| Trading Metrics calculated at close of trading on 13-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2010 |
13-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1,160.0 |
1,131.3 |
-28.7 |
-2.5% |
1,120.8 |
| High |
1,160.5 |
1,141.0 |
-19.5 |
-1.7% |
1,142.4 |
| Low |
1,127.7 |
1,120.7 |
-7.0 |
-0.6% |
1,097.3 |
| Close |
1,131.7 |
1,139.2 |
7.5 |
0.7% |
1,141.4 |
| Range |
32.8 |
20.3 |
-12.5 |
-38.1% |
45.1 |
| ATR |
21.1 |
21.0 |
-0.1 |
-0.3% |
0.0 |
| Volume |
3,598 |
6,163 |
2,565 |
71.3% |
18,254 |
|
| Daily Pivots for day following 13-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,194.5 |
1,187.2 |
1,150.4 |
|
| R3 |
1,174.2 |
1,166.9 |
1,144.8 |
|
| R2 |
1,153.9 |
1,153.9 |
1,142.9 |
|
| R1 |
1,146.6 |
1,146.6 |
1,141.1 |
1,150.3 |
| PP |
1,133.6 |
1,133.6 |
1,133.6 |
1,135.5 |
| S1 |
1,126.3 |
1,126.3 |
1,137.3 |
1,130.0 |
| S2 |
1,113.3 |
1,113.3 |
1,135.5 |
|
| S3 |
1,093.0 |
1,106.0 |
1,133.6 |
|
| S4 |
1,072.7 |
1,085.7 |
1,128.0 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,262.3 |
1,247.0 |
1,166.2 |
|
| R3 |
1,217.2 |
1,201.9 |
1,153.8 |
|
| R2 |
1,172.1 |
1,172.1 |
1,149.7 |
|
| R1 |
1,156.8 |
1,156.8 |
1,145.5 |
1,164.5 |
| PP |
1,127.0 |
1,127.0 |
1,127.0 |
1,130.9 |
| S1 |
1,111.7 |
1,111.7 |
1,137.3 |
1,119.4 |
| S2 |
1,081.9 |
1,081.9 |
1,133.1 |
|
| S3 |
1,036.8 |
1,066.6 |
1,129.0 |
|
| S4 |
991.7 |
1,021.5 |
1,116.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,164.1 |
1,120.7 |
43.4 |
3.8% |
20.1 |
1.8% |
43% |
False |
True |
4,154 |
| 10 |
1,164.1 |
1,089.4 |
74.7 |
6.6% |
18.5 |
1.6% |
67% |
False |
False |
3,409 |
| 20 |
1,164.1 |
1,077.5 |
86.6 |
7.6% |
19.4 |
1.7% |
71% |
False |
False |
3,067 |
| 40 |
1,230.0 |
1,077.5 |
152.5 |
13.4% |
22.4 |
2.0% |
40% |
False |
False |
2,846 |
| 60 |
1,230.0 |
1,030.0 |
200.0 |
17.6% |
19.7 |
1.7% |
55% |
False |
False |
2,327 |
| 80 |
1,230.0 |
989.3 |
240.7 |
21.1% |
18.0 |
1.6% |
62% |
False |
False |
1,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,227.3 |
|
2.618 |
1,194.1 |
|
1.618 |
1,173.8 |
|
1.000 |
1,161.3 |
|
0.618 |
1,153.5 |
|
HIGH |
1,141.0 |
|
0.618 |
1,133.2 |
|
0.500 |
1,130.9 |
|
0.382 |
1,128.5 |
|
LOW |
1,120.7 |
|
0.618 |
1,108.2 |
|
1.000 |
1,100.4 |
|
1.618 |
1,087.9 |
|
2.618 |
1,067.6 |
|
4.250 |
1,034.4 |
|
|
| Fisher Pivots for day following 13-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,136.4 |
1,142.4 |
| PP |
1,133.6 |
1,141.3 |
| S1 |
1,130.9 |
1,140.3 |
|