| Trading Metrics calculated at close of trading on 08-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2010 |
08-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1,141.4 |
1,141.4 |
0.0 |
0.0% |
1,120.8 |
| High |
1,141.4 |
1,142.0 |
0.6 |
0.1% |
1,142.4 |
| Low |
1,131.2 |
1,123.7 |
-7.5 |
-0.7% |
1,097.3 |
| Close |
1,136.1 |
1,141.4 |
5.3 |
0.5% |
1,141.4 |
| Range |
10.2 |
18.3 |
8.1 |
79.4% |
45.1 |
| ATR |
20.1 |
20.0 |
-0.1 |
-0.6% |
0.0 |
| Volume |
6,666 |
1,347 |
-5,319 |
-79.8% |
18,254 |
|
| Daily Pivots for day following 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,190.6 |
1,184.3 |
1,151.5 |
|
| R3 |
1,172.3 |
1,166.0 |
1,146.4 |
|
| R2 |
1,154.0 |
1,154.0 |
1,144.8 |
|
| R1 |
1,147.7 |
1,147.7 |
1,143.1 |
1,150.6 |
| PP |
1,135.7 |
1,135.7 |
1,135.7 |
1,137.1 |
| S1 |
1,129.4 |
1,129.4 |
1,139.7 |
1,132.3 |
| S2 |
1,117.4 |
1,117.4 |
1,138.0 |
|
| S3 |
1,099.1 |
1,111.1 |
1,136.4 |
|
| S4 |
1,080.8 |
1,092.8 |
1,131.3 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,262.3 |
1,247.0 |
1,166.2 |
|
| R3 |
1,217.2 |
1,201.9 |
1,153.8 |
|
| R2 |
1,172.1 |
1,172.1 |
1,149.7 |
|
| R1 |
1,156.8 |
1,156.8 |
1,145.5 |
1,164.5 |
| PP |
1,127.0 |
1,127.0 |
1,127.0 |
1,130.9 |
| S1 |
1,111.7 |
1,111.7 |
1,137.3 |
1,119.4 |
| S2 |
1,081.9 |
1,081.9 |
1,133.1 |
|
| S3 |
1,036.8 |
1,066.6 |
1,129.0 |
|
| S4 |
991.7 |
1,021.5 |
1,116.6 |
|
|
| 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% |
18.2 |
1.6% |
98% |
False |
False |
3,650 |
| 10 |
1,142.4 |
1,089.4 |
53.0 |
4.6% |
15.1 |
1.3% |
98% |
False |
False |
2,579 |
| 20 |
1,145.4 |
1,077.5 |
67.9 |
5.9% |
19.0 |
1.7% |
94% |
False |
False |
2,753 |
| 40 |
1,230.0 |
1,077.5 |
152.5 |
13.4% |
21.8 |
1.9% |
42% |
False |
False |
2,711 |
| 60 |
1,230.0 |
1,030.0 |
200.0 |
17.5% |
19.3 |
1.7% |
56% |
False |
False |
2,158 |
| 80 |
1,230.0 |
989.3 |
240.7 |
21.1% |
17.6 |
1.5% |
63% |
False |
False |
1,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,219.8 |
|
2.618 |
1,189.9 |
|
1.618 |
1,171.6 |
|
1.000 |
1,160.3 |
|
0.618 |
1,153.3 |
|
HIGH |
1,142.0 |
|
0.618 |
1,135.0 |
|
0.500 |
1,132.9 |
|
0.382 |
1,130.7 |
|
LOW |
1,123.7 |
|
0.618 |
1,112.4 |
|
1.000 |
1,105.4 |
|
1.618 |
1,094.1 |
|
2.618 |
1,075.8 |
|
4.250 |
1,045.9 |
|
|
| Fisher Pivots for day following 08-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,138.6 |
1,138.2 |
| PP |
1,135.7 |
1,134.9 |
| S1 |
1,132.9 |
1,131.7 |
|