| Trading Metrics calculated at close of trading on 13-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2010 |
13-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
3,017.0 |
2,970.0 |
-47.0 |
-1.6% |
2,979.0 |
| High |
3,019.0 |
3,002.0 |
-17.0 |
-0.6% |
3,029.0 |
| Low |
2,957.0 |
2,962.0 |
5.0 |
0.2% |
2,974.0 |
| Close |
2,977.0 |
2,978.0 |
1.0 |
0.0% |
3,018.0 |
| Range |
62.0 |
40.0 |
-22.0 |
-35.5% |
55.0 |
| ATR |
46.2 |
45.8 |
-0.4 |
-1.0% |
0.0 |
| Volume |
1,371,140 |
978,917 |
-392,223 |
-28.6% |
4,290,998 |
|
| Daily Pivots for day following 13-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,100.7 |
3,079.3 |
3,000.0 |
|
| R3 |
3,060.7 |
3,039.3 |
2,989.0 |
|
| R2 |
3,020.7 |
3,020.7 |
2,985.3 |
|
| R1 |
2,999.3 |
2,999.3 |
2,981.7 |
3,010.0 |
| PP |
2,980.7 |
2,980.7 |
2,980.7 |
2,986.0 |
| S1 |
2,959.3 |
2,959.3 |
2,974.3 |
2,970.0 |
| S2 |
2,940.7 |
2,940.7 |
2,970.7 |
|
| S3 |
2,900.7 |
2,919.3 |
2,967.0 |
|
| S4 |
2,860.7 |
2,879.3 |
2,956.0 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,172.0 |
3,150.0 |
3,048.3 |
|
| R3 |
3,117.0 |
3,095.0 |
3,033.1 |
|
| R2 |
3,062.0 |
3,062.0 |
3,028.1 |
|
| R1 |
3,040.0 |
3,040.0 |
3,023.0 |
3,051.0 |
| PP |
3,007.0 |
3,007.0 |
3,007.0 |
3,012.5 |
| S1 |
2,985.0 |
2,985.0 |
3,013.0 |
2,996.0 |
| S2 |
2,952.0 |
2,952.0 |
3,007.9 |
|
| S3 |
2,897.0 |
2,930.0 |
3,002.9 |
|
| S4 |
2,842.0 |
2,875.0 |
2,987.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,044.0 |
2,957.0 |
87.0 |
2.9% |
44.0 |
1.5% |
24% |
False |
False |
1,014,723 |
| 10 |
3,044.0 |
2,957.0 |
87.0 |
2.9% |
37.0 |
1.2% |
24% |
False |
False |
828,510 |
| 20 |
3,044.0 |
2,846.0 |
198.0 |
6.6% |
40.1 |
1.3% |
67% |
False |
False |
769,647 |
| 40 |
3,044.0 |
2,729.0 |
315.0 |
10.6% |
46.0 |
1.5% |
79% |
False |
False |
395,793 |
| 60 |
3,044.0 |
2,679.0 |
365.0 |
12.3% |
50.1 |
1.7% |
82% |
False |
False |
265,380 |
| 80 |
3,044.0 |
2,679.0 |
365.0 |
12.3% |
49.5 |
1.7% |
82% |
False |
False |
199,305 |
| 100 |
3,044.0 |
2,634.0 |
410.0 |
13.8% |
47.7 |
1.6% |
84% |
False |
False |
160,667 |
| 120 |
3,044.0 |
2,558.0 |
486.0 |
16.3% |
45.3 |
1.5% |
86% |
False |
False |
133,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,172.0 |
|
2.618 |
3,106.7 |
|
1.618 |
3,066.7 |
|
1.000 |
3,042.0 |
|
0.618 |
3,026.7 |
|
HIGH |
3,002.0 |
|
0.618 |
2,986.7 |
|
0.500 |
2,982.0 |
|
0.382 |
2,977.3 |
|
LOW |
2,962.0 |
|
0.618 |
2,937.3 |
|
1.000 |
2,922.0 |
|
1.618 |
2,897.3 |
|
2.618 |
2,857.3 |
|
4.250 |
2,792.0 |
|
|
| Fisher Pivots for day following 13-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,982.0 |
3,000.5 |
| PP |
2,980.7 |
2,993.0 |
| S1 |
2,979.3 |
2,985.5 |
|