| Trading Metrics calculated at close of trading on 26-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2010 |
26-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
2,719.0 |
2,694.0 |
-25.0 |
-0.9% |
2,880.0 |
| High |
2,772.0 |
2,764.0 |
-8.0 |
-0.3% |
2,934.0 |
| Low |
2,719.0 |
2,692.0 |
-27.0 |
-1.0% |
2,700.0 |
| Close |
2,738.0 |
2,756.0 |
18.0 |
0.7% |
2,768.0 |
| Range |
53.0 |
72.0 |
19.0 |
35.8% |
234.0 |
| ATR |
53.9 |
55.2 |
1.3 |
2.4% |
0.0 |
| Volume |
88 |
211 |
123 |
139.8% |
14,849 |
|
| Daily Pivots for day following 26-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,953.3 |
2,926.7 |
2,795.6 |
|
| R3 |
2,881.3 |
2,854.7 |
2,775.8 |
|
| R2 |
2,809.3 |
2,809.3 |
2,769.2 |
|
| R1 |
2,782.7 |
2,782.7 |
2,762.6 |
2,796.0 |
| PP |
2,737.3 |
2,737.3 |
2,737.3 |
2,744.0 |
| S1 |
2,710.7 |
2,710.7 |
2,749.4 |
2,724.0 |
| S2 |
2,665.3 |
2,665.3 |
2,742.8 |
|
| S3 |
2,593.3 |
2,638.7 |
2,736.2 |
|
| S4 |
2,521.3 |
2,566.7 |
2,716.4 |
|
|
| 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 |
2,915.0 |
2,692.0 |
223.0 |
8.1% |
80.4 |
2.9% |
29% |
False |
True |
1,927 |
| 10 |
2,938.0 |
2,692.0 |
246.0 |
8.9% |
63.9 |
2.3% |
26% |
False |
True |
1,621 |
| 20 |
2,975.0 |
2,692.0 |
283.0 |
10.3% |
46.3 |
1.7% |
23% |
False |
True |
1,564 |
| 40 |
2,975.0 |
2,670.0 |
305.0 |
11.1% |
47.3 |
1.7% |
28% |
False |
False |
3,959 |
| 60 |
2,975.0 |
2,617.0 |
358.0 |
13.0% |
45.3 |
1.6% |
39% |
False |
False |
2,830 |
| 80 |
2,975.0 |
2,617.0 |
358.0 |
13.0% |
45.8 |
1.7% |
39% |
False |
False |
2,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,070.0 |
|
2.618 |
2,952.5 |
|
1.618 |
2,880.5 |
|
1.000 |
2,836.0 |
|
0.618 |
2,808.5 |
|
HIGH |
2,764.0 |
|
0.618 |
2,736.5 |
|
0.500 |
2,728.0 |
|
0.382 |
2,719.5 |
|
LOW |
2,692.0 |
|
0.618 |
2,647.5 |
|
1.000 |
2,620.0 |
|
1.618 |
2,575.5 |
|
2.618 |
2,503.5 |
|
4.250 |
2,386.0 |
|
|
| Fisher Pivots for day following 26-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,746.7 |
2,750.5 |
| PP |
2,737.3 |
2,745.0 |
| S1 |
2,728.0 |
2,739.5 |
|