| Trading Metrics calculated at close of trading on 15-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2010 |
15-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1,138.3 |
1,143.6 |
5.3 |
0.5% |
1,138.9 |
| High |
1,148.0 |
1,147.0 |
-1.0 |
-0.1% |
1,166.7 |
| Low |
1,132.0 |
1,127.7 |
-4.3 |
-0.4% |
1,119.8 |
| Close |
1,144.3 |
1,131.8 |
-12.5 |
-1.1% |
1,131.8 |
| Range |
16.0 |
19.3 |
3.3 |
20.6% |
46.9 |
| ATR |
21.7 |
21.6 |
-0.2 |
-0.8% |
0.0 |
| Volume |
27,197 |
28,781 |
1,584 |
5.8% |
123,055 |
|
| Daily Pivots for day following 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,193.4 |
1,181.9 |
1,142.4 |
|
| R3 |
1,174.1 |
1,162.6 |
1,137.1 |
|
| R2 |
1,154.8 |
1,154.8 |
1,135.3 |
|
| R1 |
1,143.3 |
1,143.3 |
1,133.6 |
1,139.4 |
| PP |
1,135.5 |
1,135.5 |
1,135.5 |
1,133.6 |
| S1 |
1,124.0 |
1,124.0 |
1,130.0 |
1,120.1 |
| S2 |
1,116.2 |
1,116.2 |
1,128.3 |
|
| S3 |
1,096.9 |
1,104.7 |
1,126.5 |
|
| S4 |
1,077.6 |
1,085.4 |
1,121.2 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,280.1 |
1,252.9 |
1,157.6 |
|
| R3 |
1,233.2 |
1,206.0 |
1,144.7 |
|
| R2 |
1,186.3 |
1,186.3 |
1,140.4 |
|
| R1 |
1,159.1 |
1,159.1 |
1,136.1 |
1,149.3 |
| PP |
1,139.4 |
1,139.4 |
1,139.4 |
1,134.5 |
| S1 |
1,112.2 |
1,112.2 |
1,127.5 |
1,102.4 |
| S2 |
1,092.5 |
1,092.5 |
1,123.2 |
|
| S3 |
1,045.6 |
1,065.3 |
1,118.9 |
|
| S4 |
998.7 |
1,018.4 |
1,106.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,166.7 |
1,119.8 |
46.9 |
4.1% |
23.5 |
2.1% |
26% |
False |
False |
24,611 |
| 10 |
1,166.7 |
1,095.4 |
71.3 |
6.3% |
21.5 |
1.9% |
51% |
False |
False |
17,270 |
| 20 |
1,166.7 |
1,076.5 |
90.2 |
8.0% |
20.7 |
1.8% |
61% |
False |
False |
10,934 |
| 40 |
1,229.0 |
1,076.5 |
152.5 |
13.5% |
23.7 |
2.1% |
36% |
False |
False |
7,644 |
| 60 |
1,229.0 |
1,029.0 |
200.0 |
17.7% |
21.2 |
1.9% |
51% |
False |
False |
5,716 |
| 80 |
1,229.0 |
989.3 |
239.7 |
21.2% |
19.8 |
1.7% |
59% |
False |
False |
4,659 |
| 100 |
1,229.0 |
944.0 |
285.0 |
25.2% |
18.6 |
1.6% |
66% |
False |
False |
3,947 |
| 120 |
1,229.0 |
930.9 |
298.1 |
26.3% |
17.5 |
1.5% |
67% |
False |
False |
3,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,229.0 |
|
2.618 |
1,197.5 |
|
1.618 |
1,178.2 |
|
1.000 |
1,166.3 |
|
0.618 |
1,158.9 |
|
HIGH |
1,147.0 |
|
0.618 |
1,139.6 |
|
0.500 |
1,137.4 |
|
0.382 |
1,135.1 |
|
LOW |
1,127.7 |
|
0.618 |
1,115.8 |
|
1.000 |
1,108.4 |
|
1.618 |
1,096.5 |
|
2.618 |
1,077.2 |
|
4.250 |
1,045.7 |
|
|
| Fisher Pivots for day following 15-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,137.4 |
1,133.9 |
| PP |
1,135.5 |
1,133.2 |
| S1 |
1,133.7 |
1,132.5 |
|