| 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 |
1,867.75 |
1,841.25 |
-26.50 |
-1.4% |
1,861.75 |
| High |
1,883.50 |
1,849.25 |
-34.25 |
-1.8% |
1,895.75 |
| Low |
1,838.75 |
1,789.50 |
-49.25 |
-2.7% |
1,789.50 |
| Close |
1,841.00 |
1,797.75 |
-43.25 |
-2.3% |
1,797.75 |
| Range |
44.75 |
59.75 |
15.00 |
33.5% |
106.25 |
| ATR |
28.82 |
31.03 |
2.21 |
7.7% |
0.00 |
| Volume |
403,528 |
501,308 |
97,780 |
24.2% |
1,582,927 |
|
| Daily Pivots for day following 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,991.50 |
1,954.25 |
1,830.50 |
|
| R3 |
1,931.75 |
1,894.50 |
1,814.25 |
|
| R2 |
1,872.00 |
1,872.00 |
1,808.75 |
|
| R1 |
1,834.75 |
1,834.75 |
1,803.25 |
1,823.50 |
| PP |
1,812.25 |
1,812.25 |
1,812.25 |
1,806.50 |
| S1 |
1,775.00 |
1,775.00 |
1,792.25 |
1,763.75 |
| S2 |
1,752.50 |
1,752.50 |
1,786.75 |
|
| S3 |
1,692.75 |
1,715.25 |
1,781.25 |
|
| S4 |
1,633.00 |
1,655.50 |
1,765.00 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,146.50 |
2,078.25 |
1,856.25 |
|
| R3 |
2,040.25 |
1,972.00 |
1,827.00 |
|
| R2 |
1,934.00 |
1,934.00 |
1,817.25 |
|
| R1 |
1,865.75 |
1,865.75 |
1,807.50 |
1,846.75 |
| PP |
1,827.75 |
1,827.75 |
1,827.75 |
1,818.00 |
| S1 |
1,759.50 |
1,759.50 |
1,788.00 |
1,740.50 |
| S2 |
1,721.50 |
1,721.50 |
1,778.25 |
|
| S3 |
1,615.25 |
1,653.25 |
1,768.50 |
|
| S4 |
1,509.00 |
1,547.00 |
1,739.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,895.75 |
1,789.50 |
106.25 |
5.9% |
45.75 |
2.5% |
8% |
False |
True |
357,793 |
| 10 |
1,900.00 |
1,789.50 |
110.50 |
6.1% |
36.50 |
2.0% |
7% |
False |
True |
318,773 |
| 20 |
1,900.00 |
1,789.50 |
110.50 |
6.1% |
27.25 |
1.5% |
7% |
False |
True |
234,788 |
| 40 |
1,900.00 |
1,719.75 |
180.25 |
10.0% |
27.75 |
1.5% |
43% |
False |
False |
168,928 |
| 60 |
1,900.00 |
1,648.50 |
251.50 |
14.0% |
28.75 |
1.6% |
59% |
False |
False |
112,765 |
| 80 |
1,900.00 |
1,648.25 |
251.75 |
14.0% |
28.50 |
1.6% |
59% |
False |
False |
84,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,103.25 |
|
2.618 |
2,005.75 |
|
1.618 |
1,946.00 |
|
1.000 |
1,909.00 |
|
0.618 |
1,886.25 |
|
HIGH |
1,849.25 |
|
0.618 |
1,826.50 |
|
0.500 |
1,819.50 |
|
0.382 |
1,812.25 |
|
LOW |
1,789.50 |
|
0.618 |
1,752.50 |
|
1.000 |
1,729.75 |
|
1.618 |
1,692.75 |
|
2.618 |
1,633.00 |
|
4.250 |
1,535.50 |
|
|
| Fisher Pivots for day following 22-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,819.50 |
1,841.00 |
| PP |
1,812.25 |
1,826.50 |
| S1 |
1,805.00 |
1,812.00 |
|