| Trading Metrics calculated at close of trading on 14-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2010 |
14-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1,129.8 |
1,138.3 |
8.5 |
0.8% |
1,101.0 |
| High |
1,140.2 |
1,148.0 |
7.8 |
0.7% |
1,142.3 |
| Low |
1,119.8 |
1,132.0 |
12.2 |
1.1% |
1,095.4 |
| Close |
1,138.2 |
1,144.3 |
6.1 |
0.5% |
1,140.3 |
| Range |
20.4 |
16.0 |
-4.4 |
-21.6% |
46.9 |
| ATR |
22.2 |
21.7 |
-0.4 |
-2.0% |
0.0 |
| Volume |
21,188 |
27,197 |
6,009 |
28.4% |
49,650 |
|
| Daily Pivots for day following 14-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,189.4 |
1,182.9 |
1,153.1 |
|
| R3 |
1,173.4 |
1,166.9 |
1,148.7 |
|
| R2 |
1,157.4 |
1,157.4 |
1,147.2 |
|
| R1 |
1,150.9 |
1,150.9 |
1,145.8 |
1,154.2 |
| PP |
1,141.4 |
1,141.4 |
1,141.4 |
1,143.1 |
| S1 |
1,134.9 |
1,134.9 |
1,142.8 |
1,138.2 |
| S2 |
1,125.4 |
1,125.4 |
1,141.4 |
|
| S3 |
1,109.4 |
1,118.9 |
1,139.9 |
|
| S4 |
1,093.4 |
1,102.9 |
1,135.5 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,266.7 |
1,250.4 |
1,166.1 |
|
| R3 |
1,219.8 |
1,203.5 |
1,153.2 |
|
| R2 |
1,172.9 |
1,172.9 |
1,148.9 |
|
| R1 |
1,156.6 |
1,156.6 |
1,144.6 |
1,164.8 |
| PP |
1,126.0 |
1,126.0 |
1,126.0 |
1,130.1 |
| S1 |
1,109.7 |
1,109.7 |
1,136.0 |
1,117.9 |
| S2 |
1,079.1 |
1,079.1 |
1,131.7 |
|
| S3 |
1,032.2 |
1,062.8 |
1,127.4 |
|
| S4 |
985.3 |
1,015.9 |
1,114.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,166.7 |
1,119.8 |
46.9 |
4.1% |
23.6 |
2.1% |
52% |
False |
False |
19,783 |
| 10 |
1,166.7 |
1,095.4 |
71.3 |
6.2% |
21.0 |
1.8% |
69% |
False |
False |
15,280 |
| 20 |
1,166.7 |
1,076.5 |
90.2 |
7.9% |
20.7 |
1.8% |
75% |
False |
False |
9,742 |
| 40 |
1,229.0 |
1,076.5 |
152.5 |
13.3% |
23.5 |
2.1% |
44% |
False |
False |
6,997 |
| 60 |
1,229.0 |
1,029.0 |
200.0 |
17.5% |
21.1 |
1.8% |
58% |
False |
False |
5,300 |
| 80 |
1,229.0 |
989.3 |
239.7 |
20.9% |
19.7 |
1.7% |
65% |
False |
False |
4,307 |
| 100 |
1,229.0 |
939.9 |
289.1 |
25.3% |
18.6 |
1.6% |
71% |
False |
False |
3,663 |
| 120 |
1,229.0 |
930.9 |
298.1 |
26.1% |
17.4 |
1.5% |
72% |
False |
False |
3,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,216.0 |
|
2.618 |
1,189.9 |
|
1.618 |
1,173.9 |
|
1.000 |
1,164.0 |
|
0.618 |
1,157.9 |
|
HIGH |
1,148.0 |
|
0.618 |
1,141.9 |
|
0.500 |
1,140.0 |
|
0.382 |
1,138.1 |
|
LOW |
1,132.0 |
|
0.618 |
1,122.1 |
|
1.000 |
1,116.0 |
|
1.618 |
1,106.1 |
|
2.618 |
1,090.1 |
|
4.250 |
1,064.0 |
|
|
| Fisher Pivots for day following 14-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,142.9 |
1,142.8 |
| PP |
1,141.4 |
1,141.2 |
| S1 |
1,140.0 |
1,139.7 |
|