| Trading Metrics calculated at close of trading on 22-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2010 |
22-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
10,603.91 |
10,389.58 |
-214.33 |
-2.0% |
10,608.37 |
| High |
10,614.94 |
10,389.58 |
-225.36 |
-2.1% |
10,729.89 |
| Low |
10,374.69 |
10,157.64 |
-217.05 |
-2.1% |
10,157.64 |
| Close |
10,389.88 |
10,172.98 |
-216.90 |
-2.1% |
10,172.98 |
| Range |
240.25 |
231.94 |
-8.31 |
-3.5% |
572.25 |
| ATR |
115.57 |
123.91 |
8.33 |
7.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,935.89 |
10,786.37 |
10,300.55 |
|
| R3 |
10,703.95 |
10,554.43 |
10,236.76 |
|
| R2 |
10,472.01 |
10,472.01 |
10,215.50 |
|
| R1 |
10,322.49 |
10,322.49 |
10,194.24 |
10,281.28 |
| PP |
10,240.07 |
10,240.07 |
10,240.07 |
10,219.46 |
| S1 |
10,090.55 |
10,090.55 |
10,151.72 |
10,049.34 |
| S2 |
10,008.13 |
10,008.13 |
10,130.46 |
|
| S3 |
9,776.19 |
9,858.61 |
10,109.20 |
|
| S4 |
9,544.25 |
9,626.67 |
10,045.41 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,070.25 |
11,693.87 |
10,487.72 |
|
| R3 |
11,498.00 |
11,121.62 |
10,330.35 |
|
| R2 |
10,925.75 |
10,925.75 |
10,277.89 |
|
| R1 |
10,549.37 |
10,549.37 |
10,225.44 |
10,451.44 |
| PP |
10,353.50 |
10,353.50 |
10,353.50 |
10,304.54 |
| S1 |
9,977.12 |
9,977.12 |
10,120.52 |
9,879.19 |
| S2 |
9,781.25 |
9,781.25 |
10,068.07 |
|
| S3 |
9,209.00 |
9,404.87 |
10,015.61 |
|
| S4 |
8,636.75 |
8,832.62 |
9,858.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,729.89 |
10,157.64 |
572.25 |
5.6% |
192.32 |
1.9% |
3% |
False |
True |
|
| 10 |
10,729.89 |
10,157.64 |
572.25 |
5.6% |
135.72 |
1.3% |
3% |
False |
True |
|
| 20 |
10,729.89 |
10,157.64 |
572.25 |
5.6% |
106.10 |
1.0% |
3% |
False |
True |
|
| 40 |
10,729.89 |
10,157.64 |
572.25 |
5.6% |
109.05 |
1.1% |
3% |
False |
True |
|
| 60 |
10,729.89 |
9,678.95 |
1,050.94 |
10.3% |
120.06 |
1.2% |
47% |
False |
False |
|
| 80 |
10,729.89 |
9,430.08 |
1,299.81 |
12.8% |
123.50 |
1.2% |
57% |
False |
False |
|
| 100 |
10,729.89 |
9,252.93 |
1,476.96 |
14.5% |
121.71 |
1.2% |
62% |
False |
False |
|
| 120 |
10,729.89 |
9,116.52 |
1,613.37 |
15.9% |
123.21 |
1.2% |
65% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,375.33 |
|
2.618 |
10,996.80 |
|
1.618 |
10,764.86 |
|
1.000 |
10,621.52 |
|
0.618 |
10,532.92 |
|
HIGH |
10,389.58 |
|
0.618 |
10,300.98 |
|
0.500 |
10,273.61 |
|
0.382 |
10,246.24 |
|
LOW |
10,157.64 |
|
0.618 |
10,014.30 |
|
1.000 |
9,925.70 |
|
1.618 |
9,782.36 |
|
2.618 |
9,550.42 |
|
4.250 |
9,171.90 |
|
|
| Fisher Pivots for day following 22-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,273.61 |
10,438.78 |
| PP |
10,240.07 |
10,350.18 |
| S1 |
10,206.52 |
10,261.58 |
|