| Trading Metrics calculated at close of trading on 15-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2010 |
15-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
2,998.0 |
2,994.0 |
-4.0 |
-0.1% |
3,040.0 |
| High |
3,006.0 |
3,008.0 |
2.0 |
0.1% |
3,044.0 |
| Low |
2,970.0 |
2,926.0 |
-44.0 |
-1.5% |
2,926.0 |
| Close |
2,988.0 |
2,936.0 |
-52.0 |
-1.7% |
2,936.0 |
| Range |
36.0 |
82.0 |
46.0 |
127.8% |
118.0 |
| ATR |
45.1 |
47.7 |
2.6 |
5.8% |
0.0 |
| Volume |
991,121 |
1,512,717 |
521,596 |
52.6% |
5,767,079 |
|
| Daily Pivots for day following 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,202.7 |
3,151.3 |
2,981.1 |
|
| R3 |
3,120.7 |
3,069.3 |
2,958.6 |
|
| R2 |
3,038.7 |
3,038.7 |
2,951.0 |
|
| R1 |
2,987.3 |
2,987.3 |
2,943.5 |
2,972.0 |
| PP |
2,956.7 |
2,956.7 |
2,956.7 |
2,949.0 |
| S1 |
2,905.3 |
2,905.3 |
2,928.5 |
2,890.0 |
| S2 |
2,874.7 |
2,874.7 |
2,921.0 |
|
| S3 |
2,792.7 |
2,823.3 |
2,913.5 |
|
| S4 |
2,710.7 |
2,741.3 |
2,890.9 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,322.7 |
3,247.3 |
3,000.9 |
|
| R3 |
3,204.7 |
3,129.3 |
2,968.5 |
|
| R2 |
3,086.7 |
3,086.7 |
2,957.6 |
|
| R1 |
3,011.3 |
3,011.3 |
2,946.8 |
2,990.0 |
| PP |
2,968.7 |
2,968.7 |
2,968.7 |
2,958.0 |
| S1 |
2,893.3 |
2,893.3 |
2,925.2 |
2,872.0 |
| S2 |
2,850.7 |
2,850.7 |
2,914.4 |
|
| S3 |
2,732.7 |
2,775.3 |
2,903.6 |
|
| S4 |
2,614.7 |
2,657.3 |
2,871.1 |
|
|
| 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 |
2,926.0 |
118.0 |
4.0% |
52.0 |
1.8% |
8% |
False |
True |
1,153,415 |
| 10 |
3,044.0 |
2,926.0 |
118.0 |
4.0% |
43.7 |
1.5% |
8% |
False |
True |
1,005,807 |
| 20 |
3,044.0 |
2,853.0 |
191.0 |
6.5% |
42.7 |
1.5% |
43% |
False |
False |
860,128 |
| 40 |
3,044.0 |
2,729.0 |
315.0 |
10.7% |
47.3 |
1.6% |
66% |
False |
False |
458,068 |
| 60 |
3,044.0 |
2,679.0 |
365.0 |
12.4% |
50.2 |
1.7% |
70% |
False |
False |
307,106 |
| 80 |
3,044.0 |
2,679.0 |
365.0 |
12.4% |
50.1 |
1.7% |
70% |
False |
False |
230,474 |
| 100 |
3,044.0 |
2,668.0 |
376.0 |
12.8% |
47.7 |
1.6% |
71% |
False |
False |
185,703 |
| 120 |
3,044.0 |
2,558.0 |
486.0 |
16.6% |
46.1 |
1.6% |
78% |
False |
False |
154,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,356.5 |
|
2.618 |
3,222.7 |
|
1.618 |
3,140.7 |
|
1.000 |
3,090.0 |
|
0.618 |
3,058.7 |
|
HIGH |
3,008.0 |
|
0.618 |
2,976.7 |
|
0.500 |
2,967.0 |
|
0.382 |
2,957.3 |
|
LOW |
2,926.0 |
|
0.618 |
2,875.3 |
|
1.000 |
2,844.0 |
|
1.618 |
2,793.3 |
|
2.618 |
2,711.3 |
|
4.250 |
2,577.5 |
|
|
| Fisher Pivots for day following 15-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,967.0 |
2,967.0 |
| PP |
2,956.7 |
2,956.7 |
| S1 |
2,946.3 |
2,946.3 |
|