| 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 |
1,100.4 |
1,100.7 |
0.3 |
0.0% |
1,142.1 |
| High |
1,105.0 |
1,103.1 |
-1.9 |
-0.2% |
1,143.4 |
| Low |
1,087.5 |
1,085.8 |
-1.7 |
-0.2% |
1,084.0 |
| Close |
1,100.4 |
1,086.6 |
-13.8 |
-1.3% |
1,091.7 |
| Range |
17.5 |
17.3 |
-0.2 |
-1.1% |
59.4 |
| ATR |
20.4 |
20.2 |
-0.2 |
-1.1% |
0.0 |
| Volume |
1,949 |
2,773 |
824 |
42.3% |
17,021 |
|
| Daily Pivots for day following 27-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,143.7 |
1,132.5 |
1,096.1 |
|
| R3 |
1,126.4 |
1,115.2 |
1,091.4 |
|
| R2 |
1,109.1 |
1,109.1 |
1,089.8 |
|
| R1 |
1,097.9 |
1,097.9 |
1,088.2 |
1,094.9 |
| PP |
1,091.8 |
1,091.8 |
1,091.8 |
1,090.3 |
| S1 |
1,080.6 |
1,080.6 |
1,085.0 |
1,077.6 |
| S2 |
1,074.5 |
1,074.5 |
1,083.4 |
|
| S3 |
1,057.2 |
1,063.3 |
1,081.8 |
|
| S4 |
1,039.9 |
1,046.0 |
1,077.1 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,284.6 |
1,247.5 |
1,124.4 |
|
| R3 |
1,225.2 |
1,188.1 |
1,108.0 |
|
| R2 |
1,165.8 |
1,165.8 |
1,102.6 |
|
| R1 |
1,128.7 |
1,128.7 |
1,097.1 |
1,117.6 |
| PP |
1,106.4 |
1,106.4 |
1,106.4 |
1,100.8 |
| S1 |
1,069.3 |
1,069.3 |
1,086.3 |
1,058.2 |
| S2 |
1,047.0 |
1,047.0 |
1,080.8 |
|
| S3 |
987.6 |
1,009.9 |
1,075.4 |
|
| S4 |
928.2 |
950.5 |
1,059.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,118.8 |
1,084.0 |
34.8 |
3.2% |
17.9 |
1.7% |
7% |
False |
False |
3,031 |
| 10 |
1,148.1 |
1,084.0 |
64.1 |
5.9% |
18.7 |
1.7% |
4% |
False |
False |
4,212 |
| 20 |
1,164.1 |
1,084.0 |
80.1 |
7.4% |
18.1 |
1.7% |
3% |
False |
False |
3,583 |
| 40 |
1,230.0 |
1,077.5 |
152.5 |
14.0% |
21.7 |
2.0% |
6% |
False |
False |
3,145 |
| 60 |
1,230.0 |
1,039.1 |
190.9 |
17.6% |
20.4 |
1.9% |
25% |
False |
False |
2,798 |
| 80 |
1,230.0 |
993.8 |
236.2 |
21.7% |
18.8 |
1.7% |
39% |
False |
False |
2,281 |
| 100 |
1,230.0 |
980.0 |
250.0 |
23.0% |
17.4 |
1.6% |
43% |
False |
False |
1,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,176.6 |
|
2.618 |
1,148.4 |
|
1.618 |
1,131.1 |
|
1.000 |
1,120.4 |
|
0.618 |
1,113.8 |
|
HIGH |
1,103.1 |
|
0.618 |
1,096.5 |
|
0.500 |
1,094.5 |
|
0.382 |
1,092.4 |
|
LOW |
1,085.8 |
|
0.618 |
1,075.1 |
|
1.000 |
1,068.5 |
|
1.618 |
1,057.8 |
|
2.618 |
1,040.5 |
|
4.250 |
1,012.3 |
|
|
| Fisher Pivots for day following 27-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,094.5 |
1,095.4 |
| PP |
1,091.8 |
1,092.5 |
| S1 |
1,089.2 |
1,089.5 |
|