| 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 |
1,098.8 |
1,120.8 |
22.0 |
2.0% |
1,110.5 |
| High |
1,109.3 |
1,126.1 |
16.8 |
1.5% |
1,117.0 |
| Low |
1,097.8 |
1,097.3 |
-0.5 |
0.0% |
1,089.4 |
| Close |
1,098.8 |
1,120.8 |
22.0 |
2.0% |
1,098.8 |
| Range |
11.5 |
28.8 |
17.3 |
150.4% |
27.6 |
| ATR |
20.9 |
21.5 |
0.6 |
2.7% |
0.0 |
| Volume |
2,381 |
2,364 |
-17 |
-0.7% |
6,190 |
|
| Daily Pivots for day following 04-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,201.1 |
1,189.8 |
1,136.6 |
|
| R3 |
1,172.3 |
1,161.0 |
1,128.7 |
|
| R2 |
1,143.5 |
1,143.5 |
1,126.1 |
|
| R1 |
1,132.2 |
1,132.2 |
1,123.4 |
1,135.2 |
| PP |
1,114.7 |
1,114.7 |
1,114.7 |
1,116.3 |
| S1 |
1,103.4 |
1,103.4 |
1,118.2 |
1,106.4 |
| S2 |
1,085.9 |
1,085.9 |
1,115.5 |
|
| S3 |
1,057.1 |
1,074.6 |
1,112.9 |
|
| S4 |
1,028.3 |
1,045.8 |
1,105.0 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,184.5 |
1,169.3 |
1,114.0 |
|
| R3 |
1,156.9 |
1,141.7 |
1,106.4 |
|
| R2 |
1,129.3 |
1,129.3 |
1,103.9 |
|
| R1 |
1,114.1 |
1,114.1 |
1,101.3 |
1,107.9 |
| PP |
1,101.7 |
1,101.7 |
1,101.7 |
1,098.7 |
| S1 |
1,086.5 |
1,086.5 |
1,096.3 |
1,080.3 |
| S2 |
1,074.1 |
1,074.1 |
1,093.7 |
|
| S3 |
1,046.5 |
1,058.9 |
1,091.2 |
|
| S4 |
1,018.9 |
1,031.3 |
1,083.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,126.1 |
1,089.4 |
36.7 |
3.3% |
14.7 |
1.3% |
86% |
True |
False |
1,710 |
| 10 |
1,126.1 |
1,077.5 |
48.6 |
4.3% |
17.2 |
1.5% |
89% |
True |
False |
2,496 |
| 20 |
1,214.3 |
1,077.5 |
136.8 |
12.2% |
24.1 |
2.1% |
32% |
False |
False |
2,695 |
| 40 |
1,230.0 |
1,077.5 |
152.5 |
13.6% |
21.3 |
1.9% |
28% |
False |
False |
2,476 |
| 60 |
1,230.0 |
1,030.0 |
200.0 |
17.8% |
18.9 |
1.7% |
45% |
False |
False |
1,932 |
| 80 |
1,230.0 |
989.3 |
240.7 |
21.5% |
17.3 |
1.5% |
55% |
False |
False |
1,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,248.5 |
|
2.618 |
1,201.5 |
|
1.618 |
1,172.7 |
|
1.000 |
1,154.9 |
|
0.618 |
1,143.9 |
|
HIGH |
1,126.1 |
|
0.618 |
1,115.1 |
|
0.500 |
1,111.7 |
|
0.382 |
1,108.3 |
|
LOW |
1,097.3 |
|
0.618 |
1,079.5 |
|
1.000 |
1,068.5 |
|
1.618 |
1,050.7 |
|
2.618 |
1,021.9 |
|
4.250 |
974.9 |
|
|
| Fisher Pivots for day following 04-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,117.8 |
1,116.5 |
| PP |
1,114.7 |
1,112.1 |
| S1 |
1,111.7 |
1,107.8 |
|