| 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 |
22,015 |
22,230 |
215 |
1.0% |
21,610 |
| High |
22,234 |
22,485 |
251 |
1.1% |
21,850 |
| Low |
21,933 |
22,226 |
293 |
1.3% |
21,288 |
| Close |
22,224 |
22,360 |
136 |
0.6% |
21,850 |
| Range |
301 |
259 |
-42 |
-14.0% |
562 |
| ATR |
360 |
353 |
-7 |
-2.0% |
0 |
| Volume |
241 |
1,212 |
971 |
402.9% |
2,617 |
|
| Daily Pivots for day following 06-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,134 |
23,006 |
22,502 |
|
| R3 |
22,875 |
22,747 |
22,431 |
|
| R2 |
22,616 |
22,616 |
22,407 |
|
| R1 |
22,488 |
22,488 |
22,384 |
22,552 |
| PP |
22,357 |
22,357 |
22,357 |
22,389 |
| S1 |
22,229 |
22,229 |
22,336 |
22,293 |
| S2 |
22,098 |
22,098 |
22,313 |
|
| S3 |
21,839 |
21,970 |
22,289 |
|
| S4 |
21,580 |
21,711 |
22,218 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,349 |
23,161 |
22,159 |
|
| R3 |
22,787 |
22,599 |
22,005 |
|
| R2 |
22,225 |
22,225 |
21,953 |
|
| R1 |
22,037 |
22,037 |
21,902 |
22,131 |
| PP |
21,663 |
21,663 |
21,663 |
21,710 |
| S1 |
21,475 |
21,475 |
21,798 |
21,569 |
| S2 |
21,101 |
21,101 |
21,747 |
|
| S3 |
20,539 |
20,913 |
21,695 |
|
| S4 |
19,977 |
20,351 |
21,541 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
22,485 |
21,288 |
1,197 |
5.4% |
292 |
1.3% |
90% |
True |
False |
606 |
| 10 |
22,485 |
20,927 |
1,558 |
7.0% |
271 |
1.2% |
92% |
True |
False |
509 |
| 20 |
22,485 |
20,704 |
1,781 |
8.0% |
320 |
1.4% |
93% |
True |
False |
346 |
| 40 |
23,020 |
20,704 |
2,316 |
10.4% |
310 |
1.4% |
72% |
False |
False |
237 |
| 60 |
23,020 |
20,704 |
2,316 |
10.4% |
270 |
1.2% |
72% |
False |
False |
175 |
| 80 |
23,020 |
20,151 |
2,869 |
12.8% |
248 |
1.1% |
77% |
False |
False |
136 |
| 100 |
23,020 |
19,300 |
3,720 |
16.6% |
227 |
1.0% |
82% |
False |
False |
112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
23,586 |
|
2.618 |
23,163 |
|
1.618 |
22,904 |
|
1.000 |
22,744 |
|
0.618 |
22,645 |
|
HIGH |
22,485 |
|
0.618 |
22,386 |
|
0.500 |
22,356 |
|
0.382 |
22,325 |
|
LOW |
22,226 |
|
0.618 |
22,066 |
|
1.000 |
21,967 |
|
1.618 |
21,807 |
|
2.618 |
21,548 |
|
4.250 |
21,125 |
|
|
| Fisher Pivots for day following 06-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
22,359 |
22,263 |
| PP |
22,357 |
22,165 |
| S1 |
22,356 |
22,068 |
|