| 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 |
10,606.40 |
10,620.31 |
13.91 |
0.1% |
10,430.69 |
| High |
10,619.40 |
10,676.23 |
56.83 |
0.5% |
10,619.40 |
| Low |
10,554.33 |
10,591.59 |
37.26 |
0.4% |
10,430.69 |
| Close |
10,618.19 |
10,663.99 |
45.80 |
0.4% |
10,618.19 |
| Range |
65.07 |
84.64 |
19.57 |
30.1% |
188.71 |
| ATR |
93.92 |
93.26 |
-0.66 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,897.86 |
10,865.56 |
10,710.54 |
|
| R3 |
10,813.22 |
10,780.92 |
10,687.27 |
|
| R2 |
10,728.58 |
10,728.58 |
10,679.51 |
|
| R1 |
10,696.28 |
10,696.28 |
10,671.75 |
10,712.43 |
| PP |
10,643.94 |
10,643.94 |
10,643.94 |
10,652.01 |
| S1 |
10,611.64 |
10,611.64 |
10,656.23 |
10,627.79 |
| S2 |
10,559.30 |
10,559.30 |
10,648.47 |
|
| S3 |
10,474.66 |
10,527.00 |
10,640.71 |
|
| S4 |
10,390.02 |
10,442.36 |
10,617.44 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,122.22 |
11,058.92 |
10,721.98 |
|
| R3 |
10,933.51 |
10,870.21 |
10,670.09 |
|
| R2 |
10,744.80 |
10,744.80 |
10,652.79 |
|
| R1 |
10,681.50 |
10,681.50 |
10,635.49 |
10,713.15 |
| PP |
10,556.09 |
10,556.09 |
10,556.09 |
10,571.92 |
| S1 |
10,492.79 |
10,492.79 |
10,600.89 |
10,524.44 |
| S2 |
10,367.38 |
10,367.38 |
10,583.59 |
|
| S3 |
10,178.67 |
10,304.08 |
10,566.29 |
|
| S4 |
9,989.96 |
10,115.37 |
10,514.40 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,676.23 |
10,505.21 |
171.02 |
1.6% |
73.47 |
0.7% |
93% |
True |
False |
|
| 10 |
10,676.23 |
10,423.13 |
253.10 |
2.4% |
79.99 |
0.8% |
95% |
True |
False |
|
| 20 |
10,676.23 |
10,263.90 |
412.33 |
3.9% |
81.54 |
0.8% |
97% |
True |
False |
|
| 40 |
10,676.23 |
10,171.24 |
504.99 |
4.7% |
103.75 |
1.0% |
98% |
True |
False |
|
| 60 |
10,676.23 |
9,678.95 |
997.28 |
9.4% |
119.92 |
1.1% |
99% |
True |
False |
|
| 80 |
10,676.23 |
9,430.08 |
1,246.15 |
11.7% |
119.71 |
1.1% |
99% |
True |
False |
|
| 100 |
10,676.23 |
9,131.94 |
1,544.29 |
14.5% |
120.06 |
1.1% |
99% |
True |
False |
|
| 120 |
10,676.23 |
8,860.32 |
1,815.91 |
17.0% |
121.14 |
1.1% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,035.95 |
|
2.618 |
10,897.82 |
|
1.618 |
10,813.18 |
|
1.000 |
10,760.87 |
|
0.618 |
10,728.54 |
|
HIGH |
10,676.23 |
|
0.618 |
10,643.90 |
|
0.500 |
10,633.91 |
|
0.382 |
10,623.92 |
|
LOW |
10,591.59 |
|
0.618 |
10,539.28 |
|
1.000 |
10,506.95 |
|
1.618 |
10,454.64 |
|
2.618 |
10,370.00 |
|
4.250 |
10,231.87 |
|
|
| Fisher Pivots for day following 11-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,653.96 |
10,639.57 |
| PP |
10,643.94 |
10,615.14 |
| S1 |
10,633.91 |
10,590.72 |
|