| Trading Metrics calculated at close of trading on 29-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2010 |
29-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
2,753.0 |
2,674.0 |
-79.0 |
-2.9% |
2,719.0 |
| High |
2,760.0 |
2,724.0 |
-36.0 |
-1.3% |
2,772.0 |
| Low |
2,661.0 |
2,655.0 |
-6.0 |
-0.2% |
2,655.0 |
| Close |
2,678.0 |
2,703.0 |
25.0 |
0.9% |
2,703.0 |
| Range |
99.0 |
69.0 |
-30.0 |
-30.3% |
117.0 |
| ATR |
58.4 |
59.1 |
0.8 |
1.3% |
0.0 |
| Volume |
4,589 |
1,629 |
-2,960 |
-64.5% |
7,653 |
|
| Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,901.0 |
2,871.0 |
2,741.0 |
|
| R3 |
2,832.0 |
2,802.0 |
2,722.0 |
|
| R2 |
2,763.0 |
2,763.0 |
2,715.7 |
|
| R1 |
2,733.0 |
2,733.0 |
2,709.3 |
2,748.0 |
| PP |
2,694.0 |
2,694.0 |
2,694.0 |
2,701.5 |
| S1 |
2,664.0 |
2,664.0 |
2,696.7 |
2,679.0 |
| S2 |
2,625.0 |
2,625.0 |
2,690.4 |
|
| S3 |
2,556.0 |
2,595.0 |
2,684.0 |
|
| S4 |
2,487.0 |
2,526.0 |
2,665.1 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,061.0 |
2,999.0 |
2,767.4 |
|
| R3 |
2,944.0 |
2,882.0 |
2,735.2 |
|
| R2 |
2,827.0 |
2,827.0 |
2,724.5 |
|
| R1 |
2,765.0 |
2,765.0 |
2,713.7 |
2,737.5 |
| PP |
2,710.0 |
2,710.0 |
2,710.0 |
2,696.3 |
| S1 |
2,648.0 |
2,648.0 |
2,692.3 |
2,620.5 |
| S2 |
2,593.0 |
2,593.0 |
2,681.6 |
|
| S3 |
2,476.0 |
2,531.0 |
2,670.8 |
|
| S4 |
2,359.0 |
2,414.0 |
2,638.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,772.0 |
2,655.0 |
117.0 |
4.3% |
67.6 |
2.5% |
41% |
False |
True |
1,530 |
| 10 |
2,934.0 |
2,655.0 |
279.0 |
10.3% |
71.5 |
2.6% |
17% |
False |
True |
2,250 |
| 20 |
2,975.0 |
2,655.0 |
320.0 |
11.8% |
54.1 |
2.0% |
15% |
False |
True |
1,897 |
| 40 |
2,975.0 |
2,655.0 |
320.0 |
11.8% |
46.8 |
1.7% |
15% |
False |
True |
4,073 |
| 60 |
2,975.0 |
2,617.0 |
358.0 |
13.2% |
44.2 |
1.6% |
24% |
False |
False |
2,937 |
| 80 |
2,975.0 |
2,617.0 |
358.0 |
13.2% |
46.6 |
1.7% |
24% |
False |
False |
2,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,017.3 |
|
2.618 |
2,904.6 |
|
1.618 |
2,835.6 |
|
1.000 |
2,793.0 |
|
0.618 |
2,766.6 |
|
HIGH |
2,724.0 |
|
0.618 |
2,697.6 |
|
0.500 |
2,689.5 |
|
0.382 |
2,681.4 |
|
LOW |
2,655.0 |
|
0.618 |
2,612.4 |
|
1.000 |
2,586.0 |
|
1.618 |
2,543.4 |
|
2.618 |
2,474.4 |
|
4.250 |
2,361.8 |
|
|
| Fisher Pivots for day following 29-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,698.5 |
2,707.5 |
| PP |
2,694.0 |
2,706.0 |
| S1 |
2,689.5 |
2,704.5 |
|