| Trading Metrics calculated at close of trading on 28-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2010 |
28-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
20,070 |
20,118 |
48 |
0.2% |
21,409 |
| High |
20,262 |
20,357 |
95 |
0.5% |
21,560 |
| Low |
19,847 |
20,083 |
236 |
1.2% |
20,145 |
| Close |
19,917 |
20,180 |
263 |
1.3% |
20,610 |
| Range |
415 |
274 |
-141 |
-34.0% |
1,415 |
| ATR |
383 |
387 |
4 |
1.1% |
0 |
| Volume |
1,089 |
756 |
-333 |
-30.6% |
2,038 |
|
| Daily Pivots for day following 28-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,029 |
20,878 |
20,331 |
|
| R3 |
20,755 |
20,604 |
20,255 |
|
| R2 |
20,481 |
20,481 |
20,230 |
|
| R1 |
20,330 |
20,330 |
20,205 |
20,406 |
| PP |
20,207 |
20,207 |
20,207 |
20,244 |
| S1 |
20,056 |
20,056 |
20,155 |
20,132 |
| S2 |
19,933 |
19,933 |
20,130 |
|
| S3 |
19,659 |
19,782 |
20,105 |
|
| S4 |
19,385 |
19,508 |
20,029 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
25,017 |
24,228 |
21,388 |
|
| R3 |
23,602 |
22,813 |
20,999 |
|
| R2 |
22,187 |
22,187 |
20,869 |
|
| R1 |
21,398 |
21,398 |
20,740 |
21,085 |
| PP |
20,772 |
20,772 |
20,772 |
20,615 |
| S1 |
19,983 |
19,983 |
20,480 |
19,670 |
| S2 |
19,357 |
19,357 |
20,351 |
|
| S3 |
17,942 |
18,568 |
20,221 |
|
| S4 |
16,527 |
17,153 |
19,832 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
20,639 |
19,847 |
792 |
3.9% |
378 |
1.9% |
42% |
False |
False |
832 |
| 10 |
21,917 |
19,847 |
2,070 |
10.3% |
368 |
1.8% |
16% |
False |
False |
591 |
| 20 |
22,637 |
19,847 |
2,790 |
13.8% |
328 |
1.6% |
12% |
False |
False |
564 |
| 40 |
22,637 |
19,847 |
2,790 |
13.8% |
321 |
1.6% |
12% |
False |
False |
398 |
| 60 |
23,020 |
19,847 |
3,173 |
15.7% |
313 |
1.6% |
10% |
False |
False |
302 |
| 80 |
23,020 |
19,847 |
3,173 |
15.7% |
277 |
1.4% |
10% |
False |
False |
235 |
| 100 |
23,020 |
19,601 |
3,419 |
16.9% |
264 |
1.3% |
17% |
False |
False |
192 |
| 120 |
23,020 |
19,300 |
3,720 |
18.4% |
241 |
1.2% |
24% |
False |
False |
163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,522 |
|
2.618 |
21,074 |
|
1.618 |
20,800 |
|
1.000 |
20,631 |
|
0.618 |
20,526 |
|
HIGH |
20,357 |
|
0.618 |
20,252 |
|
0.500 |
20,220 |
|
0.382 |
20,188 |
|
LOW |
20,083 |
|
0.618 |
19,914 |
|
1.000 |
19,809 |
|
1.618 |
19,640 |
|
2.618 |
19,366 |
|
4.250 |
18,919 |
|
|
| Fisher Pivots for day following 28-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
20,220 |
20,170 |
| PP |
20,207 |
20,160 |
| S1 |
20,193 |
20,150 |
|