| Trading Metrics calculated at close of trading on 21-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2010 |
21-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
21,526 |
21,120 |
-406 |
-1.9% |
22,525 |
| High |
21,526 |
21,200 |
-326 |
-1.5% |
22,637 |
| Low |
21,110 |
20,635 |
-475 |
-2.3% |
21,488 |
| Close |
21,116 |
20,689 |
-427 |
-2.0% |
21,490 |
| Range |
416 |
565 |
149 |
35.8% |
1,149 |
| ATR |
343 |
359 |
16 |
4.6% |
0 |
| Volume |
490 |
441 |
-49 |
-10.0% |
1,363 |
|
| Daily Pivots for day following 21-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
22,536 |
22,178 |
21,000 |
|
| R3 |
21,971 |
21,613 |
20,844 |
|
| R2 |
21,406 |
21,406 |
20,793 |
|
| R1 |
21,048 |
21,048 |
20,741 |
20,945 |
| PP |
20,841 |
20,841 |
20,841 |
20,790 |
| S1 |
20,483 |
20,483 |
20,637 |
20,380 |
| S2 |
20,276 |
20,276 |
20,585 |
|
| S3 |
19,711 |
19,918 |
20,534 |
|
| S4 |
19,146 |
19,353 |
20,378 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
25,319 |
24,553 |
22,122 |
|
| R3 |
24,170 |
23,404 |
21,806 |
|
| R2 |
23,021 |
23,021 |
21,701 |
|
| R1 |
22,255 |
22,255 |
21,595 |
22,064 |
| PP |
21,872 |
21,872 |
21,872 |
21,776 |
| S1 |
21,106 |
21,106 |
21,385 |
20,915 |
| S2 |
20,723 |
20,723 |
21,279 |
|
| S3 |
19,574 |
19,957 |
21,174 |
|
| S4 |
18,425 |
18,808 |
20,858 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
21,917 |
20,635 |
1,282 |
6.2% |
357 |
1.7% |
4% |
False |
True |
350 |
| 10 |
22,637 |
20,635 |
2,002 |
9.7% |
321 |
1.5% |
3% |
False |
True |
408 |
| 20 |
22,637 |
20,635 |
2,002 |
9.7% |
296 |
1.4% |
3% |
False |
True |
458 |
| 40 |
22,690 |
20,635 |
2,055 |
9.9% |
329 |
1.6% |
3% |
False |
True |
316 |
| 60 |
23,020 |
20,635 |
2,385 |
11.5% |
305 |
1.5% |
2% |
False |
True |
239 |
| 80 |
23,020 |
20,151 |
2,869 |
13.9% |
263 |
1.3% |
19% |
False |
False |
184 |
| 100 |
23,020 |
19,300 |
3,720 |
18.0% |
248 |
1.2% |
37% |
False |
False |
151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
23,601 |
|
2.618 |
22,679 |
|
1.618 |
22,114 |
|
1.000 |
21,765 |
|
0.618 |
21,549 |
|
HIGH |
21,200 |
|
0.618 |
20,984 |
|
0.500 |
20,918 |
|
0.382 |
20,851 |
|
LOW |
20,635 |
|
0.618 |
20,286 |
|
1.000 |
20,070 |
|
1.618 |
19,721 |
|
2.618 |
19,156 |
|
4.250 |
18,234 |
|
|
| Fisher Pivots for day following 21-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
20,918 |
21,098 |
| PP |
20,841 |
20,961 |
| S1 |
20,765 |
20,825 |
|