| 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 |
2,982.0 |
2,943.0 |
-39.0 |
-1.3% |
3,040.0 |
| High |
2,984.0 |
2,947.0 |
-37.0 |
-1.2% |
3,044.0 |
| Low |
2,901.0 |
2,824.0 |
-77.0 |
-2.7% |
2,926.0 |
| Close |
2,914.0 |
2,861.0 |
-53.0 |
-1.8% |
2,936.0 |
| Range |
83.0 |
123.0 |
40.0 |
48.2% |
118.0 |
| ATR |
52.5 |
57.6 |
5.0 |
9.6% |
0.0 |
| Volume |
1,719,961 |
2,169,372 |
449,411 |
26.1% |
5,767,079 |
|
| Daily Pivots for day following 21-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,246.3 |
3,176.7 |
2,928.7 |
|
| R3 |
3,123.3 |
3,053.7 |
2,894.8 |
|
| R2 |
3,000.3 |
3,000.3 |
2,883.6 |
|
| R1 |
2,930.7 |
2,930.7 |
2,872.3 |
2,904.0 |
| PP |
2,877.3 |
2,877.3 |
2,877.3 |
2,864.0 |
| S1 |
2,807.7 |
2,807.7 |
2,849.7 |
2,781.0 |
| S2 |
2,754.3 |
2,754.3 |
2,838.5 |
|
| S3 |
2,631.3 |
2,684.7 |
2,827.2 |
|
| S4 |
2,508.3 |
2,561.7 |
2,793.4 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,322.7 |
3,247.3 |
3,000.9 |
|
| R3 |
3,204.7 |
3,129.3 |
2,968.5 |
|
| R2 |
3,086.7 |
3,086.7 |
2,957.6 |
|
| R1 |
3,011.3 |
3,011.3 |
2,946.8 |
2,990.0 |
| PP |
2,968.7 |
2,968.7 |
2,968.7 |
2,958.0 |
| S1 |
2,893.3 |
2,893.3 |
2,925.2 |
2,872.0 |
| S2 |
2,850.7 |
2,850.7 |
2,914.4 |
|
| S3 |
2,732.7 |
2,775.3 |
2,903.6 |
|
| S4 |
2,614.7 |
2,657.3 |
2,871.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,008.0 |
2,824.0 |
184.0 |
6.4% |
81.2 |
2.8% |
20% |
False |
True |
1,534,031 |
| 10 |
3,044.0 |
2,824.0 |
220.0 |
7.7% |
62.6 |
2.2% |
17% |
False |
True |
1,274,377 |
| 20 |
3,044.0 |
2,824.0 |
220.0 |
7.7% |
49.8 |
1.7% |
17% |
False |
True |
962,382 |
| 40 |
3,044.0 |
2,729.0 |
315.0 |
11.0% |
51.8 |
1.8% |
42% |
False |
False |
587,185 |
| 60 |
3,044.0 |
2,679.0 |
365.0 |
12.8% |
52.1 |
1.8% |
50% |
False |
False |
393,195 |
| 80 |
3,044.0 |
2,679.0 |
365.0 |
12.8% |
51.9 |
1.8% |
50% |
False |
False |
295,047 |
| 100 |
3,044.0 |
2,668.0 |
376.0 |
13.1% |
49.3 |
1.7% |
51% |
False |
False |
237,361 |
| 120 |
3,044.0 |
2,570.0 |
474.0 |
16.6% |
47.8 |
1.7% |
61% |
False |
False |
197,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,469.8 |
|
2.618 |
3,269.0 |
|
1.618 |
3,146.0 |
|
1.000 |
3,070.0 |
|
0.618 |
3,023.0 |
|
HIGH |
2,947.0 |
|
0.618 |
2,900.0 |
|
0.500 |
2,885.5 |
|
0.382 |
2,871.0 |
|
LOW |
2,824.0 |
|
0.618 |
2,748.0 |
|
1.000 |
2,701.0 |
|
1.618 |
2,625.0 |
|
2.618 |
2,502.0 |
|
4.250 |
2,301.3 |
|
|
| Fisher Pivots for day following 21-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,885.5 |
2,913.5 |
| PP |
2,877.3 |
2,896.0 |
| S1 |
2,869.2 |
2,878.5 |
|