| Trading Metrics calculated at close of trading on 06-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2010 |
06-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
10,584.56 |
10,564.72 |
-19.84 |
-0.2% |
10,517.91 |
| High |
10,584.56 |
10,594.99 |
10.43 |
0.1% |
10,580.33 |
| Low |
10,522.52 |
10,546.55 |
24.03 |
0.2% |
10,423.13 |
| Close |
10,572.02 |
10,573.68 |
1.66 |
0.0% |
10,428.05 |
| Range |
62.04 |
48.44 |
-13.60 |
-21.9% |
157.20 |
| ATR |
98.89 |
95.29 |
-3.60 |
-3.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,717.06 |
10,693.81 |
10,600.32 |
|
| R3 |
10,668.62 |
10,645.37 |
10,587.00 |
|
| R2 |
10,620.18 |
10,620.18 |
10,582.56 |
|
| R1 |
10,596.93 |
10,596.93 |
10,578.12 |
10,608.56 |
| PP |
10,571.74 |
10,571.74 |
10,571.74 |
10,577.55 |
| S1 |
10,548.49 |
10,548.49 |
10,569.24 |
10,560.12 |
| S2 |
10,523.30 |
10,523.30 |
10,564.80 |
|
| S3 |
10,474.86 |
10,500.05 |
10,560.36 |
|
| S4 |
10,426.42 |
10,451.61 |
10,547.04 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,948.77 |
10,845.61 |
10,514.51 |
|
| R3 |
10,791.57 |
10,688.41 |
10,471.28 |
|
| R2 |
10,634.37 |
10,634.37 |
10,456.87 |
|
| R1 |
10,531.21 |
10,531.21 |
10,442.46 |
10,504.19 |
| PP |
10,477.17 |
10,477.17 |
10,477.17 |
10,463.66 |
| S1 |
10,374.01 |
10,374.01 |
10,413.64 |
10,346.99 |
| S2 |
10,319.97 |
10,319.97 |
10,399.23 |
|
| S3 |
10,162.77 |
10,216.81 |
10,384.82 |
|
| S4 |
10,005.57 |
10,059.61 |
10,341.59 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,604.97 |
10,423.13 |
181.84 |
1.7% |
92.34 |
0.9% |
83% |
False |
False |
|
| 10 |
10,604.97 |
10,414.59 |
190.38 |
1.8% |
72.29 |
0.7% |
84% |
False |
False |
|
| 20 |
10,604.97 |
10,235.63 |
369.34 |
3.5% |
86.27 |
0.8% |
92% |
False |
False |
|
| 40 |
10,604.97 |
10,020.62 |
584.35 |
5.5% |
106.49 |
1.0% |
95% |
False |
False |
|
| 60 |
10,604.97 |
9,678.95 |
926.02 |
8.8% |
120.92 |
1.1% |
97% |
False |
False |
|
| 80 |
10,604.97 |
9,430.08 |
1,174.89 |
11.1% |
120.85 |
1.1% |
97% |
False |
False |
|
| 100 |
10,604.97 |
9,116.52 |
1,488.45 |
14.1% |
122.15 |
1.2% |
98% |
False |
False |
|
| 120 |
10,604.97 |
8,674.41 |
1,930.56 |
18.3% |
121.54 |
1.1% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,800.86 |
|
2.618 |
10,721.81 |
|
1.618 |
10,673.37 |
|
1.000 |
10,643.43 |
|
0.618 |
10,624.93 |
|
HIGH |
10,594.99 |
|
0.618 |
10,576.49 |
|
0.500 |
10,570.77 |
|
0.382 |
10,565.05 |
|
LOW |
10,546.55 |
|
0.618 |
10,516.61 |
|
1.000 |
10,498.11 |
|
1.618 |
10,468.17 |
|
2.618 |
10,419.73 |
|
4.250 |
10,340.68 |
|
|
| Fisher Pivots for day following 06-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,572.71 |
10,555.06 |
| PP |
10,571.74 |
10,536.45 |
| S1 |
10,570.77 |
10,517.83 |
|