| Trading Metrics calculated at close of trading on 07-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2010 |
07-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1,121.0 |
1,141.4 |
20.4 |
1.8% |
1,110.5 |
| High |
1,142.4 |
1,141.4 |
-1.0 |
-0.1% |
1,117.0 |
| Low |
1,121.0 |
1,131.2 |
10.2 |
0.9% |
1,089.4 |
| Close |
1,138.9 |
1,136.1 |
-2.8 |
-0.2% |
1,098.8 |
| Range |
21.4 |
10.2 |
-11.2 |
-52.3% |
27.6 |
| ATR |
20.9 |
20.1 |
-0.8 |
-3.6% |
0.0 |
| Volume |
3,656 |
6,666 |
3,010 |
82.3% |
6,190 |
|
| Daily Pivots for day following 07-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,166.8 |
1,161.7 |
1,141.7 |
|
| R3 |
1,156.6 |
1,151.5 |
1,138.9 |
|
| R2 |
1,146.4 |
1,146.4 |
1,138.0 |
|
| R1 |
1,141.3 |
1,141.3 |
1,137.0 |
1,138.8 |
| PP |
1,136.2 |
1,136.2 |
1,136.2 |
1,135.0 |
| S1 |
1,131.1 |
1,131.1 |
1,135.2 |
1,128.6 |
| S2 |
1,126.0 |
1,126.0 |
1,134.2 |
|
| S3 |
1,115.8 |
1,120.9 |
1,133.3 |
|
| S4 |
1,105.6 |
1,110.7 |
1,130.5 |
|
|
| 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 |
1,142.4 |
1,097.3 |
45.1 |
4.0% |
16.9 |
1.5% |
86% |
False |
False |
3,857 |
| 10 |
1,142.4 |
1,082.9 |
59.5 |
5.2% |
14.9 |
1.3% |
89% |
False |
False |
2,711 |
| 20 |
1,150.3 |
1,077.5 |
72.8 |
6.4% |
19.5 |
1.7% |
80% |
False |
False |
2,876 |
| 40 |
1,230.0 |
1,077.5 |
152.5 |
13.4% |
21.6 |
1.9% |
38% |
False |
False |
2,740 |
| 60 |
1,230.0 |
1,030.0 |
200.0 |
17.6% |
19.2 |
1.7% |
53% |
False |
False |
2,143 |
| 80 |
1,230.0 |
989.3 |
240.7 |
21.2% |
17.5 |
1.5% |
61% |
False |
False |
1,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,184.8 |
|
2.618 |
1,168.1 |
|
1.618 |
1,157.9 |
|
1.000 |
1,151.6 |
|
0.618 |
1,147.7 |
|
HIGH |
1,141.4 |
|
0.618 |
1,137.5 |
|
0.500 |
1,136.3 |
|
0.382 |
1,135.1 |
|
LOW |
1,131.2 |
|
0.618 |
1,124.9 |
|
1.000 |
1,121.0 |
|
1.618 |
1,114.7 |
|
2.618 |
1,104.5 |
|
4.250 |
1,087.9 |
|
|
| Fisher Pivots for day following 07-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,136.3 |
1,134.1 |
| PP |
1,136.2 |
1,132.2 |
| S1 |
1,136.2 |
1,130.2 |
|