| Trading Metrics calculated at close of trading on 28-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2010 |
28-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
2,729.0 |
2,753.0 |
24.0 |
0.9% |
2,880.0 |
| High |
2,745.0 |
2,760.0 |
15.0 |
0.5% |
2,934.0 |
| Low |
2,700.0 |
2,661.0 |
-39.0 |
-1.4% |
2,700.0 |
| Close |
2,715.0 |
2,678.0 |
-37.0 |
-1.4% |
2,768.0 |
| Range |
45.0 |
99.0 |
54.0 |
120.0% |
234.0 |
| ATR |
55.3 |
58.4 |
3.1 |
5.7% |
0.0 |
| Volume |
1,136 |
4,589 |
3,453 |
304.0% |
14,849 |
|
| Daily Pivots for day following 28-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,996.7 |
2,936.3 |
2,732.5 |
|
| R3 |
2,897.7 |
2,837.3 |
2,705.2 |
|
| R2 |
2,798.7 |
2,798.7 |
2,696.2 |
|
| R1 |
2,738.3 |
2,738.3 |
2,687.1 |
2,719.0 |
| PP |
2,699.7 |
2,699.7 |
2,699.7 |
2,690.0 |
| S1 |
2,639.3 |
2,639.3 |
2,668.9 |
2,620.0 |
| S2 |
2,600.7 |
2,600.7 |
2,659.9 |
|
| S3 |
2,501.7 |
2,540.3 |
2,650.8 |
|
| S4 |
2,402.7 |
2,441.3 |
2,623.6 |
|
|
| 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 |
2,787.0 |
2,661.0 |
126.0 |
4.7% |
71.2 |
2.7% |
13% |
False |
True |
2,504 |
| 10 |
2,938.0 |
2,661.0 |
277.0 |
10.3% |
71.9 |
2.7% |
6% |
False |
True |
2,104 |
| 20 |
2,975.0 |
2,661.0 |
314.0 |
11.7% |
52.0 |
1.9% |
5% |
False |
True |
1,844 |
| 40 |
2,975.0 |
2,661.0 |
314.0 |
11.7% |
46.3 |
1.7% |
5% |
False |
True |
4,034 |
| 60 |
2,975.0 |
2,617.0 |
358.0 |
13.4% |
44.1 |
1.6% |
17% |
False |
False |
2,913 |
| 80 |
2,975.0 |
2,617.0 |
358.0 |
13.4% |
46.2 |
1.7% |
17% |
False |
False |
2,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,180.8 |
|
2.618 |
3,019.2 |
|
1.618 |
2,920.2 |
|
1.000 |
2,859.0 |
|
0.618 |
2,821.2 |
|
HIGH |
2,760.0 |
|
0.618 |
2,722.2 |
|
0.500 |
2,710.5 |
|
0.382 |
2,698.8 |
|
LOW |
2,661.0 |
|
0.618 |
2,599.8 |
|
1.000 |
2,562.0 |
|
1.618 |
2,500.8 |
|
2.618 |
2,401.8 |
|
4.250 |
2,240.3 |
|
|
| Fisher Pivots for day following 28-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,710.5 |
2,712.5 |
| PP |
2,699.7 |
2,701.0 |
| S1 |
2,688.8 |
2,689.5 |
|