| 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 |
1,145.00 |
1,134.50 |
-10.50 |
-0.9% |
1,141.75 |
| High |
1,146.50 |
1,139.25 |
-7.25 |
-0.6% |
1,148.00 |
| Low |
1,125.25 |
1,110.25 |
-15.00 |
-1.3% |
1,127.50 |
| Close |
1,134.00 |
1,111.00 |
-23.00 |
-2.0% |
1,132.25 |
| Range |
21.25 |
29.00 |
7.75 |
36.5% |
20.50 |
| ATR |
14.19 |
15.25 |
1.06 |
7.5% |
0.00 |
| Volume |
1,927,993 |
2,391,710 |
463,717 |
24.1% |
8,588,648 |
|
| Daily Pivots for day following 21-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,207.25 |
1,188.00 |
1,127.00 |
|
| R3 |
1,178.25 |
1,159.00 |
1,119.00 |
|
| R2 |
1,149.25 |
1,149.25 |
1,116.25 |
|
| R1 |
1,130.00 |
1,130.00 |
1,113.75 |
1,125.00 |
| PP |
1,120.25 |
1,120.25 |
1,120.25 |
1,117.75 |
| S1 |
1,101.00 |
1,101.00 |
1,108.25 |
1,096.00 |
| S2 |
1,091.25 |
1,091.25 |
1,105.75 |
|
| S3 |
1,062.25 |
1,072.00 |
1,103.00 |
|
| S4 |
1,033.25 |
1,043.00 |
1,095.00 |
|
|
| 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 |
1,110.25 |
37.00 |
3.3% |
20.00 |
1.8% |
2% |
False |
True |
1,973,314 |
| 10 |
1,148.00 |
1,110.25 |
37.75 |
3.4% |
16.25 |
1.5% |
2% |
False |
True |
1,779,479 |
| 20 |
1,148.00 |
1,107.25 |
40.75 |
3.7% |
13.25 |
1.2% |
9% |
False |
False |
1,291,273 |
| 40 |
1,148.00 |
1,062.25 |
85.75 |
7.7% |
14.50 |
1.3% |
57% |
False |
False |
957,064 |
| 60 |
1,148.00 |
1,021.00 |
127.00 |
11.4% |
16.00 |
1.4% |
71% |
False |
False |
639,726 |
| 80 |
1,148.00 |
1,007.25 |
140.75 |
12.7% |
16.25 |
1.5% |
74% |
False |
False |
480,288 |
| 100 |
1,148.00 |
984.25 |
163.75 |
14.7% |
15.75 |
1.4% |
77% |
False |
False |
384,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,262.50 |
|
2.618 |
1,215.25 |
|
1.618 |
1,186.25 |
|
1.000 |
1,168.25 |
|
0.618 |
1,157.25 |
|
HIGH |
1,139.25 |
|
0.618 |
1,128.25 |
|
0.500 |
1,124.75 |
|
0.382 |
1,121.25 |
|
LOW |
1,110.25 |
|
0.618 |
1,092.25 |
|
1.000 |
1,081.25 |
|
1.618 |
1,063.25 |
|
2.618 |
1,034.25 |
|
4.250 |
987.00 |
|
|
| Fisher Pivots for day following 21-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,124.75 |
1,128.50 |
| PP |
1,120.25 |
1,122.75 |
| S1 |
1,115.50 |
1,117.00 |
|