| Trading Metrics calculated at close of trading on 27-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2010 |
27-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
2,757.0 |
2,797.0 |
40.0 |
1.5% |
2,947.0 |
| High |
2,836.0 |
2,816.0 |
-20.0 |
-0.7% |
3,003.0 |
| Low |
2,752.0 |
2,767.0 |
15.0 |
0.5% |
2,763.0 |
| Close |
2,825.0 |
2,783.0 |
-42.0 |
-1.5% |
2,836.0 |
| Range |
84.0 |
49.0 |
-35.0 |
-41.7% |
240.0 |
| ATR |
61.6 |
61.4 |
-0.3 |
-0.4% |
0.0 |
| Volume |
1,625,687 |
1,612,453 |
-13,234 |
-0.8% |
7,214,701 |
|
| Daily Pivots for day following 27-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,935.7 |
2,908.3 |
2,810.0 |
|
| R3 |
2,886.7 |
2,859.3 |
2,796.5 |
|
| R2 |
2,837.7 |
2,837.7 |
2,792.0 |
|
| R1 |
2,810.3 |
2,810.3 |
2,787.5 |
2,799.5 |
| PP |
2,788.7 |
2,788.7 |
2,788.7 |
2,783.3 |
| S1 |
2,761.3 |
2,761.3 |
2,778.5 |
2,750.5 |
| S2 |
2,739.7 |
2,739.7 |
2,774.0 |
|
| S3 |
2,690.7 |
2,712.3 |
2,769.5 |
|
| S4 |
2,641.7 |
2,663.3 |
2,756.1 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,587.3 |
3,451.7 |
2,968.0 |
|
| R3 |
3,347.3 |
3,211.7 |
2,902.0 |
|
| R2 |
3,107.3 |
3,107.3 |
2,880.0 |
|
| R1 |
2,971.7 |
2,971.7 |
2,858.0 |
2,919.5 |
| PP |
2,867.3 |
2,867.3 |
2,867.3 |
2,841.3 |
| S1 |
2,731.7 |
2,731.7 |
2,814.0 |
2,679.5 |
| S2 |
2,627.3 |
2,627.3 |
2,792.0 |
|
| S3 |
2,387.3 |
2,491.7 |
2,770.0 |
|
| S4 |
2,147.3 |
2,251.7 |
2,704.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,947.0 |
2,752.0 |
195.0 |
7.0% |
80.8 |
2.9% |
16% |
False |
False |
1,782,135 |
| 10 |
3,008.0 |
2,752.0 |
256.0 |
9.2% |
72.7 |
2.6% |
12% |
False |
False |
1,539,037 |
| 20 |
3,044.0 |
2,752.0 |
292.0 |
10.5% |
54.1 |
1.9% |
11% |
False |
False |
1,146,369 |
| 40 |
3,044.0 |
2,729.0 |
315.0 |
11.3% |
54.7 |
2.0% |
17% |
False |
False |
755,557 |
| 60 |
3,044.0 |
2,679.0 |
365.0 |
13.1% |
52.5 |
1.9% |
28% |
False |
False |
505,523 |
| 80 |
3,044.0 |
2,679.0 |
365.0 |
13.1% |
52.6 |
1.9% |
28% |
False |
False |
379,292 |
| 100 |
3,044.0 |
2,679.0 |
365.0 |
13.1% |
50.6 |
1.8% |
28% |
False |
False |
304,768 |
| 120 |
3,044.0 |
2,570.0 |
474.0 |
17.0% |
49.1 |
1.8% |
45% |
False |
False |
254,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,024.3 |
|
2.618 |
2,944.3 |
|
1.618 |
2,895.3 |
|
1.000 |
2,865.0 |
|
0.618 |
2,846.3 |
|
HIGH |
2,816.0 |
|
0.618 |
2,797.3 |
|
0.500 |
2,791.5 |
|
0.382 |
2,785.7 |
|
LOW |
2,767.0 |
|
0.618 |
2,736.7 |
|
1.000 |
2,718.0 |
|
1.618 |
2,687.7 |
|
2.618 |
2,638.7 |
|
4.250 |
2,558.8 |
|
|
| Fisher Pivots for day following 27-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,791.5 |
2,797.0 |
| PP |
2,788.7 |
2,792.3 |
| S1 |
2,785.8 |
2,787.7 |
|