| Trading Metrics calculated at close of trading on 27-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2010 |
27-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
2,694.0 |
2,729.0 |
35.0 |
1.3% |
2,880.0 |
| High |
2,764.0 |
2,745.0 |
-19.0 |
-0.7% |
2,934.0 |
| Low |
2,692.0 |
2,700.0 |
8.0 |
0.3% |
2,700.0 |
| Close |
2,756.0 |
2,715.0 |
-41.0 |
-1.5% |
2,768.0 |
| Range |
72.0 |
45.0 |
-27.0 |
-37.5% |
234.0 |
| ATR |
55.2 |
55.3 |
0.1 |
0.1% |
0.0 |
| Volume |
211 |
1,136 |
925 |
438.4% |
14,849 |
|
| Daily Pivots for day following 27-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,855.0 |
2,830.0 |
2,739.8 |
|
| R3 |
2,810.0 |
2,785.0 |
2,727.4 |
|
| R2 |
2,765.0 |
2,765.0 |
2,723.3 |
|
| R1 |
2,740.0 |
2,740.0 |
2,719.1 |
2,730.0 |
| PP |
2,720.0 |
2,720.0 |
2,720.0 |
2,715.0 |
| S1 |
2,695.0 |
2,695.0 |
2,710.9 |
2,685.0 |
| S2 |
2,675.0 |
2,675.0 |
2,706.8 |
|
| S3 |
2,630.0 |
2,650.0 |
2,702.6 |
|
| S4 |
2,585.0 |
2,605.0 |
2,690.3 |
|
|
| 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 |
2,875.0 |
2,692.0 |
183.0 |
6.7% |
73.8 |
2.7% |
13% |
False |
False |
2,105 |
| 10 |
2,938.0 |
2,692.0 |
246.0 |
9.1% |
64.7 |
2.4% |
9% |
False |
False |
1,676 |
| 20 |
2,975.0 |
2,692.0 |
283.0 |
10.4% |
47.9 |
1.8% |
8% |
False |
False |
1,618 |
| 40 |
2,975.0 |
2,670.0 |
305.0 |
11.2% |
46.5 |
1.7% |
15% |
False |
False |
3,923 |
| 60 |
2,975.0 |
2,617.0 |
358.0 |
13.2% |
44.9 |
1.7% |
27% |
False |
False |
2,845 |
| 80 |
2,975.0 |
2,617.0 |
358.0 |
13.2% |
45.4 |
1.7% |
27% |
False |
False |
2,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,936.3 |
|
2.618 |
2,862.8 |
|
1.618 |
2,817.8 |
|
1.000 |
2,790.0 |
|
0.618 |
2,772.8 |
|
HIGH |
2,745.0 |
|
0.618 |
2,727.8 |
|
0.500 |
2,722.5 |
|
0.382 |
2,717.2 |
|
LOW |
2,700.0 |
|
0.618 |
2,672.2 |
|
1.000 |
2,655.0 |
|
1.618 |
2,627.2 |
|
2.618 |
2,582.2 |
|
4.250 |
2,508.8 |
|
|
| Fisher Pivots for day following 27-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,722.5 |
2,732.0 |
| PP |
2,720.0 |
2,726.3 |
| S1 |
2,717.5 |
2,720.7 |
|