| Trading Metrics calculated at close of trading on 14-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2010 |
14-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1,131.3 |
1,140.0 |
8.7 |
0.8% |
1,120.8 |
| High |
1,141.0 |
1,148.1 |
7.1 |
0.6% |
1,142.4 |
| Low |
1,120.7 |
1,134.3 |
13.6 |
1.2% |
1,097.3 |
| Close |
1,139.2 |
1,145.3 |
6.1 |
0.5% |
1,141.4 |
| Range |
20.3 |
13.8 |
-6.5 |
-32.0% |
45.1 |
| ATR |
21.0 |
20.5 |
-0.5 |
-2.5% |
0.0 |
| Volume |
6,163 |
6,225 |
62 |
1.0% |
18,254 |
|
| Daily Pivots for day following 14-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,184.0 |
1,178.4 |
1,152.9 |
|
| R3 |
1,170.2 |
1,164.6 |
1,149.1 |
|
| R2 |
1,156.4 |
1,156.4 |
1,147.8 |
|
| R1 |
1,150.8 |
1,150.8 |
1,146.6 |
1,153.6 |
| PP |
1,142.6 |
1,142.6 |
1,142.6 |
1,144.0 |
| S1 |
1,137.0 |
1,137.0 |
1,144.0 |
1,139.8 |
| S2 |
1,128.8 |
1,128.8 |
1,142.8 |
|
| S3 |
1,115.0 |
1,123.2 |
1,141.5 |
|
| S4 |
1,101.2 |
1,109.4 |
1,137.7 |
|
|
| 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% |
20.9 |
1.8% |
57% |
False |
False |
4,066 |
| 10 |
1,164.1 |
1,097.3 |
66.8 |
5.8% |
18.9 |
1.6% |
72% |
False |
False |
3,962 |
| 20 |
1,164.1 |
1,077.5 |
86.6 |
7.6% |
19.3 |
1.7% |
78% |
False |
False |
3,307 |
| 40 |
1,230.0 |
1,077.5 |
152.5 |
13.3% |
22.2 |
1.9% |
44% |
False |
False |
2,985 |
| 60 |
1,230.0 |
1,030.0 |
200.0 |
17.5% |
19.7 |
1.7% |
58% |
False |
False |
2,428 |
| 80 |
1,230.0 |
989.3 |
240.7 |
21.0% |
18.1 |
1.6% |
65% |
False |
False |
1,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,206.8 |
|
2.618 |
1,184.2 |
|
1.618 |
1,170.4 |
|
1.000 |
1,161.9 |
|
0.618 |
1,156.6 |
|
HIGH |
1,148.1 |
|
0.618 |
1,142.8 |
|
0.500 |
1,141.2 |
|
0.382 |
1,139.6 |
|
LOW |
1,134.3 |
|
0.618 |
1,125.8 |
|
1.000 |
1,120.5 |
|
1.618 |
1,112.0 |
|
2.618 |
1,098.2 |
|
4.250 |
1,075.7 |
|
|
| Fisher Pivots for day following 14-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,143.9 |
1,143.7 |
| PP |
1,142.6 |
1,142.2 |
| S1 |
1,141.2 |
1,140.6 |
|