| Trading Metrics calculated at close of trading on 28-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2010 |
28-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
2,797.0 |
2,826.0 |
29.0 |
1.0% |
2,947.0 |
| High |
2,816.0 |
2,833.0 |
17.0 |
0.6% |
3,003.0 |
| Low |
2,767.0 |
2,728.0 |
-39.0 |
-1.4% |
2,763.0 |
| Close |
2,783.0 |
2,748.0 |
-35.0 |
-1.3% |
2,836.0 |
| Range |
49.0 |
105.0 |
56.0 |
114.3% |
240.0 |
| ATR |
61.4 |
64.5 |
3.1 |
5.1% |
0.0 |
| Volume |
1,612,453 |
2,202,467 |
590,014 |
36.6% |
7,214,701 |
|
| Daily Pivots for day following 28-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,084.7 |
3,021.3 |
2,805.8 |
|
| R3 |
2,979.7 |
2,916.3 |
2,776.9 |
|
| R2 |
2,874.7 |
2,874.7 |
2,767.3 |
|
| R1 |
2,811.3 |
2,811.3 |
2,757.6 |
2,790.5 |
| PP |
2,769.7 |
2,769.7 |
2,769.7 |
2,759.3 |
| S1 |
2,706.3 |
2,706.3 |
2,738.4 |
2,685.5 |
| S2 |
2,664.7 |
2,664.7 |
2,728.8 |
|
| S3 |
2,559.7 |
2,601.3 |
2,719.1 |
|
| S4 |
2,454.7 |
2,496.3 |
2,690.3 |
|
|
| 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 |
2,858.0 |
2,728.0 |
130.0 |
4.7% |
77.2 |
2.8% |
15% |
False |
True |
1,788,754 |
| 10 |
3,008.0 |
2,728.0 |
280.0 |
10.2% |
79.2 |
2.9% |
7% |
False |
True |
1,661,392 |
| 20 |
3,044.0 |
2,728.0 |
316.0 |
11.5% |
58.1 |
2.1% |
6% |
False |
True |
1,244,951 |
| 40 |
3,044.0 |
2,728.0 |
316.0 |
11.5% |
54.9 |
2.0% |
6% |
False |
True |
810,595 |
| 60 |
3,044.0 |
2,679.0 |
365.0 |
13.3% |
53.0 |
1.9% |
19% |
False |
False |
542,195 |
| 80 |
3,044.0 |
2,679.0 |
365.0 |
13.3% |
52.7 |
1.9% |
19% |
False |
False |
406,767 |
| 100 |
3,044.0 |
2,679.0 |
365.0 |
13.3% |
51.5 |
1.9% |
19% |
False |
False |
326,793 |
| 120 |
3,044.0 |
2,570.0 |
474.0 |
17.2% |
49.7 |
1.8% |
38% |
False |
False |
272,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,279.3 |
|
2.618 |
3,107.9 |
|
1.618 |
3,002.9 |
|
1.000 |
2,938.0 |
|
0.618 |
2,897.9 |
|
HIGH |
2,833.0 |
|
0.618 |
2,792.9 |
|
0.500 |
2,780.5 |
|
0.382 |
2,768.1 |
|
LOW |
2,728.0 |
|
0.618 |
2,663.1 |
|
1.000 |
2,623.0 |
|
1.618 |
2,558.1 |
|
2.618 |
2,453.1 |
|
4.250 |
2,281.8 |
|
|
| Fisher Pivots for day following 28-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,780.5 |
2,782.0 |
| PP |
2,769.7 |
2,770.7 |
| S1 |
2,758.8 |
2,759.3 |
|