7% |
82% |
False |
False |
249,069 |
| 80 |
3,044.0 |
2,679.0 |
365.0 |
12.3% |
49.4 |
1.7% |
82% |
False |
False |
187,542 |
| 100 |
3,044.0 |
2,624.0 |
420.0 |
14.1% |
47.7 |
1.6% |
84% |
False |
False |
150,880 |
| 120 |
3,044.0 |
2,506.0 |
538.0 |
18.1% |
45.6 |
1.5% |
88% |
False |
False |
125,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,282.5 |
|
2.618 |
3,181.3 |
|
1.618 |
3,119.3 |
|
1.000 |
3,081.0 |
|
0.618 |
3,057.3 |
|
HIGH |
3,019.0 |
|
0.618 |
2,995.3 |
|
0.500 |
2,988.0 |
|
0.382 |
2,980.7 |
|
LOW |
2,957.0 |
|
0.618 |
2,918.7 |
|
1.000 |
2,895.0 |
|
1.618 |
2,856.7 |
|
2.618 |
2,794.7 |
|
4.250 |
2,693.5 |
|
|
| Fisher Pivots for day following 12-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,988.0 |
3,000.5 |
| PP |
2,984.3 |
2,992.7 |
| S1 |
2,980.7 |
2,984.8 |
|