| Trading Metrics calculated at close of trading on 25-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2010 |
25-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
2,773.0 |
2,719.0 |
-54.0 |
-1.9% |
2,880.0 |
| High |
2,787.0 |
2,772.0 |
-15.0 |
-0.5% |
2,934.0 |
| Low |
2,700.0 |
2,719.0 |
19.0 |
0.7% |
2,700.0 |
| Close |
2,768.0 |
2,738.0 |
-30.0 |
-1.1% |
2,768.0 |
| Range |
87.0 |
53.0 |
-34.0 |
-39.1% |
234.0 |
| ATR |
54.0 |
53.9 |
-0.1 |
-0.1% |
0.0 |
| Volume |
6,499 |
88 |
-6,411 |
-98.6% |
14,849 |
|
| Daily Pivots for day following 25-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,902.0 |
2,873.0 |
2,767.2 |
|
| R3 |
2,849.0 |
2,820.0 |
2,752.6 |
|
| R2 |
2,796.0 |
2,796.0 |
2,747.7 |
|
| R1 |
2,767.0 |
2,767.0 |
2,742.9 |
2,781.5 |
| PP |
2,743.0 |
2,743.0 |
2,743.0 |
2,750.3 |
| S1 |
2,714.0 |
2,714.0 |
2,733.1 |
2,728.5 |
| S2 |
2,690.0 |
2,690.0 |
2,728.3 |
|
| S3 |
2,637.0 |
2,661.0 |
2,723.4 |
|
| S4 |
2,584.0 |
2,608.0 |
2,708.9 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,502.7 |
3,369.3 |
2,896.7 |
|
| R3 |
3,268.7 |
3,135.3 |
2,832.4 |
|
| R2 |
3,034.7 |
3,034.7 |
2,810.9 |
|
| R1 |
2,901.3 |
2,901.3 |
2,789.5 |
2,851.0 |
| PP |
2,800.7 |
2,800.7 |
2,800.7 |
2,775.5 |
| S1 |
2,667.3 |
2,667.3 |
2,746.6 |
2,617.0 |
| S2 |
2,566.7 |
2,566.7 |
2,725.1 |
|
| S3 |
2,332.7 |
2,433.3 |
2,703.7 |
|
| S4 |
2,098.7 |
2,199.3 |
2,639.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,934.0 |
2,700.0 |
234.0 |
8.5% |
81.8 |
3.0% |
16% |
False |
False |
2,966 |
| 10 |
2,947.0 |
2,700.0 |
247.0 |
9.0% |
62.3 |
2.3% |
15% |
False |
False |
1,699 |
| 20 |
2,975.0 |
2,700.0 |
275.0 |
10.0% |
44.2 |
1.6% |
14% |
False |
False |
1,587 |
| 40 |
2,975.0 |
2,670.0 |
305.0 |
11.1% |
46.3 |
1.7% |
22% |
False |
False |
4,004 |
| 60 |
2,975.0 |
2,617.0 |
358.0 |
13.1% |
45.2 |
1.6% |
34% |
False |
False |
2,830 |
| 80 |
2,975.0 |
2,617.0 |
358.0 |
13.1% |
45.5 |
1.7% |
34% |
False |
False |
2,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,997.3 |
|
2.618 |
2,910.8 |
|
1.618 |
2,857.8 |
|
1.000 |
2,825.0 |
|
0.618 |
2,804.8 |
|
HIGH |
2,772.0 |
|
0.618 |
2,751.8 |
|
0.500 |
2,745.5 |
|
0.382 |
2,739.2 |
|
LOW |
2,719.0 |
|
0.618 |
2,686.2 |
|
1.000 |
2,666.0 |
|
1.618 |
2,633.2 |
|
2.618 |
2,580.2 |
|
4.250 |
2,493.8 |
|
|
| Fisher Pivots for day following 25-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,745.5 |
2,787.5 |
| PP |
2,743.0 |
2,771.0 |
| S1 |
2,740.5 |
2,754.5 |
|