| Trading Metrics calculated at close of trading on 29-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2010 |
29-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
2,826.0 |
2,737.0 |
-89.0 |
-3.1% |
2,793.0 |
| High |
2,833.0 |
2,800.0 |
-33.0 |
-1.2% |
2,842.0 |
| Low |
2,728.0 |
2,733.0 |
5.0 |
0.2% |
2,728.0 |
| Close |
2,748.0 |
2,773.0 |
25.0 |
0.9% |
2,773.0 |
| Range |
105.0 |
67.0 |
-38.0 |
-36.2% |
114.0 |
| ATR |
64.5 |
64.7 |
0.2 |
0.3% |
0.0 |
| Volume |
2,202,467 |
1,832,553 |
-369,914 |
-16.8% |
8,727,943 |
|
| Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,969.7 |
2,938.3 |
2,809.9 |
|
| R3 |
2,902.7 |
2,871.3 |
2,791.4 |
|
| R2 |
2,835.7 |
2,835.7 |
2,785.3 |
|
| R1 |
2,804.3 |
2,804.3 |
2,779.1 |
2,820.0 |
| PP |
2,768.7 |
2,768.7 |
2,768.7 |
2,776.5 |
| S1 |
2,737.3 |
2,737.3 |
2,766.9 |
2,753.0 |
| S2 |
2,701.7 |
2,701.7 |
2,760.7 |
|
| S3 |
2,634.7 |
2,670.3 |
2,754.6 |
|
| S4 |
2,567.7 |
2,603.3 |
2,736.2 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,123.0 |
3,062.0 |
2,835.7 |
|
| R3 |
3,009.0 |
2,948.0 |
2,804.4 |
|
| R2 |
2,895.0 |
2,895.0 |
2,793.9 |
|
| R1 |
2,834.0 |
2,834.0 |
2,783.5 |
2,807.5 |
| PP |
2,781.0 |
2,781.0 |
2,781.0 |
2,767.8 |
| S1 |
2,720.0 |
2,720.0 |
2,762.6 |
2,693.5 |
| S2 |
2,667.0 |
2,667.0 |
2,752.1 |
|
| S3 |
2,553.0 |
2,606.0 |
2,741.7 |
|
| S4 |
2,439.0 |
2,492.0 |
2,710.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,842.0 |
2,728.0 |
114.0 |
4.1% |
71.6 |
2.6% |
39% |
False |
False |
1,745,588 |
| 10 |
3,008.0 |
2,728.0 |
280.0 |
10.1% |
82.3 |
3.0% |
16% |
False |
False |
1,745,536 |
| 20 |
3,044.0 |
2,728.0 |
316.0 |
11.4% |
60.5 |
2.2% |
14% |
False |
False |
1,315,765 |
| 40 |
3,044.0 |
2,728.0 |
316.0 |
11.4% |
53.8 |
1.9% |
14% |
False |
False |
856,388 |
| 60 |
3,044.0 |
2,679.0 |
365.0 |
13.2% |
52.3 |
1.9% |
26% |
False |
False |
572,647 |
| 80 |
3,044.0 |
2,679.0 |
365.0 |
13.2% |
53.0 |
1.9% |
26% |
False |
False |
429,664 |
| 100 |
3,044.0 |
2,679.0 |
365.0 |
13.2% |
51.7 |
1.9% |
26% |
False |
False |
345,116 |
| 120 |
3,044.0 |
2,570.0 |
474.0 |
17.1% |
49.6 |
1.8% |
43% |
False |
False |
287,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,084.8 |
|
2.618 |
2,975.4 |
|
1.618 |
2,908.4 |
|
1.000 |
2,867.0 |
|
0.618 |
2,841.4 |
|
HIGH |
2,800.0 |
|
0.618 |
2,774.4 |
|
0.500 |
2,766.5 |
|
0.382 |
2,758.6 |
|
LOW |
2,733.0 |
|
0.618 |
2,691.6 |
|
1.000 |
2,666.0 |
|
1.618 |
2,624.6 |
|
2.618 |
2,557.6 |
|
4.250 |
2,448.3 |
|
|
| Fisher Pivots for day following 29-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,770.8 |
2,780.5 |
| PP |
2,768.7 |
2,778.0 |
| S1 |
2,766.5 |
2,775.5 |
|