| Trading Metrics calculated at close of trading on 11-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2010 |
11-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1,141.4 |
1,145.0 |
3.6 |
0.3% |
1,120.8 |
| High |
1,142.0 |
1,164.1 |
22.1 |
1.9% |
1,142.4 |
| Low |
1,123.7 |
1,145.0 |
21.3 |
1.9% |
1,097.3 |
| Close |
1,141.4 |
1,153.9 |
12.5 |
1.1% |
1,141.4 |
| Range |
18.3 |
19.1 |
0.8 |
4.4% |
45.1 |
| ATR |
20.0 |
20.2 |
0.2 |
1.0% |
0.0 |
| Volume |
1,347 |
3,000 |
1,653 |
122.7% |
18,254 |
|
| Daily Pivots for day following 11-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,211.6 |
1,201.9 |
1,164.4 |
|
| R3 |
1,192.5 |
1,182.8 |
1,159.2 |
|
| R2 |
1,173.4 |
1,173.4 |
1,157.4 |
|
| R1 |
1,163.7 |
1,163.7 |
1,155.7 |
1,168.6 |
| PP |
1,154.3 |
1,154.3 |
1,154.3 |
1,156.8 |
| S1 |
1,144.6 |
1,144.6 |
1,152.1 |
1,149.5 |
| S2 |
1,135.2 |
1,135.2 |
1,150.4 |
|
| S3 |
1,116.1 |
1,125.5 |
1,148.6 |
|
| S4 |
1,097.0 |
1,106.4 |
1,143.4 |
|
|
| 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 |
1,164.1 |
1,118.0 |
46.1 |
4.0% |
16.3 |
1.4% |
78% |
True |
False |
3,778 |
| 10 |
1,164.1 |
1,089.4 |
74.7 |
6.5% |
15.5 |
1.3% |
86% |
True |
False |
2,744 |
| 20 |
1,164.1 |
1,077.5 |
86.6 |
7.5% |
19.2 |
1.7% |
88% |
True |
False |
2,795 |
| 40 |
1,230.0 |
1,077.5 |
152.5 |
13.2% |
21.9 |
1.9% |
50% |
False |
False |
2,688 |
| 60 |
1,230.0 |
1,030.0 |
200.0 |
17.3% |
19.4 |
1.7% |
62% |
False |
False |
2,198 |
| 80 |
1,230.0 |
989.3 |
240.7 |
20.9% |
17.7 |
1.5% |
68% |
False |
False |
1,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,245.3 |
|
2.618 |
1,214.1 |
|
1.618 |
1,195.0 |
|
1.000 |
1,183.2 |
|
0.618 |
1,175.9 |
|
HIGH |
1,164.1 |
|
0.618 |
1,156.8 |
|
0.500 |
1,154.6 |
|
0.382 |
1,152.3 |
|
LOW |
1,145.0 |
|
0.618 |
1,133.2 |
|
1.000 |
1,125.9 |
|
1.618 |
1,114.1 |
|
2.618 |
1,095.0 |
|
4.250 |
1,063.8 |
|
|
| Fisher Pivots for day following 11-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,154.6 |
1,150.6 |
| PP |
1,154.3 |
1,147.2 |
| S1 |
1,154.1 |
1,143.9 |
|