| Trading Metrics calculated at close of trading on 22-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2010 |
22-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
2,875.0 |
2,773.0 |
-102.0 |
-3.5% |
2,880.0 |
| High |
2,875.0 |
2,787.0 |
-88.0 |
-3.1% |
2,934.0 |
| Low |
2,763.0 |
2,700.0 |
-63.0 |
-2.3% |
2,700.0 |
| Close |
2,794.0 |
2,768.0 |
-26.0 |
-0.9% |
2,768.0 |
| Range |
112.0 |
87.0 |
-25.0 |
-22.3% |
234.0 |
| ATR |
50.9 |
54.0 |
3.1 |
6.0% |
0.0 |
| Volume |
2,595 |
6,499 |
3,904 |
150.4% |
14,849 |
|
| Daily Pivots for day following 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,012.7 |
2,977.3 |
2,815.9 |
|
| R3 |
2,925.7 |
2,890.3 |
2,791.9 |
|
| R2 |
2,838.7 |
2,838.7 |
2,784.0 |
|
| R1 |
2,803.3 |
2,803.3 |
2,776.0 |
2,777.5 |
| PP |
2,751.7 |
2,751.7 |
2,751.7 |
2,738.8 |
| S1 |
2,716.3 |
2,716.3 |
2,760.0 |
2,690.5 |
| S2 |
2,664.7 |
2,664.7 |
2,752.1 |
|
| S3 |
2,577.7 |
2,629.3 |
2,744.1 |
|
| S4 |
2,490.7 |
2,542.3 |
2,720.2 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,502.7 |
3,369.3 |
2,896.7 |
|
| R3 |
3,268.7 |
3,135.3 |
2,832.4 |
|
| R2 |
3,034.7 |
3,034.7 |
2,810.9 |
|
| R1 |
2,901.3 |
2,901.3 |
2,789.5 |
2,851.0 |
| PP |
2,800.7 |
2,800.7 |
2,800.7 |
2,775.5 |
| S1 |
2,667.3 |
2,667.3 |
2,746.6 |
2,617.0 |
| S2 |
2,566.7 |
2,566.7 |
2,725.1 |
|
| S3 |
2,332.7 |
2,433.3 |
2,703.7 |
|
| S4 |
2,098.7 |
2,199.3 |
2,639.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,934.0 |
2,700.0 |
234.0 |
8.5% |
75.4 |
2.7% |
29% |
False |
True |
2,969 |
| 10 |
2,975.0 |
2,700.0 |
275.0 |
9.9% |
60.3 |
2.2% |
25% |
False |
True |
2,650 |
| 20 |
2,975.0 |
2,700.0 |
275.0 |
9.9% |
42.9 |
1.5% |
25% |
False |
True |
1,601 |
| 40 |
2,975.0 |
2,670.0 |
305.0 |
11.0% |
45.8 |
1.7% |
32% |
False |
False |
4,024 |
| 60 |
2,975.0 |
2,617.0 |
358.0 |
12.9% |
44.8 |
1.6% |
42% |
False |
False |
2,834 |
| 80 |
2,975.0 |
2,617.0 |
358.0 |
12.9% |
45.1 |
1.6% |
42% |
False |
False |
2,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,156.8 |
|
2.618 |
3,014.8 |
|
1.618 |
2,927.8 |
|
1.000 |
2,874.0 |
|
0.618 |
2,840.8 |
|
HIGH |
2,787.0 |
|
0.618 |
2,753.8 |
|
0.500 |
2,743.5 |
|
0.382 |
2,733.2 |
|
LOW |
2,700.0 |
|
0.618 |
2,646.2 |
|
1.000 |
2,613.0 |
|
1.618 |
2,559.2 |
|
2.618 |
2,472.2 |
|
4.250 |
2,330.3 |
|
|
| Fisher Pivots for day following 22-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,759.8 |
2,807.5 |
| PP |
2,751.7 |
2,794.3 |
| S1 |
2,743.5 |
2,781.2 |
|