| Trading Metrics calculated at close of trading on 20-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2010 |
20-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
2,947.0 |
2,982.0 |
35.0 |
1.2% |
3,040.0 |
| High |
3,003.0 |
2,984.0 |
-19.0 |
-0.6% |
3,044.0 |
| Low |
2,921.0 |
2,901.0 |
-20.0 |
-0.7% |
2,926.0 |
| Close |
2,983.0 |
2,914.0 |
-69.0 |
-2.3% |
2,936.0 |
| Range |
82.0 |
83.0 |
1.0 |
1.2% |
118.0 |
| ATR |
50.2 |
52.5 |
2.3 |
4.7% |
0.0 |
| Volume |
1,276,988 |
1,719,961 |
442,973 |
34.7% |
5,767,079 |
|
| Daily Pivots for day following 20-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,182.0 |
3,131.0 |
2,959.7 |
|
| R3 |
3,099.0 |
3,048.0 |
2,936.8 |
|
| R2 |
3,016.0 |
3,016.0 |
2,929.2 |
|
| R1 |
2,965.0 |
2,965.0 |
2,921.6 |
2,949.0 |
| PP |
2,933.0 |
2,933.0 |
2,933.0 |
2,925.0 |
| S1 |
2,882.0 |
2,882.0 |
2,906.4 |
2,866.0 |
| S2 |
2,850.0 |
2,850.0 |
2,898.8 |
|
| S3 |
2,767.0 |
2,799.0 |
2,891.2 |
|
| S4 |
2,684.0 |
2,716.0 |
2,868.4 |
|
|
| 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 |
3,008.0 |
2,901.0 |
107.0 |
3.7% |
64.6 |
2.2% |
12% |
False |
True |
1,295,940 |
| 10 |
3,044.0 |
2,901.0 |
143.0 |
4.9% |
52.3 |
1.8% |
9% |
False |
True |
1,137,487 |
| 20 |
3,044.0 |
2,858.0 |
186.0 |
6.4% |
45.7 |
1.6% |
30% |
False |
False |
904,384 |
| 40 |
3,044.0 |
2,729.0 |
315.0 |
10.8% |
50.1 |
1.7% |
59% |
False |
False |
532,971 |
| 60 |
3,044.0 |
2,679.0 |
365.0 |
12.5% |
50.9 |
1.7% |
64% |
False |
False |
357,044 |
| 80 |
3,044.0 |
2,679.0 |
365.0 |
12.5% |
51.4 |
1.8% |
64% |
False |
False |
267,932 |
| 100 |
3,044.0 |
2,668.0 |
376.0 |
12.9% |
48.4 |
1.7% |
65% |
False |
False |
215,668 |
| 120 |
3,044.0 |
2,570.0 |
474.0 |
16.3% |
47.1 |
1.6% |
73% |
False |
False |
179,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,336.8 |
|
2.618 |
3,201.3 |
|
1.618 |
3,118.3 |
|
1.000 |
3,067.0 |
|
0.618 |
3,035.3 |
|
HIGH |
2,984.0 |
|
0.618 |
2,952.3 |
|
0.500 |
2,942.5 |
|
0.382 |
2,932.7 |
|
LOW |
2,901.0 |
|
0.618 |
2,849.7 |
|
1.000 |
2,818.0 |
|
1.618 |
2,766.7 |
|
2.618 |
2,683.7 |
|
4.250 |
2,548.3 |
|
|
| Fisher Pivots for day following 20-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,942.5 |
2,954.5 |
| PP |
2,933.0 |
2,941.0 |
| S1 |
2,923.5 |
2,927.5 |
|