| 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 |
1,131.75 |
1,145.00 |
13.25 |
1.2% |
1,141.75 |
| High |
1,147.00 |
1,146.50 |
-0.50 |
0.0% |
1,148.00 |
| Low |
1,126.25 |
1,125.25 |
-1.00 |
-0.1% |
1,127.50 |
| Close |
1,145.75 |
1,134.00 |
-11.75 |
-1.0% |
1,132.25 |
| Range |
20.75 |
21.25 |
0.50 |
2.4% |
20.50 |
| ATR |
13.65 |
14.19 |
0.54 |
4.0% |
0.00 |
| Volume |
2,059,496 |
1,927,993 |
-131,503 |
-6.4% |
8,588,648 |
|
| Daily Pivots for day following 20-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,199.00 |
1,187.75 |
1,145.75 |
|
| R3 |
1,177.75 |
1,166.50 |
1,139.75 |
|
| R2 |
1,156.50 |
1,156.50 |
1,138.00 |
|
| R1 |
1,145.25 |
1,145.25 |
1,136.00 |
1,140.25 |
| PP |
1,135.25 |
1,135.25 |
1,135.25 |
1,132.75 |
| S1 |
1,124.00 |
1,124.00 |
1,132.00 |
1,119.00 |
| S2 |
1,114.00 |
1,114.00 |
1,130.00 |
|
| S3 |
1,092.75 |
1,102.75 |
1,128.25 |
|
| S4 |
1,071.50 |
1,081.50 |
1,122.25 |
|
|
| 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 |
1,147.25 |
1,125.25 |
22.00 |
1.9% |
17.25 |
1.5% |
40% |
False |
True |
1,918,405 |
| 10 |
1,148.00 |
1,125.25 |
22.75 |
2.0% |
14.25 |
1.3% |
38% |
False |
True |
1,678,167 |
| 20 |
1,148.00 |
1,096.50 |
51.50 |
4.5% |
12.50 |
1.1% |
73% |
False |
False |
1,258,326 |
| 40 |
1,148.00 |
1,062.25 |
85.75 |
7.6% |
14.00 |
1.2% |
84% |
False |
False |
897,432 |
| 60 |
1,148.00 |
1,021.00 |
127.00 |
11.2% |
15.75 |
1.4% |
89% |
False |
False |
599,919 |
| 80 |
1,148.00 |
1,007.25 |
140.75 |
12.4% |
16.00 |
1.4% |
90% |
False |
False |
450,404 |
| 100 |
1,148.00 |
984.25 |
163.75 |
14.4% |
15.50 |
1.4% |
91% |
False |
False |
360,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,236.75 |
|
2.618 |
1,202.25 |
|
1.618 |
1,181.00 |
|
1.000 |
1,167.75 |
|
0.618 |
1,159.75 |
|
HIGH |
1,146.50 |
|
0.618 |
1,138.50 |
|
0.500 |
1,136.00 |
|
0.382 |
1,133.25 |
|
LOW |
1,125.25 |
|
0.618 |
1,112.00 |
|
1.000 |
1,104.00 |
|
1.618 |
1,090.75 |
|
2.618 |
1,069.50 |
|
4.250 |
1,035.00 |
|
|
| Fisher Pivots for day following 20-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,136.00 |
1,136.25 |
| PP |
1,135.25 |
1,135.50 |
| S1 |
1,134.50 |
1,134.75 |
|