| Trading Metrics calculated at close of trading on 15-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2010 |
15-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1,137.9 |
1,142.0 |
4.1 |
0.4% |
1,139.0 |
| High |
1,146.7 |
1,146.0 |
-0.7 |
-0.1% |
1,163.0 |
| Low |
1,130.7 |
1,126.5 |
-4.2 |
-0.4% |
1,118.5 |
| Close |
1,143.0 |
1,130.5 |
-12.5 |
-1.1% |
1,130.5 |
| Range |
16.0 |
19.5 |
3.5 |
21.9% |
44.5 |
| ATR |
21.9 |
21.7 |
-0.2 |
-0.8% |
0.0 |
| Volume |
217,628 |
165,713 |
-51,915 |
-23.9% |
1,002,853 |
|
| Daily Pivots for day following 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,192.8 |
1,181.2 |
1,141.2 |
|
| R3 |
1,173.3 |
1,161.7 |
1,135.9 |
|
| R2 |
1,153.8 |
1,153.8 |
1,134.1 |
|
| R1 |
1,142.2 |
1,142.2 |
1,132.3 |
1,138.3 |
| PP |
1,134.3 |
1,134.3 |
1,134.3 |
1,132.4 |
| S1 |
1,122.7 |
1,122.7 |
1,128.7 |
1,118.8 |
| S2 |
1,114.8 |
1,114.8 |
1,126.9 |
|
| S3 |
1,095.3 |
1,103.2 |
1,125.1 |
|
| S4 |
1,075.8 |
1,083.7 |
1,119.8 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,270.8 |
1,245.2 |
1,155.0 |
|
| R3 |
1,226.3 |
1,200.7 |
1,142.7 |
|
| R2 |
1,181.8 |
1,181.8 |
1,138.7 |
|
| R1 |
1,156.2 |
1,156.2 |
1,134.6 |
1,146.8 |
| PP |
1,137.3 |
1,137.3 |
1,137.3 |
1,132.6 |
| S1 |
1,111.7 |
1,111.7 |
1,126.4 |
1,102.3 |
| S2 |
1,092.8 |
1,092.8 |
1,122.3 |
|
| S3 |
1,048.3 |
1,067.2 |
1,118.3 |
|
| S4 |
1,003.8 |
1,022.7 |
1,106.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,163.0 |
1,118.5 |
44.5 |
3.9% |
22.8 |
2.0% |
27% |
False |
False |
200,570 |
| 10 |
1,163.0 |
1,093.8 |
69.2 |
6.1% |
21.4 |
1.9% |
53% |
False |
False |
167,739 |
| 20 |
1,163.0 |
1,075.2 |
87.8 |
7.8% |
21.1 |
1.9% |
63% |
False |
False |
149,165 |
| 40 |
1,227.5 |
1,075.2 |
152.3 |
13.5% |
24.1 |
2.1% |
36% |
False |
False |
157,190 |
| 60 |
1,227.5 |
1,028.0 |
199.5 |
17.6% |
21.8 |
1.9% |
51% |
False |
False |
108,694 |
| 80 |
1,227.5 |
987.3 |
240.2 |
21.2% |
20.3 |
1.8% |
60% |
False |
False |
82,178 |
| 100 |
1,227.5 |
942.9 |
284.6 |
25.2% |
18.9 |
1.7% |
66% |
False |
False |
66,005 |
| 120 |
1,227.5 |
929.2 |
298.3 |
26.4% |
17.7 |
1.6% |
67% |
False |
False |
55,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,228.9 |
|
2.618 |
1,197.1 |
|
1.618 |
1,177.6 |
|
1.000 |
1,165.5 |
|
0.618 |
1,158.1 |
|
HIGH |
1,146.0 |
|
0.618 |
1,138.6 |
|
0.500 |
1,136.3 |
|
0.382 |
1,133.9 |
|
LOW |
1,126.5 |
|
0.618 |
1,114.4 |
|
1.000 |
1,107.0 |
|
1.618 |
1,094.9 |
|
2.618 |
1,075.4 |
|
4.250 |
1,043.6 |
|
|
| Fisher Pivots for day following 15-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,136.3 |
1,132.6 |
| PP |
1,134.3 |
1,131.9 |
| S1 |
1,132.4 |
1,131.2 |
|