| Trading Metrics calculated at close of trading on 20-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2010 |
20-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1,130.7 |
1,138.5 |
7.8 |
0.7% |
1,139.0 |
| High |
1,140.7 |
1,141.7 |
1.0 |
0.1% |
1,163.0 |
| Low |
1,127.5 |
1,106.8 |
-20.7 |
-1.8% |
1,118.5 |
| Close |
1,140.0 |
1,112.6 |
-27.4 |
-2.4% |
1,130.5 |
| Range |
13.2 |
34.9 |
21.7 |
164.4% |
44.5 |
| ATR |
21.1 |
22.1 |
1.0 |
4.7% |
0.0 |
| Volume |
144,699 |
188,027 |
43,328 |
29.9% |
1,002,853 |
|
| Daily Pivots for day following 20-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,225.1 |
1,203.7 |
1,131.8 |
|
| R3 |
1,190.2 |
1,168.8 |
1,122.2 |
|
| R2 |
1,155.3 |
1,155.3 |
1,119.0 |
|
| R1 |
1,133.9 |
1,133.9 |
1,115.8 |
1,127.2 |
| PP |
1,120.4 |
1,120.4 |
1,120.4 |
1,117.0 |
| S1 |
1,099.0 |
1,099.0 |
1,109.4 |
1,092.3 |
| S2 |
1,085.5 |
1,085.5 |
1,106.2 |
|
| S3 |
1,050.6 |
1,064.1 |
1,103.0 |
|
| S4 |
1,015.7 |
1,029.2 |
1,093.4 |
|
|
| 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 |
1,146.7 |
1,106.8 |
39.9 |
3.6% |
20.8 |
1.9% |
15% |
False |
True |
189,838 |
| 10 |
1,163.0 |
1,106.8 |
56.2 |
5.1% |
21.8 |
2.0% |
10% |
False |
True |
179,004 |
| 20 |
1,163.0 |
1,075.2 |
87.8 |
7.9% |
20.1 |
1.8% |
43% |
False |
False |
146,027 |
| 40 |
1,227.5 |
1,075.2 |
152.3 |
13.7% |
24.5 |
2.2% |
25% |
False |
False |
164,362 |
| 60 |
1,227.5 |
1,028.0 |
199.5 |
17.9% |
22.1 |
2.0% |
42% |
False |
False |
114,044 |
| 80 |
1,227.5 |
987.3 |
240.2 |
21.6% |
20.4 |
1.8% |
52% |
False |
False |
86,290 |
| 100 |
1,227.5 |
944.4 |
283.1 |
25.4% |
19.2 |
1.7% |
59% |
False |
False |
69,309 |
| 120 |
1,227.5 |
933.3 |
294.2 |
26.4% |
17.9 |
1.6% |
61% |
False |
False |
57,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,290.0 |
|
2.618 |
1,233.1 |
|
1.618 |
1,198.2 |
|
1.000 |
1,176.6 |
|
0.618 |
1,163.3 |
|
HIGH |
1,141.7 |
|
0.618 |
1,128.4 |
|
0.500 |
1,124.3 |
|
0.382 |
1,120.1 |
|
LOW |
1,106.8 |
|
0.618 |
1,085.2 |
|
1.000 |
1,071.9 |
|
1.618 |
1,050.3 |
|
2.618 |
1,015.4 |
|
4.250 |
958.5 |
|
|
| Fisher Pivots for day following 20-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,124.3 |
1,126.4 |
| PP |
1,120.4 |
1,121.8 |
| S1 |
1,116.5 |
1,117.2 |
|