| 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 |
21,950 |
21,840 |
-110 |
-0.5% |
21,794 |
| High |
22,004 |
21,917 |
-87 |
-0.4% |
22,485 |
| Low |
21,640 |
21,590 |
-50 |
-0.2% |
21,650 |
| Close |
21,720 |
21,590 |
-130 |
-0.6% |
22,235 |
| Range |
364 |
327 |
-37 |
-10.2% |
835 |
| ATR |
353 |
351 |
-2 |
-0.5% |
0 |
| Volume |
407 |
242 |
-165 |
-40.5% |
3,114 |
|
| Daily Pivots for day following 14-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,680 |
22,462 |
21,770 |
|
| R3 |
22,353 |
22,135 |
21,680 |
|
| R2 |
22,026 |
22,026 |
21,650 |
|
| R1 |
21,808 |
21,808 |
21,620 |
21,754 |
| PP |
21,699 |
21,699 |
21,699 |
21,672 |
| S1 |
21,481 |
21,481 |
21,560 |
21,427 |
| S2 |
21,372 |
21,372 |
21,530 |
|
| S3 |
21,045 |
21,154 |
21,500 |
|
| S4 |
20,718 |
20,827 |
21,410 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
24,628 |
24,267 |
22,694 |
|
| R3 |
23,793 |
23,432 |
22,465 |
|
| R2 |
22,958 |
22,958 |
22,388 |
|
| R1 |
22,597 |
22,597 |
22,312 |
22,778 |
| PP |
22,123 |
22,123 |
22,123 |
22,214 |
| S1 |
21,762 |
21,762 |
22,158 |
21,943 |
| S2 |
21,288 |
21,288 |
22,082 |
|
| S3 |
20,453 |
20,927 |
22,005 |
|
| S4 |
19,618 |
20,092 |
21,776 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
22,637 |
21,590 |
1,047 |
4.8% |
283 |
1.3% |
0% |
False |
True |
432 |
| 10 |
22,637 |
21,550 |
1,087 |
5.0% |
294 |
1.4% |
4% |
False |
False |
538 |
| 20 |
22,637 |
20,704 |
1,933 |
9.0% |
294 |
1.4% |
46% |
False |
False |
439 |
| 40 |
23,020 |
20,704 |
2,316 |
10.7% |
321 |
1.5% |
38% |
False |
False |
291 |
| 60 |
23,020 |
20,704 |
2,316 |
10.7% |
291 |
1.3% |
38% |
False |
False |
217 |
| 80 |
23,020 |
20,151 |
2,869 |
13.3% |
253 |
1.2% |
50% |
False |
False |
167 |
| 100 |
23,020 |
19,300 |
3,720 |
17.2% |
234 |
1.1% |
62% |
False |
False |
136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
23,307 |
|
2.618 |
22,773 |
|
1.618 |
22,446 |
|
1.000 |
22,244 |
|
0.618 |
22,119 |
|
HIGH |
21,917 |
|
0.618 |
21,792 |
|
0.500 |
21,754 |
|
0.382 |
21,715 |
|
LOW |
21,590 |
|
0.618 |
21,388 |
|
1.000 |
21,263 |
|
1.618 |
21,061 |
|
2.618 |
20,734 |
|
4.250 |
20,200 |
|
|
| Fisher Pivots for day following 14-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
21,754 |
22,006 |
| PP |
21,699 |
21,867 |
| S1 |
21,645 |
21,729 |
|