| 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 |
10,236.92 |
10,122.04 |
-114.88 |
-1.1% |
10,175.10 |
| High |
10,258.83 |
10,239.34 |
-19.49 |
-0.2% |
10,285.13 |
| Low |
10,055.08 |
10,043.75 |
-11.33 |
-0.1% |
10,043.75 |
| Close |
10,120.46 |
10,067.33 |
-53.13 |
-0.5% |
10,067.33 |
| Range |
203.75 |
195.59 |
-8.16 |
-4.0% |
241.38 |
| ATR |
129.51 |
134.23 |
4.72 |
3.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,703.58 |
10,581.04 |
10,174.90 |
|
| R3 |
10,507.99 |
10,385.45 |
10,121.12 |
|
| R2 |
10,312.40 |
10,312.40 |
10,103.19 |
|
| R1 |
10,189.86 |
10,189.86 |
10,085.26 |
10,153.34 |
| PP |
10,116.81 |
10,116.81 |
10,116.81 |
10,098.54 |
| S1 |
9,994.27 |
9,994.27 |
10,049.40 |
9,957.75 |
| S2 |
9,921.22 |
9,921.22 |
10,031.47 |
|
| S3 |
9,725.63 |
9,798.68 |
10,013.54 |
|
| S4 |
9,530.04 |
9,603.09 |
9,959.76 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,856.21 |
10,703.15 |
10,200.09 |
|
| R3 |
10,614.83 |
10,461.77 |
10,133.71 |
|
| R2 |
10,373.45 |
10,373.45 |
10,111.58 |
|
| R1 |
10,220.39 |
10,220.39 |
10,089.46 |
10,176.23 |
| PP |
10,132.07 |
10,132.07 |
10,132.07 |
10,109.99 |
| S1 |
9,979.01 |
9,979.01 |
10,045.20 |
9,934.85 |
| S2 |
9,890.69 |
9,890.69 |
10,023.08 |
|
| S3 |
9,649.31 |
9,737.63 |
10,000.95 |
|
| S4 |
9,407.93 |
9,496.25 |
9,934.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,285.13 |
10,043.75 |
241.38 |
2.4% |
152.93 |
1.5% |
10% |
False |
True |
|
| 10 |
10,729.89 |
10,043.75 |
686.14 |
6.8% |
172.63 |
1.7% |
3% |
False |
True |
|
| 20 |
10,729.89 |
10,043.75 |
686.14 |
6.8% |
132.29 |
1.3% |
3% |
False |
True |
|
| 40 |
10,729.89 |
10,043.75 |
686.14 |
6.8% |
112.30 |
1.1% |
3% |
False |
True |
|
| 60 |
10,729.89 |
9,703.89 |
1,026.00 |
10.2% |
117.43 |
1.2% |
35% |
False |
False |
|
| 80 |
10,729.89 |
9,601.26 |
1,128.63 |
11.2% |
124.14 |
1.2% |
41% |
False |
False |
|
| 100 |
10,729.89 |
9,430.08 |
1,299.81 |
12.9% |
122.72 |
1.2% |
49% |
False |
False |
|
| 120 |
10,729.89 |
9,116.52 |
1,613.37 |
16.0% |
124.56 |
1.2% |
59% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,070.60 |
|
2.618 |
10,751.39 |
|
1.618 |
10,555.80 |
|
1.000 |
10,434.93 |
|
0.618 |
10,360.21 |
|
HIGH |
10,239.34 |
|
0.618 |
10,164.62 |
|
0.500 |
10,141.55 |
|
0.382 |
10,118.47 |
|
LOW |
10,043.75 |
|
0.618 |
9,922.88 |
|
1.000 |
9,848.16 |
|
1.618 |
9,727.29 |
|
2.618 |
9,531.70 |
|
4.250 |
9,212.49 |
|
|
| Fisher Pivots for day following 29-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
10,141.55 |
10,151.29 |
| PP |
10,116.81 |
10,123.30 |
| S1 |
10,092.07 |
10,095.32 |
|