| Trading Metrics calculated at close of trading on 26-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2010 |
26-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
2,793.0 |
2,757.0 |
-36.0 |
-1.3% |
2,947.0 |
| High |
2,842.0 |
2,836.0 |
-6.0 |
-0.2% |
3,003.0 |
| Low |
2,789.0 |
2,752.0 |
-37.0 |
-1.3% |
2,763.0 |
| Close |
2,806.0 |
2,825.0 |
19.0 |
0.7% |
2,836.0 |
| Range |
53.0 |
84.0 |
31.0 |
58.5% |
240.0 |
| ATR |
59.9 |
61.6 |
1.7 |
2.9% |
0.0 |
| Volume |
1,454,783 |
1,625,687 |
170,904 |
11.7% |
7,214,701 |
|
| Daily Pivots for day following 26-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,056.3 |
3,024.7 |
2,871.2 |
|
| R3 |
2,972.3 |
2,940.7 |
2,848.1 |
|
| R2 |
2,888.3 |
2,888.3 |
2,840.4 |
|
| R1 |
2,856.7 |
2,856.7 |
2,832.7 |
2,872.5 |
| PP |
2,804.3 |
2,804.3 |
2,804.3 |
2,812.3 |
| S1 |
2,772.7 |
2,772.7 |
2,817.3 |
2,788.5 |
| S2 |
2,720.3 |
2,720.3 |
2,809.6 |
|
| S3 |
2,636.3 |
2,688.7 |
2,801.9 |
|
| S4 |
2,552.3 |
2,604.7 |
2,778.8 |
|
|
| 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 |
2,984.0 |
2,752.0 |
232.0 |
8.2% |
87.6 |
3.1% |
31% |
False |
True |
1,803,636 |
| 10 |
3,019.0 |
2,752.0 |
267.0 |
9.5% |
74.0 |
2.6% |
27% |
False |
True |
1,514,906 |
| 20 |
3,044.0 |
2,752.0 |
292.0 |
10.3% |
53.6 |
1.9% |
25% |
False |
True |
1,087,791 |
| 40 |
3,044.0 |
2,729.0 |
315.0 |
11.2% |
54.3 |
1.9% |
30% |
False |
False |
715,278 |
| 60 |
3,044.0 |
2,679.0 |
365.0 |
12.9% |
52.9 |
1.9% |
40% |
False |
False |
478,660 |
| 80 |
3,044.0 |
2,679.0 |
365.0 |
12.9% |
52.7 |
1.9% |
40% |
False |
False |
359,140 |
| 100 |
3,044.0 |
2,668.0 |
376.0 |
13.3% |
50.2 |
1.8% |
42% |
False |
False |
288,645 |
| 120 |
3,044.0 |
2,570.0 |
474.0 |
16.8% |
49.1 |
1.7% |
54% |
False |
False |
240,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,193.0 |
|
2.618 |
3,055.9 |
|
1.618 |
2,971.9 |
|
1.000 |
2,920.0 |
|
0.618 |
2,887.9 |
|
HIGH |
2,836.0 |
|
0.618 |
2,803.9 |
|
0.500 |
2,794.0 |
|
0.382 |
2,784.1 |
|
LOW |
2,752.0 |
|
0.618 |
2,700.1 |
|
1.000 |
2,668.0 |
|
1.618 |
2,616.1 |
|
2.618 |
2,532.1 |
|
4.250 |
2,395.0 |
|
|
| Fisher Pivots for day following 26-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,814.7 |
2,818.3 |
| PP |
2,804.3 |
2,811.7 |
| S1 |
2,794.0 |
2,805.0 |
|