| 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 |
2,880.0 |
2,914.0 |
34.0 |
1.2% |
2,969.0 |
| High |
2,934.0 |
2,915.0 |
-19.0 |
-0.6% |
2,975.0 |
| Low |
2,855.0 |
2,837.0 |
-18.0 |
-0.6% |
2,865.0 |
| Close |
2,915.0 |
2,846.0 |
-69.0 |
-2.4% |
2,869.0 |
| Range |
79.0 |
78.0 |
-1.0 |
-1.3% |
110.0 |
| ATR |
43.8 |
46.2 |
2.4 |
5.6% |
0.0 |
| Volume |
5,406 |
246 |
-5,160 |
-95.4% |
11,657 |
|
| Daily Pivots for day following 20-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,100.0 |
3,051.0 |
2,888.9 |
|
| R3 |
3,022.0 |
2,973.0 |
2,867.5 |
|
| R2 |
2,944.0 |
2,944.0 |
2,860.3 |
|
| R1 |
2,895.0 |
2,895.0 |
2,853.2 |
2,880.5 |
| PP |
2,866.0 |
2,866.0 |
2,866.0 |
2,858.8 |
| S1 |
2,817.0 |
2,817.0 |
2,838.9 |
2,802.5 |
| S2 |
2,788.0 |
2,788.0 |
2,831.7 |
|
| S3 |
2,710.0 |
2,739.0 |
2,824.6 |
|
| S4 |
2,632.0 |
2,661.0 |
2,803.1 |
|
|
| 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 |
2,837.0 |
101.0 |
3.5% |
55.6 |
2.0% |
9% |
False |
True |
1,246 |
| 10 |
2,975.0 |
2,837.0 |
138.0 |
4.8% |
46.9 |
1.6% |
7% |
False |
True |
1,842 |
| 20 |
2,975.0 |
2,794.0 |
181.0 |
6.4% |
38.6 |
1.4% |
29% |
False |
False |
1,891 |
| 40 |
2,975.0 |
2,670.0 |
305.0 |
10.7% |
41.4 |
1.5% |
58% |
False |
False |
3,798 |
| 60 |
2,975.0 |
2,617.0 |
358.0 |
12.6% |
43.9 |
1.5% |
64% |
False |
False |
2,692 |
| 80 |
2,975.0 |
2,617.0 |
358.0 |
12.6% |
44.1 |
1.5% |
64% |
False |
False |
2,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,246.5 |
|
2.618 |
3,119.2 |
|
1.618 |
3,041.2 |
|
1.000 |
2,993.0 |
|
0.618 |
2,963.2 |
|
HIGH |
2,915.0 |
|
0.618 |
2,885.2 |
|
0.500 |
2,876.0 |
|
0.382 |
2,866.8 |
|
LOW |
2,837.0 |
|
0.618 |
2,788.8 |
|
1.000 |
2,759.0 |
|
1.618 |
2,710.8 |
|
2.618 |
2,632.8 |
|
4.250 |
2,505.5 |
|
|
| Fisher Pivots for day following 20-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,876.0 |
2,885.5 |
| PP |
2,866.0 |
2,872.3 |
| S1 |
2,856.0 |
2,859.2 |
|