| Trading Metrics calculated at close of trading on 25-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2010 |
25-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
2,840.0 |
2,793.0 |
-47.0 |
-1.7% |
2,947.0 |
| High |
2,858.0 |
2,842.0 |
-16.0 |
-0.6% |
3,003.0 |
| Low |
2,763.0 |
2,789.0 |
26.0 |
0.9% |
2,763.0 |
| Close |
2,836.0 |
2,806.0 |
-30.0 |
-1.1% |
2,836.0 |
| Range |
95.0 |
53.0 |
-42.0 |
-44.2% |
240.0 |
| ATR |
60.4 |
59.9 |
-0.5 |
-0.9% |
0.0 |
| Volume |
2,048,380 |
1,454,783 |
-593,597 |
-29.0% |
7,214,701 |
|
| Daily Pivots for day following 25-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,971.3 |
2,941.7 |
2,835.2 |
|
| R3 |
2,918.3 |
2,888.7 |
2,820.6 |
|
| R2 |
2,865.3 |
2,865.3 |
2,815.7 |
|
| R1 |
2,835.7 |
2,835.7 |
2,810.9 |
2,850.5 |
| PP |
2,812.3 |
2,812.3 |
2,812.3 |
2,819.8 |
| S1 |
2,782.7 |
2,782.7 |
2,801.1 |
2,797.5 |
| S2 |
2,759.3 |
2,759.3 |
2,796.3 |
|
| S3 |
2,706.3 |
2,729.7 |
2,791.4 |
|
| S4 |
2,653.3 |
2,676.7 |
2,776.9 |
|
|
| 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 |
3,003.0 |
2,763.0 |
240.0 |
8.6% |
87.2 |
3.1% |
18% |
False |
False |
1,733,896 |
| 10 |
3,044.0 |
2,763.0 |
281.0 |
10.0% |
69.6 |
2.5% |
15% |
False |
False |
1,443,656 |
| 20 |
3,044.0 |
2,763.0 |
281.0 |
10.0% |
51.0 |
1.8% |
15% |
False |
False |
1,038,084 |
| 40 |
3,044.0 |
2,729.0 |
315.0 |
11.2% |
53.1 |
1.9% |
24% |
False |
False |
674,723 |
| 60 |
3,044.0 |
2,679.0 |
365.0 |
13.0% |
52.1 |
1.9% |
35% |
False |
False |
451,569 |
| 80 |
3,044.0 |
2,679.0 |
365.0 |
13.0% |
52.1 |
1.9% |
35% |
False |
False |
338,821 |
| 100 |
3,044.0 |
2,668.0 |
376.0 |
13.4% |
50.2 |
1.8% |
37% |
False |
False |
272,389 |
| 120 |
3,044.0 |
2,570.0 |
474.0 |
16.9% |
48.7 |
1.7% |
50% |
False |
False |
227,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,067.3 |
|
2.618 |
2,980.8 |
|
1.618 |
2,927.8 |
|
1.000 |
2,895.0 |
|
0.618 |
2,874.8 |
|
HIGH |
2,842.0 |
|
0.618 |
2,821.8 |
|
0.500 |
2,815.5 |
|
0.382 |
2,809.2 |
|
LOW |
2,789.0 |
|
0.618 |
2,756.2 |
|
1.000 |
2,736.0 |
|
1.618 |
2,703.2 |
|
2.618 |
2,650.2 |
|
4.250 |
2,563.8 |
|
|
| Fisher Pivots for day following 25-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,815.5 |
2,855.0 |
| PP |
2,812.3 |
2,838.7 |
| S1 |
2,809.2 |
2,822.3 |
|