| Trading Metrics calculated at close of trading on 19-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2010 |
19-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
2,994.0 |
2,947.0 |
-47.0 |
-1.6% |
3,040.0 |
| High |
3,008.0 |
3,003.0 |
-5.0 |
-0.2% |
3,044.0 |
| Low |
2,926.0 |
2,921.0 |
-5.0 |
-0.2% |
2,926.0 |
| Close |
2,936.0 |
2,983.0 |
47.0 |
1.6% |
2,936.0 |
| Range |
82.0 |
82.0 |
0.0 |
0.0% |
118.0 |
| ATR |
47.7 |
50.2 |
2.4 |
5.1% |
0.0 |
| Volume |
1,512,717 |
1,276,988 |
-235,729 |
-15.6% |
5,767,079 |
|
| Daily Pivots for day following 19-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,215.0 |
3,181.0 |
3,028.1 |
|
| R3 |
3,133.0 |
3,099.0 |
3,005.6 |
|
| R2 |
3,051.0 |
3,051.0 |
2,998.0 |
|
| R1 |
3,017.0 |
3,017.0 |
2,990.5 |
3,034.0 |
| PP |
2,969.0 |
2,969.0 |
2,969.0 |
2,977.5 |
| S1 |
2,935.0 |
2,935.0 |
2,975.5 |
2,952.0 |
| S2 |
2,887.0 |
2,887.0 |
2,968.0 |
|
| S3 |
2,805.0 |
2,853.0 |
2,960.5 |
|
| S4 |
2,723.0 |
2,771.0 |
2,937.9 |
|
|
| 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 |
3,019.0 |
2,921.0 |
98.0 |
3.3% |
60.4 |
2.0% |
63% |
False |
True |
1,226,176 |
| 10 |
3,044.0 |
2,921.0 |
123.0 |
4.1% |
46.6 |
1.6% |
50% |
False |
True |
1,046,730 |
| 20 |
3,044.0 |
2,858.0 |
186.0 |
6.2% |
44.7 |
1.5% |
67% |
False |
False |
870,695 |
| 40 |
3,044.0 |
2,729.0 |
315.0 |
10.6% |
48.8 |
1.6% |
81% |
False |
False |
489,984 |
| 60 |
3,044.0 |
2,679.0 |
365.0 |
12.2% |
50.6 |
1.7% |
83% |
False |
False |
328,385 |
| 80 |
3,044.0 |
2,679.0 |
365.0 |
12.2% |
50.8 |
1.7% |
83% |
False |
False |
246,434 |
| 100 |
3,044.0 |
2,668.0 |
376.0 |
12.6% |
47.9 |
1.6% |
84% |
False |
False |
198,470 |
| 120 |
3,044.0 |
2,570.0 |
474.0 |
15.9% |
46.5 |
1.6% |
87% |
False |
False |
165,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,351.5 |
|
2.618 |
3,217.7 |
|
1.618 |
3,135.7 |
|
1.000 |
3,085.0 |
|
0.618 |
3,053.7 |
|
HIGH |
3,003.0 |
|
0.618 |
2,971.7 |
|
0.500 |
2,962.0 |
|
0.382 |
2,952.3 |
|
LOW |
2,921.0 |
|
0.618 |
2,870.3 |
|
1.000 |
2,839.0 |
|
1.618 |
2,788.3 |
|
2.618 |
2,706.3 |
|
4.250 |
2,572.5 |
|
|
| Fisher Pivots for day following 19-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,976.0 |
2,976.8 |
| PP |
2,969.0 |
2,970.7 |
| S1 |
2,962.0 |
2,964.5 |
|