| Trading Metrics calculated at close of trading on 13-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2010 |
13-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
4,930.0 |
4,854.0 |
-76.0 |
-1.5% |
4,862.0 |
| High |
4,935.0 |
4,865.0 |
-70.0 |
-1.4% |
4,942.0 |
| Low |
4,879.0 |
4,837.0 |
-42.0 |
-0.9% |
4,852.0 |
| Close |
4,891.0 |
4,852.0 |
-39.0 |
-0.8% |
4,895.0 |
| Range |
56.0 |
28.0 |
-28.0 |
-50.0% |
90.0 |
| ATR |
53.7 |
53.7 |
0.0 |
0.0% |
0.0 |
| Volume |
22,053 |
19,661 |
-2,392 |
-10.8% |
90,028 |
|
| Daily Pivots for day following 13-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,935.3 |
4,921.7 |
4,867.4 |
|
| R3 |
4,907.3 |
4,893.7 |
4,859.7 |
|
| R2 |
4,879.3 |
4,879.3 |
4,857.1 |
|
| R1 |
4,865.7 |
4,865.7 |
4,854.6 |
4,858.5 |
| PP |
4,851.3 |
4,851.3 |
4,851.3 |
4,847.8 |
| S1 |
4,837.7 |
4,837.7 |
4,849.4 |
4,830.5 |
| S2 |
4,823.3 |
4,823.3 |
4,846.9 |
|
| S3 |
4,795.3 |
4,809.7 |
4,844.3 |
|
| S4 |
4,767.3 |
4,781.7 |
4,836.6 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,166.3 |
5,120.7 |
4,944.5 |
|
| R3 |
5,076.3 |
5,030.7 |
4,919.8 |
|
| R2 |
4,986.3 |
4,986.3 |
4,911.5 |
|
| R1 |
4,940.7 |
4,940.7 |
4,903.3 |
4,963.5 |
| PP |
4,896.3 |
4,896.3 |
4,896.3 |
4,907.8 |
| S1 |
4,850.7 |
4,850.7 |
4,886.8 |
4,873.5 |
| S2 |
4,806.3 |
4,806.3 |
4,878.5 |
|
| S3 |
4,716.3 |
4,760.7 |
4,870.3 |
|
| S4 |
4,626.3 |
4,670.7 |
4,845.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,946.0 |
4,837.0 |
109.0 |
2.2% |
39.2 |
0.8% |
14% |
False |
True |
17,434 |
| 10 |
4,946.0 |
4,827.0 |
119.0 |
2.5% |
37.8 |
0.8% |
21% |
False |
False |
16,844 |
| 20 |
4,946.0 |
4,589.0 |
357.0 |
7.4% |
47.5 |
1.0% |
74% |
False |
False |
24,944 |
| 40 |
4,946.0 |
4,567.0 |
379.0 |
7.8% |
37.5 |
0.8% |
75% |
False |
False |
13,248 |
| 60 |
4,946.0 |
4,506.0 |
440.0 |
9.1% |
30.7 |
0.6% |
79% |
False |
False |
8,847 |
| 80 |
4,946.0 |
4,506.0 |
440.0 |
9.1% |
24.7 |
0.5% |
79% |
False |
False |
6,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,984.0 |
|
2.618 |
4,938.3 |
|
1.618 |
4,910.3 |
|
1.000 |
4,893.0 |
|
0.618 |
4,882.3 |
|
HIGH |
4,865.0 |
|
0.618 |
4,854.3 |
|
0.500 |
4,851.0 |
|
0.382 |
4,847.7 |
|
LOW |
4,837.0 |
|
0.618 |
4,819.7 |
|
1.000 |
4,809.0 |
|
1.618 |
4,791.7 |
|
2.618 |
4,763.7 |
|
4.250 |
4,718.0 |
|
|
| Fisher Pivots for day following 13-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4,851.7 |
4,891.5 |
| PP |
4,851.3 |
4,878.3 |
| S1 |
4,851.0 |
4,865.2 |
|