| Trading Metrics calculated at close of trading on 20-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2010 |
20-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
1,142.1 |
1,141.1 |
-1.0 |
-0.1% |
1,145.0 |
| High |
1,142.1 |
1,143.4 |
1.3 |
0.1% |
1,164.1 |
| Low |
1,131.7 |
1,109.0 |
-22.7 |
-2.0% |
1,120.7 |
| Close |
1,142.1 |
1,114.5 |
-27.6 |
-2.4% |
1,132.7 |
| Range |
10.4 |
34.4 |
24.0 |
230.8% |
43.4 |
| ATR |
19.6 |
20.7 |
1.1 |
5.4% |
0.0 |
| Volume |
7,694 |
3,260 |
-4,434 |
-57.6% |
22,610 |
|
| Daily Pivots for day following 20-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,225.5 |
1,204.4 |
1,133.4 |
|
| R3 |
1,191.1 |
1,170.0 |
1,124.0 |
|
| R2 |
1,156.7 |
1,156.7 |
1,120.8 |
|
| R1 |
1,135.6 |
1,135.6 |
1,117.7 |
1,129.0 |
| PP |
1,122.3 |
1,122.3 |
1,122.3 |
1,119.0 |
| S1 |
1,101.2 |
1,101.2 |
1,111.3 |
1,094.6 |
| S2 |
1,087.9 |
1,087.9 |
1,108.2 |
|
| S3 |
1,053.5 |
1,066.8 |
1,105.0 |
|
| S4 |
1,019.1 |
1,032.4 |
1,095.6 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,269.4 |
1,244.4 |
1,156.6 |
|
| R3 |
1,226.0 |
1,201.0 |
1,144.6 |
|
| R2 |
1,182.6 |
1,182.6 |
1,140.7 |
|
| R1 |
1,157.6 |
1,157.6 |
1,136.7 |
1,148.4 |
| PP |
1,139.2 |
1,139.2 |
1,139.2 |
1,134.6 |
| S1 |
1,114.2 |
1,114.2 |
1,128.7 |
1,105.0 |
| S2 |
1,095.8 |
1,095.8 |
1,124.7 |
|
| S3 |
1,052.4 |
1,070.8 |
1,120.8 |
|
| S4 |
1,009.0 |
1,027.4 |
1,108.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,148.1 |
1,109.0 |
39.1 |
3.5% |
19.4 |
1.7% |
14% |
False |
True |
5,393 |
| 10 |
1,164.1 |
1,109.0 |
55.1 |
4.9% |
19.9 |
1.8% |
10% |
False |
True |
4,523 |
| 20 |
1,164.1 |
1,077.5 |
86.6 |
7.8% |
18.3 |
1.6% |
43% |
False |
False |
3,407 |
| 40 |
1,230.0 |
1,077.5 |
152.5 |
13.7% |
22.7 |
2.0% |
24% |
False |
False |
3,272 |
| 60 |
1,230.0 |
1,030.0 |
200.0 |
17.9% |
20.1 |
1.8% |
42% |
False |
False |
2,639 |
| 80 |
1,230.0 |
989.3 |
240.7 |
21.6% |
18.3 |
1.6% |
52% |
False |
False |
2,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,289.6 |
|
2.618 |
1,233.5 |
|
1.618 |
1,199.1 |
|
1.000 |
1,177.8 |
|
0.618 |
1,164.7 |
|
HIGH |
1,143.4 |
|
0.618 |
1,130.3 |
|
0.500 |
1,126.2 |
|
0.382 |
1,122.1 |
|
LOW |
1,109.0 |
|
0.618 |
1,087.7 |
|
1.000 |
1,074.6 |
|
1.618 |
1,053.3 |
|
2.618 |
1,018.9 |
|
4.250 |
962.8 |
|
|
| Fisher Pivots for day following 20-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1,126.2 |
1,128.1 |
| PP |
1,122.3 |
1,123.6 |
| S1 |
1,118.4 |
1,119.0 |
|