| 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 |
1,141.50 |
1,146.75 |
5.25 |
0.5% |
1,141.75 |
| High |
1,147.00 |
1,147.25 |
0.25 |
0.0% |
1,148.00 |
| Low |
1,138.25 |
1,127.50 |
-10.75 |
-0.9% |
1,127.50 |
| Close |
1,145.25 |
1,132.25 |
-13.00 |
-1.1% |
1,132.25 |
| Range |
8.75 |
19.75 |
11.00 |
125.7% |
20.50 |
| ATR |
12.59 |
13.10 |
0.51 |
4.1% |
0.00 |
| Volume |
2,131,642 |
1,355,731 |
-775,911 |
-36.4% |
8,588,648 |
|
| Daily Pivots for day following 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,195.00 |
1,183.25 |
1,143.00 |
|
| R3 |
1,175.25 |
1,163.50 |
1,137.75 |
|
| R2 |
1,155.50 |
1,155.50 |
1,135.75 |
|
| R1 |
1,143.75 |
1,143.75 |
1,134.00 |
1,139.75 |
| PP |
1,135.75 |
1,135.75 |
1,135.75 |
1,133.50 |
| S1 |
1,124.00 |
1,124.00 |
1,130.50 |
1,120.00 |
| S2 |
1,116.00 |
1,116.00 |
1,128.75 |
|
| S3 |
1,096.25 |
1,104.25 |
1,126.75 |
|
| S4 |
1,076.50 |
1,084.50 |
1,121.50 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,197.50 |
1,185.25 |
1,143.50 |
|
| R3 |
1,177.00 |
1,164.75 |
1,138.00 |
|
| R2 |
1,156.50 |
1,156.50 |
1,136.00 |
|
| R1 |
1,144.25 |
1,144.25 |
1,134.25 |
1,140.00 |
| PP |
1,136.00 |
1,136.00 |
1,136.00 |
1,133.75 |
| S1 |
1,123.75 |
1,123.75 |
1,130.25 |
1,119.50 |
| S2 |
1,115.50 |
1,115.50 |
1,128.50 |
|
| S3 |
1,095.00 |
1,103.25 |
1,126.50 |
|
| S4 |
1,074.50 |
1,082.75 |
1,121.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,148.00 |
1,127.50 |
20.50 |
1.8% |
14.00 |
1.2% |
23% |
False |
True |
1,717,729 |
| 10 |
1,148.00 |
1,113.25 |
34.75 |
3.1% |
12.50 |
1.1% |
55% |
False |
False |
1,472,430 |
| 20 |
1,148.00 |
1,088.50 |
59.50 |
5.3% |
12.00 |
1.1% |
74% |
False |
False |
1,243,004 |
| 40 |
1,148.00 |
1,062.25 |
85.75 |
7.6% |
13.75 |
1.2% |
82% |
False |
False |
797,983 |
| 60 |
1,148.00 |
1,021.00 |
127.00 |
11.2% |
15.75 |
1.4% |
88% |
False |
False |
533,556 |
| 80 |
1,148.00 |
1,007.25 |
140.75 |
12.4% |
16.00 |
1.4% |
89% |
False |
False |
400,589 |
| 100 |
1,148.00 |
984.25 |
163.75 |
14.5% |
15.25 |
1.4% |
90% |
False |
False |
320,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,231.25 |
|
2.618 |
1,199.00 |
|
1.618 |
1,179.25 |
|
1.000 |
1,167.00 |
|
0.618 |
1,159.50 |
|
HIGH |
1,147.25 |
|
0.618 |
1,139.75 |
|
0.500 |
1,137.50 |
|
0.382 |
1,135.00 |
|
LOW |
1,127.50 |
|
0.618 |
1,115.25 |
|
1.000 |
1,107.75 |
|
1.618 |
1,095.50 |
|
2.618 |
1,075.75 |
|
4.250 |
1,043.50 |
|
|
| Fisher Pivots for day following 15-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,137.50 |
1,137.50 |
| PP |
1,135.75 |
1,135.75 |
| S1 |
1,134.00 |
1,134.00 |
|