| Trading Metrics calculated at close of trading on 22-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2010 |
22-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
2,943.0 |
2,840.0 |
-103.0 |
-3.5% |
2,947.0 |
| High |
2,947.0 |
2,858.0 |
-89.0 |
-3.0% |
3,003.0 |
| Low |
2,824.0 |
2,763.0 |
-61.0 |
-2.2% |
2,763.0 |
| Close |
2,861.0 |
2,836.0 |
-25.0 |
-0.9% |
2,836.0 |
| Range |
123.0 |
95.0 |
-28.0 |
-22.8% |
240.0 |
| ATR |
57.6 |
60.4 |
2.9 |
5.0% |
0.0 |
| Volume |
2,169,372 |
2,048,380 |
-120,992 |
-5.6% |
7,214,701 |
|
| Daily Pivots for day following 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,104.0 |
3,065.0 |
2,888.3 |
|
| R3 |
3,009.0 |
2,970.0 |
2,862.1 |
|
| R2 |
2,914.0 |
2,914.0 |
2,853.4 |
|
| R1 |
2,875.0 |
2,875.0 |
2,844.7 |
2,847.0 |
| PP |
2,819.0 |
2,819.0 |
2,819.0 |
2,805.0 |
| S1 |
2,780.0 |
2,780.0 |
2,827.3 |
2,752.0 |
| S2 |
2,724.0 |
2,724.0 |
2,818.6 |
|
| S3 |
2,629.0 |
2,685.0 |
2,809.9 |
|
| S4 |
2,534.0 |
2,590.0 |
2,783.8 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,587.3 |
3,451.7 |
2,968.0 |
|
| R3 |
3,347.3 |
3,211.7 |
2,902.0 |
|
| R2 |
3,107.3 |
3,107.3 |
2,880.0 |
|
| R1 |
2,971.7 |
2,971.7 |
2,858.0 |
2,919.5 |
| PP |
2,867.3 |
2,867.3 |
2,867.3 |
2,841.3 |
| S1 |
2,731.7 |
2,731.7 |
2,814.0 |
2,679.5 |
| S2 |
2,627.3 |
2,627.3 |
2,792.0 |
|
| S3 |
2,387.3 |
2,491.7 |
2,770.0 |
|
| S4 |
2,147.3 |
2,251.7 |
2,704.0 |
|
|
| 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 |
2,763.0 |
245.0 |
8.6% |
93.0 |
3.3% |
30% |
False |
True |
1,745,483 |
| 10 |
3,044.0 |
2,763.0 |
281.0 |
9.9% |
68.0 |
2.4% |
26% |
False |
True |
1,398,485 |
| 20 |
3,044.0 |
2,763.0 |
281.0 |
9.9% |
51.5 |
1.8% |
26% |
False |
True |
1,000,563 |
| 40 |
3,044.0 |
2,729.0 |
315.0 |
11.1% |
52.8 |
1.9% |
34% |
False |
False |
638,363 |
| 60 |
3,044.0 |
2,679.0 |
365.0 |
12.9% |
52.6 |
1.9% |
43% |
False |
False |
427,329 |
| 80 |
3,044.0 |
2,679.0 |
365.0 |
12.9% |
52.7 |
1.9% |
43% |
False |
False |
320,637 |
| 100 |
3,044.0 |
2,668.0 |
376.0 |
13.3% |
49.9 |
1.8% |
45% |
False |
False |
257,843 |
| 120 |
3,044.0 |
2,570.0 |
474.0 |
16.7% |
48.3 |
1.7% |
56% |
False |
False |
214,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,261.8 |
|
2.618 |
3,106.7 |
|
1.618 |
3,011.7 |
|
1.000 |
2,953.0 |
|
0.618 |
2,916.7 |
|
HIGH |
2,858.0 |
|
0.618 |
2,821.7 |
|
0.500 |
2,810.5 |
|
0.382 |
2,799.3 |
|
LOW |
2,763.0 |
|
0.618 |
2,704.3 |
|
1.000 |
2,668.0 |
|
1.618 |
2,609.3 |
|
2.618 |
2,514.3 |
|
4.250 |
2,359.3 |
|
|
| Fisher Pivots for day following 22-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,827.5 |
2,873.5 |
| PP |
2,819.0 |
2,861.0 |
| S1 |
2,810.5 |
2,848.5 |
|