| Trading Metrics calculated at close of trading on 21-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2010 |
21-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1,138.5 |
1,112.4 |
-26.1 |
-2.3% |
1,139.0 |
| High |
1,141.7 |
1,117.4 |
-24.3 |
-2.1% |
1,163.0 |
| Low |
1,106.8 |
1,088.0 |
-18.8 |
-1.7% |
1,118.5 |
| Close |
1,112.6 |
1,103.2 |
-9.4 |
-0.8% |
1,130.5 |
| Range |
34.9 |
29.4 |
-5.5 |
-15.8% |
44.5 |
| ATR |
22.1 |
22.6 |
0.5 |
2.4% |
0.0 |
| Volume |
188,027 |
232,575 |
44,548 |
23.7% |
1,002,853 |
|
| Daily Pivots for day following 21-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,191.1 |
1,176.5 |
1,119.4 |
|
| R3 |
1,161.7 |
1,147.1 |
1,111.3 |
|
| R2 |
1,132.3 |
1,132.3 |
1,108.6 |
|
| R1 |
1,117.7 |
1,117.7 |
1,105.9 |
1,110.3 |
| PP |
1,102.9 |
1,102.9 |
1,102.9 |
1,099.2 |
| S1 |
1,088.3 |
1,088.3 |
1,100.5 |
1,080.9 |
| S2 |
1,073.5 |
1,073.5 |
1,097.8 |
|
| S3 |
1,044.1 |
1,058.9 |
1,095.1 |
|
| S4 |
1,014.7 |
1,029.5 |
1,087.0 |
|
|
| 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 |
1,088.0 |
58.7 |
5.3% |
22.6 |
2.0% |
26% |
False |
True |
189,728 |
| 10 |
1,163.0 |
1,088.0 |
75.0 |
6.8% |
22.3 |
2.0% |
20% |
False |
True |
186,620 |
| 20 |
1,163.0 |
1,075.2 |
87.8 |
8.0% |
20.1 |
1.8% |
32% |
False |
False |
149,076 |
| 40 |
1,227.5 |
1,075.2 |
152.3 |
13.8% |
24.8 |
2.2% |
18% |
False |
False |
169,174 |
| 60 |
1,227.5 |
1,028.0 |
199.5 |
18.1% |
22.3 |
2.0% |
38% |
False |
False |
117,897 |
| 80 |
1,227.5 |
987.3 |
240.2 |
21.8% |
20.6 |
1.9% |
48% |
False |
False |
89,166 |
| 100 |
1,227.5 |
950.1 |
277.4 |
25.1% |
19.4 |
1.8% |
55% |
False |
False |
71,631 |
| 120 |
1,227.5 |
933.5 |
294.0 |
26.6% |
18.1 |
1.6% |
58% |
False |
False |
59,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,242.4 |
|
2.618 |
1,194.4 |
|
1.618 |
1,165.0 |
|
1.000 |
1,146.8 |
|
0.618 |
1,135.6 |
|
HIGH |
1,117.4 |
|
0.618 |
1,106.2 |
|
0.500 |
1,102.7 |
|
0.382 |
1,099.2 |
|
LOW |
1,088.0 |
|
0.618 |
1,069.8 |
|
1.000 |
1,058.6 |
|
1.618 |
1,040.4 |
|
2.618 |
1,011.0 |
|
4.250 |
963.1 |
|
|
| Fisher Pivots for day following 21-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,103.0 |
1,114.9 |
| PP |
1,102.9 |
1,111.0 |
| S1 |
1,102.7 |
1,107.1 |
|