| Trading Metrics calculated at close of trading on 20-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2010 |
20-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1,131.8 |
1,139.8 |
8.0 |
0.7% |
1,138.9 |
| High |
1,141.8 |
1,142.9 |
1.1 |
0.1% |
1,166.7 |
| Low |
1,128.8 |
1,107.8 |
-21.0 |
-1.9% |
1,119.8 |
| Close |
1,141.2 |
1,113.6 |
-27.6 |
-2.4% |
1,131.8 |
| Range |
13.0 |
35.1 |
22.1 |
170.0% |
46.9 |
| ATR |
20.9 |
22.0 |
1.0 |
4.8% |
0.0 |
| Volume |
20,354 |
43,043 |
22,689 |
111.5% |
123,055 |
|
| Daily Pivots for day following 20-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,226.7 |
1,205.3 |
1,132.9 |
|
| R3 |
1,191.6 |
1,170.2 |
1,123.3 |
|
| R2 |
1,156.5 |
1,156.5 |
1,120.0 |
|
| R1 |
1,135.1 |
1,135.1 |
1,116.8 |
1,128.3 |
| PP |
1,121.4 |
1,121.4 |
1,121.4 |
1,118.0 |
| S1 |
1,100.0 |
1,100.0 |
1,110.4 |
1,093.2 |
| S2 |
1,086.3 |
1,086.3 |
1,107.2 |
|
| S3 |
1,051.2 |
1,064.9 |
1,103.9 |
|
| S4 |
1,016.1 |
1,029.8 |
1,094.3 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,280.1 |
1,252.9 |
1,157.6 |
|
| R3 |
1,233.2 |
1,206.0 |
1,144.7 |
|
| R2 |
1,186.3 |
1,186.3 |
1,140.4 |
|
| R1 |
1,159.1 |
1,159.1 |
1,136.1 |
1,149.3 |
| PP |
1,139.4 |
1,139.4 |
1,139.4 |
1,134.5 |
| S1 |
1,112.2 |
1,112.2 |
1,127.5 |
1,102.4 |
| S2 |
1,092.5 |
1,092.5 |
1,123.2 |
|
| S3 |
1,045.6 |
1,065.3 |
1,118.9 |
|
| S4 |
998.7 |
1,018.4 |
1,106.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,148.0 |
1,107.8 |
40.2 |
3.6% |
20.8 |
1.9% |
14% |
False |
True |
28,112 |
| 10 |
1,166.7 |
1,107.8 |
58.9 |
5.3% |
21.9 |
2.0% |
10% |
False |
True |
21,554 |
| 20 |
1,166.7 |
1,076.5 |
90.2 |
8.1% |
19.8 |
1.8% |
41% |
False |
False |
13,513 |
| 40 |
1,229.0 |
1,076.5 |
152.5 |
13.7% |
24.1 |
2.2% |
24% |
False |
False |
9,121 |
| 60 |
1,229.0 |
1,029.0 |
200.0 |
18.0% |
21.5 |
1.9% |
42% |
False |
False |
6,726 |
| 80 |
1,229.0 |
989.3 |
239.7 |
21.5% |
19.9 |
1.8% |
52% |
False |
False |
5,431 |
| 100 |
1,229.0 |
945.5 |
283.5 |
25.5% |
18.9 |
1.7% |
59% |
False |
False |
4,577 |
| 120 |
1,229.0 |
934.0 |
295.0 |
26.5% |
17.6 |
1.6% |
61% |
False |
False |
3,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,292.1 |
|
2.618 |
1,234.8 |
|
1.618 |
1,199.7 |
|
1.000 |
1,178.0 |
|
0.618 |
1,164.6 |
|
HIGH |
1,142.9 |
|
0.618 |
1,129.5 |
|
0.500 |
1,125.4 |
|
0.382 |
1,121.2 |
|
LOW |
1,107.8 |
|
0.618 |
1,086.1 |
|
1.000 |
1,072.7 |
|
1.618 |
1,051.0 |
|
2.618 |
1,015.9 |
|
4.250 |
958.6 |
|
|
| Fisher Pivots for day following 20-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,125.4 |
1,127.4 |
| PP |
1,121.4 |
1,122.8 |
| S1 |
1,117.5 |
1,118.2 |
|