| 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 |
5,905.0 |
5,966.0 |
61.0 |
1.0% |
6,085.0 |
| High |
6,004.5 |
5,977.5 |
-27.0 |
-0.4% |
6,100.5 |
| Low |
5,852.0 |
5,834.5 |
-17.5 |
-0.3% |
5,864.0 |
| Close |
5,977.5 |
5,853.0 |
-124.5 |
-2.1% |
5,877.0 |
| Range |
152.5 |
143.0 |
-9.5 |
-6.2% |
236.5 |
| ATR |
97.4 |
100.7 |
3.3 |
3.3% |
0.0 |
| Volume |
160,023 |
188,210 |
28,187 |
17.6% |
701,167 |
|
| Daily Pivots for day following 20-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,317.3 |
6,228.2 |
5,931.7 |
|
| R3 |
6,174.3 |
6,085.2 |
5,892.3 |
|
| R2 |
6,031.3 |
6,031.3 |
5,879.2 |
|
| R1 |
5,942.2 |
5,942.2 |
5,866.1 |
5,915.3 |
| PP |
5,888.3 |
5,888.3 |
5,888.3 |
5,874.9 |
| S1 |
5,799.2 |
5,799.2 |
5,839.9 |
5,772.3 |
| S2 |
5,745.3 |
5,745.3 |
5,826.8 |
|
| S3 |
5,602.3 |
5,656.2 |
5,813.7 |
|
| S4 |
5,459.3 |
5,513.2 |
5,774.4 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,656.7 |
6,503.3 |
6,007.1 |
|
| R3 |
6,420.2 |
6,266.8 |
5,942.0 |
|
| R2 |
6,183.7 |
6,183.7 |
5,920.4 |
|
| R1 |
6,030.3 |
6,030.3 |
5,898.7 |
5,988.8 |
| PP |
5,947.2 |
5,947.2 |
5,947.2 |
5,926.4 |
| S1 |
5,793.8 |
5,793.8 |
5,855.3 |
5,752.3 |
| S2 |
5,710.7 |
5,710.7 |
5,833.6 |
|
| S3 |
5,474.2 |
5,557.3 |
5,812.0 |
|
| S4 |
5,237.7 |
5,320.8 |
5,746.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,033.0 |
5,834.5 |
198.5 |
3.4% |
121.0 |
2.1% |
9% |
False |
True |
152,436 |
| 10 |
6,100.5 |
5,834.5 |
266.0 |
4.5% |
102.6 |
1.8% |
7% |
False |
True |
141,106 |
| 20 |
6,100.5 |
5,810.0 |
290.5 |
5.0% |
84.6 |
1.4% |
15% |
False |
False |
107,869 |
| 40 |
6,100.5 |
5,519.0 |
581.5 |
9.9% |
94.0 |
1.6% |
57% |
False |
False |
56,681 |
| 60 |
6,100.5 |
5,324.0 |
776.5 |
13.3% |
98.6 |
1.7% |
68% |
False |
False |
38,052 |
| 80 |
6,100.5 |
5,324.0 |
776.5 |
13.3% |
98.5 |
1.7% |
68% |
False |
False |
28,709 |
| 100 |
6,100.5 |
5,275.0 |
825.5 |
14.1% |
94.7 |
1.6% |
70% |
False |
False |
23,376 |
| 120 |
6,100.5 |
5,166.5 |
934.0 |
16.0% |
95.9 |
1.6% |
74% |
False |
False |
19,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,585.3 |
|
2.618 |
6,351.9 |
|
1.618 |
6,208.9 |
|
1.000 |
6,120.5 |
|
0.618 |
6,065.9 |
|
HIGH |
5,977.5 |
|
0.618 |
5,922.9 |
|
0.500 |
5,906.0 |
|
0.382 |
5,889.1 |
|
LOW |
5,834.5 |
|
0.618 |
5,746.1 |
|
1.000 |
5,691.5 |
|
1.618 |
5,603.1 |
|
2.618 |
5,460.1 |
|
4.250 |
5,226.8 |
|
|
| Fisher Pivots for day following 20-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
5,906.0 |
5,933.8 |
| PP |
5,888.3 |
5,906.8 |
| S1 |
5,870.7 |
5,879.9 |
|