| Trading Metrics calculated at close of trading on 19-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2010 |
19-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
2,880.0 |
2,880.0 |
0.0 |
0.0% |
2,969.0 |
| High |
2,890.0 |
2,934.0 |
44.0 |
1.5% |
2,975.0 |
| Low |
2,869.0 |
2,855.0 |
-14.0 |
-0.5% |
2,865.0 |
| Close |
2,890.0 |
2,915.0 |
25.0 |
0.9% |
2,869.0 |
| Range |
21.0 |
79.0 |
58.0 |
276.2% |
110.0 |
| ATR |
41.1 |
43.8 |
2.7 |
6.6% |
0.0 |
| Volume |
103 |
5,406 |
5,303 |
5,148.5% |
11,657 |
|
| Daily Pivots for day following 19-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,138.3 |
3,105.7 |
2,958.5 |
|
| R3 |
3,059.3 |
3,026.7 |
2,936.7 |
|
| R2 |
2,980.3 |
2,980.3 |
2,929.5 |
|
| R1 |
2,947.7 |
2,947.7 |
2,922.2 |
2,964.0 |
| PP |
2,901.3 |
2,901.3 |
2,901.3 |
2,909.5 |
| S1 |
2,868.7 |
2,868.7 |
2,907.8 |
2,885.0 |
| S2 |
2,822.3 |
2,822.3 |
2,900.5 |
|
| S3 |
2,743.3 |
2,789.7 |
2,893.3 |
|
| S4 |
2,664.3 |
2,710.7 |
2,871.6 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,233.0 |
3,161.0 |
2,929.5 |
|
| R3 |
3,123.0 |
3,051.0 |
2,899.3 |
|
| R2 |
3,013.0 |
3,013.0 |
2,889.2 |
|
| R1 |
2,941.0 |
2,941.0 |
2,879.1 |
2,922.0 |
| PP |
2,903.0 |
2,903.0 |
2,903.0 |
2,893.5 |
| S1 |
2,831.0 |
2,831.0 |
2,858.9 |
2,812.0 |
| S2 |
2,793.0 |
2,793.0 |
2,848.8 |
|
| S3 |
2,683.0 |
2,721.0 |
2,838.8 |
|
| S4 |
2,573.0 |
2,611.0 |
2,808.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,938.0 |
2,855.0 |
83.0 |
2.8% |
47.4 |
1.6% |
72% |
False |
True |
1,315 |
| 10 |
2,975.0 |
2,855.0 |
120.0 |
4.1% |
40.5 |
1.4% |
50% |
False |
True |
1,928 |
| 20 |
2,975.0 |
2,794.0 |
181.0 |
6.2% |
36.6 |
1.3% |
67% |
False |
False |
3,715 |
| 40 |
2,975.0 |
2,670.0 |
305.0 |
10.5% |
40.2 |
1.4% |
80% |
False |
False |
3,796 |
| 60 |
2,975.0 |
2,617.0 |
358.0 |
12.3% |
43.4 |
1.5% |
83% |
False |
False |
2,722 |
| 80 |
2,975.0 |
2,617.0 |
358.0 |
12.3% |
43.7 |
1.5% |
83% |
False |
False |
2,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,269.8 |
|
2.618 |
3,140.8 |
|
1.618 |
3,061.8 |
|
1.000 |
3,013.0 |
|
0.618 |
2,982.8 |
|
HIGH |
2,934.0 |
|
0.618 |
2,903.8 |
|
0.500 |
2,894.5 |
|
0.382 |
2,885.2 |
|
LOW |
2,855.0 |
|
0.618 |
2,806.2 |
|
1.000 |
2,776.0 |
|
1.618 |
2,727.2 |
|
2.618 |
2,648.2 |
|
4.250 |
2,519.3 |
|
|
| Fisher Pivots for day following 19-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,908.2 |
2,908.8 |
| PP |
2,901.3 |
2,902.7 |
| S1 |
2,894.5 |
2,896.5 |
|