| Trading Metrics calculated at close of trading on 27-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2010 |
27-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1,088.25 |
1,082.00 |
-6.25 |
-0.6% |
1,126.50 |
| High |
1,094.75 |
1,091.00 |
-3.75 |
-0.3% |
1,142.00 |
| Low |
1,076.75 |
1,073.75 |
-3.00 |
-0.3% |
1,081.50 |
| Close |
1,082.25 |
1,089.75 |
7.50 |
0.7% |
1,086.00 |
| Range |
18.00 |
17.25 |
-0.75 |
-4.2% |
60.50 |
| ATR |
15.50 |
15.62 |
0.13 |
0.8% |
0.00 |
| Volume |
971 |
3,909 |
2,938 |
302.6% |
7,372 |
|
| Daily Pivots for day following 27-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,136.50 |
1,130.50 |
1,099.25 |
|
| R3 |
1,119.25 |
1,113.25 |
1,094.50 |
|
| R2 |
1,102.00 |
1,102.00 |
1,093.00 |
|
| R1 |
1,096.00 |
1,096.00 |
1,091.25 |
1,099.00 |
| PP |
1,084.75 |
1,084.75 |
1,084.75 |
1,086.50 |
| S1 |
1,078.75 |
1,078.75 |
1,088.25 |
1,081.75 |
| S2 |
1,067.50 |
1,067.50 |
1,086.50 |
|
| S3 |
1,050.25 |
1,061.50 |
1,085.00 |
|
| S4 |
1,033.00 |
1,044.25 |
1,080.25 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,284.75 |
1,245.75 |
1,119.25 |
|
| R3 |
1,224.25 |
1,185.25 |
1,102.75 |
|
| R2 |
1,163.75 |
1,163.75 |
1,097.00 |
|
| R1 |
1,124.75 |
1,124.75 |
1,091.50 |
1,114.00 |
| PP |
1,103.25 |
1,103.25 |
1,103.25 |
1,097.75 |
| S1 |
1,064.25 |
1,064.25 |
1,080.50 |
1,053.50 |
| S2 |
1,042.75 |
1,042.75 |
1,075.00 |
|
| S3 |
982.25 |
1,003.75 |
1,069.25 |
|
| S4 |
921.75 |
943.25 |
1,052.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,134.00 |
1,073.75 |
60.25 |
5.5% |
21.00 |
1.9% |
27% |
False |
True |
2,431 |
| 10 |
1,142.25 |
1,073.75 |
68.50 |
6.3% |
19.00 |
1.7% |
23% |
False |
True |
1,644 |
| 20 |
1,143.00 |
1,073.75 |
69.25 |
6.4% |
15.00 |
1.4% |
23% |
False |
True |
1,273 |
| 40 |
1,143.00 |
1,073.75 |
69.25 |
6.4% |
13.25 |
1.2% |
23% |
False |
True |
692 |
| 60 |
1,143.00 |
1,019.00 |
124.00 |
11.4% |
12.75 |
1.2% |
57% |
False |
False |
466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,164.25 |
|
2.618 |
1,136.25 |
|
1.618 |
1,119.00 |
|
1.000 |
1,108.25 |
|
0.618 |
1,101.75 |
|
HIGH |
1,091.00 |
|
0.618 |
1,084.50 |
|
0.500 |
1,082.50 |
|
0.382 |
1,080.25 |
|
LOW |
1,073.75 |
|
0.618 |
1,063.00 |
|
1.000 |
1,056.50 |
|
1.618 |
1,045.75 |
|
2.618 |
1,028.50 |
|
4.250 |
1,000.50 |
|
|
| Fisher Pivots for day following 27-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,087.25 |
1,088.50 |
| PP |
1,084.75 |
1,087.00 |
| S1 |
1,082.50 |
1,085.50 |
|