| Trading Metrics calculated at close of trading on 21-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2010 |
21-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
4,880.0 |
4,803.0 |
-77.0 |
-1.6% |
4,934.0 |
| High |
4,892.0 |
4,830.0 |
-62.0 |
-1.3% |
4,946.0 |
| Low |
4,833.0 |
4,797.0 |
-36.0 |
-0.7% |
4,837.0 |
| Close |
4,837.0 |
4,801.0 |
-36.0 |
-0.7% |
4,870.0 |
| Range |
59.0 |
33.0 |
-26.0 |
-44.1% |
109.0 |
| ATR |
56.1 |
54.9 |
-1.1 |
-2.0% |
0.0 |
| Volume |
31,695 |
29,396 |
-2,299 |
-7.3% |
102,984 |
|
| Daily Pivots for day following 21-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,908.3 |
4,887.7 |
4,819.2 |
|
| R3 |
4,875.3 |
4,854.7 |
4,810.1 |
|
| R2 |
4,842.3 |
4,842.3 |
4,807.1 |
|
| R1 |
4,821.7 |
4,821.7 |
4,804.0 |
4,815.5 |
| PP |
4,809.3 |
4,809.3 |
4,809.3 |
4,806.3 |
| S1 |
4,788.7 |
4,788.7 |
4,798.0 |
4,782.5 |
| S2 |
4,776.3 |
4,776.3 |
4,795.0 |
|
| S3 |
4,743.3 |
4,755.7 |
4,791.9 |
|
| S4 |
4,710.3 |
4,722.7 |
4,782.9 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,211.3 |
5,149.7 |
4,930.0 |
|
| R3 |
5,102.3 |
5,040.7 |
4,900.0 |
|
| R2 |
4,993.3 |
4,993.3 |
4,890.0 |
|
| R1 |
4,931.7 |
4,931.7 |
4,880.0 |
4,908.0 |
| PP |
4,884.3 |
4,884.3 |
4,884.3 |
4,872.5 |
| S1 |
4,822.7 |
4,822.7 |
4,860.0 |
4,799.0 |
| S2 |
4,775.3 |
4,775.3 |
4,850.0 |
|
| S3 |
4,666.3 |
4,713.7 |
4,840.0 |
|
| S4 |
4,557.3 |
4,604.7 |
4,810.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,911.0 |
4,797.0 |
114.0 |
2.4% |
56.6 |
1.2% |
4% |
False |
True |
30,086 |
| 10 |
4,946.0 |
4,797.0 |
149.0 |
3.1% |
46.0 |
1.0% |
3% |
False |
True |
23,983 |
| 20 |
4,946.0 |
4,647.0 |
299.0 |
6.2% |
44.9 |
0.9% |
52% |
False |
False |
19,801 |
| 40 |
4,946.0 |
4,567.0 |
379.0 |
7.9% |
42.5 |
0.9% |
62% |
False |
False |
17,472 |
| 60 |
4,946.0 |
4,506.0 |
440.0 |
9.2% |
34.3 |
0.7% |
67% |
False |
False |
11,658 |
| 80 |
4,946.0 |
4,506.0 |
440.0 |
9.2% |
28.5 |
0.6% |
67% |
False |
False |
8,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,970.3 |
|
2.618 |
4,916.4 |
|
1.618 |
4,883.4 |
|
1.000 |
4,863.0 |
|
0.618 |
4,850.4 |
|
HIGH |
4,830.0 |
|
0.618 |
4,817.4 |
|
0.500 |
4,813.5 |
|
0.382 |
4,809.6 |
|
LOW |
4,797.0 |
|
0.618 |
4,776.6 |
|
1.000 |
4,764.0 |
|
1.618 |
4,743.6 |
|
2.618 |
4,710.6 |
|
4.250 |
4,656.8 |
|
|
| Fisher Pivots for day following 21-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4,813.5 |
4,854.0 |
| PP |
4,809.3 |
4,836.3 |
| S1 |
4,805.2 |
4,818.7 |
|