| Trading Metrics calculated at close of trading on 04-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2009 |
04-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1,097.6 |
1,101.0 |
3.4 |
0.3% |
1,110.4 |
| High |
1,109.0 |
1,125.9 |
16.9 |
1.5% |
1,115.6 |
| Low |
1,095.6 |
1,095.4 |
-0.2 |
0.0% |
1,087.9 |
| Close |
1,097.6 |
1,119.6 |
22.0 |
2.0% |
1,097.6 |
| Range |
13.4 |
30.5 |
17.1 |
127.6% |
27.7 |
| ATR |
21.7 |
22.3 |
0.6 |
2.9% |
0.0 |
| Volume |
8,877 |
3,756 |
-5,121 |
-57.7% |
17,182 |
|
| Daily Pivots for day following 04-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,205.1 |
1,192.9 |
1,136.4 |
|
| R3 |
1,174.6 |
1,162.4 |
1,128.0 |
|
| R2 |
1,144.1 |
1,144.1 |
1,125.2 |
|
| R1 |
1,131.9 |
1,131.9 |
1,122.4 |
1,138.0 |
| PP |
1,113.6 |
1,113.6 |
1,113.6 |
1,116.7 |
| S1 |
1,101.4 |
1,101.4 |
1,116.8 |
1,107.5 |
| S2 |
1,083.1 |
1,083.1 |
1,114.0 |
|
| S3 |
1,052.6 |
1,070.9 |
1,111.2 |
|
| S4 |
1,022.1 |
1,040.4 |
1,102.8 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,183.5 |
1,168.2 |
1,112.8 |
|
| R3 |
1,155.8 |
1,140.5 |
1,105.2 |
|
| R2 |
1,128.1 |
1,128.1 |
1,102.7 |
|
| R1 |
1,112.8 |
1,112.8 |
1,100.1 |
1,106.6 |
| PP |
1,100.4 |
1,100.4 |
1,100.4 |
1,097.3 |
| S1 |
1,085.1 |
1,085.1 |
1,095.1 |
1,078.9 |
| S2 |
1,072.7 |
1,072.7 |
1,092.5 |
|
| S3 |
1,045.0 |
1,057.4 |
1,090.0 |
|
| S4 |
1,017.3 |
1,029.7 |
1,082.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,125.9 |
1,087.9 |
38.0 |
3.4% |
15.7 |
1.4% |
83% |
True |
False |
4,187 |
| 10 |
1,125.9 |
1,076.5 |
49.4 |
4.4% |
18.3 |
1.6% |
87% |
True |
False |
4,693 |
| 20 |
1,213.1 |
1,076.5 |
136.6 |
12.2% |
24.9 |
2.2% |
32% |
False |
False |
4,452 |
| 40 |
1,229.0 |
1,076.5 |
152.5 |
13.6% |
22.4 |
2.0% |
28% |
False |
False |
3,985 |
| 60 |
1,229.0 |
1,029.0 |
200.0 |
17.9% |
20.4 |
1.8% |
45% |
False |
False |
3,127 |
| 80 |
1,229.0 |
985.8 |
243.2 |
21.7% |
19.0 |
1.7% |
55% |
False |
False |
2,672 |
| 100 |
1,229.0 |
934.6 |
294.4 |
26.3% |
17.7 |
1.6% |
63% |
False |
False |
2,287 |
| 120 |
1,229.0 |
930.9 |
298.1 |
26.6% |
16.5 |
1.5% |
63% |
False |
False |
2,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,255.5 |
|
2.618 |
1,205.7 |
|
1.618 |
1,175.2 |
|
1.000 |
1,156.4 |
|
0.618 |
1,144.7 |
|
HIGH |
1,125.9 |
|
0.618 |
1,114.2 |
|
0.500 |
1,110.7 |
|
0.382 |
1,107.1 |
|
LOW |
1,095.4 |
|
0.618 |
1,076.6 |
|
1.000 |
1,064.9 |
|
1.618 |
1,046.1 |
|
2.618 |
1,015.6 |
|
4.250 |
965.8 |
|
|
| Fisher Pivots for day following 04-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,116.6 |
1,115.4 |
| PP |
1,113.6 |
1,111.1 |
| S1 |
1,110.7 |
1,106.9 |
|