| Trading Metrics calculated at close of trading on 14-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2010 |
14-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
2,970.0 |
2,998.0 |
28.0 |
0.9% |
2,979.0 |
| High |
3,002.0 |
3,006.0 |
4.0 |
0.1% |
3,029.0 |
| Low |
2,962.0 |
2,970.0 |
8.0 |
0.3% |
2,974.0 |
| Close |
2,978.0 |
2,988.0 |
10.0 |
0.3% |
3,018.0 |
| Range |
40.0 |
36.0 |
-4.0 |
-10.0% |
55.0 |
| ATR |
45.8 |
45.1 |
-0.7 |
-1.5% |
0.0 |
| Volume |
978,917 |
991,121 |
12,204 |
1.2% |
4,290,998 |
|
| Daily Pivots for day following 14-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,096.0 |
3,078.0 |
3,007.8 |
|
| R3 |
3,060.0 |
3,042.0 |
2,997.9 |
|
| R2 |
3,024.0 |
3,024.0 |
2,994.6 |
|
| R1 |
3,006.0 |
3,006.0 |
2,991.3 |
2,997.0 |
| PP |
2,988.0 |
2,988.0 |
2,988.0 |
2,983.5 |
| S1 |
2,970.0 |
2,970.0 |
2,984.7 |
2,961.0 |
| S2 |
2,952.0 |
2,952.0 |
2,981.4 |
|
| S3 |
2,916.0 |
2,934.0 |
2,978.1 |
|
| S4 |
2,880.0 |
2,898.0 |
2,968.2 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,172.0 |
3,150.0 |
3,048.3 |
|
| R3 |
3,117.0 |
3,095.0 |
3,033.1 |
|
| R2 |
3,062.0 |
3,062.0 |
3,028.1 |
|
| R1 |
3,040.0 |
3,040.0 |
3,023.0 |
3,051.0 |
| PP |
3,007.0 |
3,007.0 |
3,007.0 |
3,012.5 |
| S1 |
2,985.0 |
2,985.0 |
3,013.0 |
2,996.0 |
| S2 |
2,952.0 |
2,952.0 |
3,007.9 |
|
| S3 |
2,897.0 |
2,930.0 |
3,002.9 |
|
| S4 |
2,842.0 |
2,875.0 |
2,987.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,044.0 |
2,957.0 |
87.0 |
2.9% |
43.0 |
1.4% |
36% |
False |
False |
1,051,486 |
| 10 |
3,044.0 |
2,957.0 |
87.0 |
2.9% |
38.7 |
1.3% |
36% |
False |
False |
885,994 |
| 20 |
3,044.0 |
2,853.0 |
191.0 |
6.4% |
40.2 |
1.3% |
71% |
False |
False |
810,664 |
| 40 |
3,044.0 |
2,729.0 |
315.0 |
10.5% |
46.0 |
1.5% |
82% |
False |
False |
420,293 |
| 60 |
3,044.0 |
2,679.0 |
365.0 |
12.2% |
49.5 |
1.7% |
85% |
False |
False |
281,897 |
| 80 |
3,044.0 |
2,679.0 |
365.0 |
12.2% |
49.5 |
1.7% |
85% |
False |
False |
211,576 |
| 100 |
3,044.0 |
2,668.0 |
376.0 |
12.6% |
47.1 |
1.6% |
85% |
False |
False |
170,576 |
| 120 |
3,044.0 |
2,558.0 |
486.0 |
16.3% |
45.4 |
1.5% |
88% |
False |
False |
142,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,159.0 |
|
2.618 |
3,100.2 |
|
1.618 |
3,064.2 |
|
1.000 |
3,042.0 |
|
0.618 |
3,028.2 |
|
HIGH |
3,006.0 |
|
0.618 |
2,992.2 |
|
0.500 |
2,988.0 |
|
0.382 |
2,983.8 |
|
LOW |
2,970.0 |
|
0.618 |
2,947.8 |
|
1.000 |
2,934.0 |
|
1.618 |
2,911.8 |
|
2.618 |
2,875.8 |
|
4.250 |
2,817.0 |
|
|
| Fisher Pivots for day following 14-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,988.0 |
2,988.0 |
| PP |
2,988.0 |
2,988.0 |
| S1 |
2,988.0 |
2,988.0 |
|