| Trading Metrics calculated at close of trading on 21-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2010 |
21-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
2,914.0 |
2,875.0 |
-39.0 |
-1.3% |
2,969.0 |
| High |
2,915.0 |
2,875.0 |
-40.0 |
-1.4% |
2,975.0 |
| Low |
2,837.0 |
2,763.0 |
-74.0 |
-2.6% |
2,865.0 |
| Close |
2,846.0 |
2,794.0 |
-52.0 |
-1.8% |
2,869.0 |
| Range |
78.0 |
112.0 |
34.0 |
43.6% |
110.0 |
| ATR |
46.2 |
50.9 |
4.7 |
10.2% |
0.0 |
| Volume |
246 |
2,595 |
2,349 |
954.9% |
11,657 |
|
| Daily Pivots for day following 21-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,146.7 |
3,082.3 |
2,855.6 |
|
| R3 |
3,034.7 |
2,970.3 |
2,824.8 |
|
| R2 |
2,922.7 |
2,922.7 |
2,814.5 |
|
| R1 |
2,858.3 |
2,858.3 |
2,804.3 |
2,834.5 |
| PP |
2,810.7 |
2,810.7 |
2,810.7 |
2,798.8 |
| S1 |
2,746.3 |
2,746.3 |
2,783.7 |
2,722.5 |
| S2 |
2,698.7 |
2,698.7 |
2,773.5 |
|
| S3 |
2,586.7 |
2,634.3 |
2,763.2 |
|
| S4 |
2,474.7 |
2,522.3 |
2,732.4 |
|
|
| 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 |
2,763.0 |
175.0 |
6.3% |
72.6 |
2.6% |
18% |
False |
True |
1,704 |
| 10 |
2,975.0 |
2,763.0 |
212.0 |
7.6% |
54.6 |
2.0% |
15% |
False |
True |
2,087 |
| 20 |
2,975.0 |
2,763.0 |
212.0 |
7.6% |
41.4 |
1.5% |
15% |
False |
True |
1,281 |
| 40 |
2,975.0 |
2,670.0 |
305.0 |
10.9% |
44.2 |
1.6% |
41% |
False |
False |
3,863 |
| 60 |
2,975.0 |
2,617.0 |
358.0 |
12.8% |
44.7 |
1.6% |
49% |
False |
False |
2,730 |
| 80 |
2,975.0 |
2,617.0 |
358.0 |
12.8% |
45.2 |
1.6% |
49% |
False |
False |
2,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,351.0 |
|
2.618 |
3,168.2 |
|
1.618 |
3,056.2 |
|
1.000 |
2,987.0 |
|
0.618 |
2,944.2 |
|
HIGH |
2,875.0 |
|
0.618 |
2,832.2 |
|
0.500 |
2,819.0 |
|
0.382 |
2,805.8 |
|
LOW |
2,763.0 |
|
0.618 |
2,693.8 |
|
1.000 |
2,651.0 |
|
1.618 |
2,581.8 |
|
2.618 |
2,469.8 |
|
4.250 |
2,287.0 |
|
|
| Fisher Pivots for day following 21-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,819.0 |
2,848.5 |
| PP |
2,810.7 |
2,830.3 |
| S1 |
2,802.3 |
2,812.2 |
|