| 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 |
21,120 |
20,428 |
-692 |
-3.3% |
21,409 |
| High |
21,200 |
20,639 |
-561 |
-2.6% |
21,560 |
| Low |
20,635 |
20,145 |
-490 |
-2.4% |
20,145 |
| Close |
20,689 |
20,610 |
-79 |
-0.4% |
20,610 |
| Range |
565 |
494 |
-71 |
-12.6% |
1,415 |
| ATR |
359 |
372 |
13 |
3.7% |
0 |
| Volume |
441 |
772 |
331 |
75.1% |
2,038 |
|
| Daily Pivots for day following 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,947 |
21,772 |
20,882 |
|
| R3 |
21,453 |
21,278 |
20,746 |
|
| R2 |
20,959 |
20,959 |
20,701 |
|
| R1 |
20,784 |
20,784 |
20,655 |
20,872 |
| PP |
20,465 |
20,465 |
20,465 |
20,508 |
| S1 |
20,290 |
20,290 |
20,565 |
20,378 |
| S2 |
19,971 |
19,971 |
20,519 |
|
| S3 |
19,477 |
19,796 |
20,474 |
|
| S4 |
18,983 |
19,302 |
20,338 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
25,017 |
24,228 |
21,388 |
|
| R3 |
23,602 |
22,813 |
20,999 |
|
| R2 |
22,187 |
22,187 |
20,869 |
|
| R1 |
21,398 |
21,398 |
20,740 |
21,085 |
| PP |
20,772 |
20,772 |
20,772 |
20,615 |
| S1 |
19,983 |
19,983 |
20,480 |
19,670 |
| S2 |
19,357 |
19,357 |
20,351 |
|
| S3 |
17,942 |
18,568 |
20,221 |
|
| S4 |
16,527 |
17,153 |
19,832 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
21,668 |
20,145 |
1,523 |
7.4% |
390 |
1.9% |
31% |
False |
True |
456 |
| 10 |
22,637 |
20,145 |
2,492 |
12.1% |
336 |
1.6% |
19% |
False |
True |
444 |
| 20 |
22,637 |
20,145 |
2,492 |
12.1% |
312 |
1.5% |
19% |
False |
True |
480 |
| 40 |
22,637 |
20,145 |
2,492 |
12.1% |
329 |
1.6% |
19% |
False |
True |
333 |
| 60 |
23,020 |
20,145 |
2,875 |
13.9% |
311 |
1.5% |
16% |
False |
True |
251 |
| 80 |
23,020 |
20,145 |
2,875 |
13.9% |
268 |
1.3% |
16% |
False |
True |
194 |
| 100 |
23,020 |
19,300 |
3,720 |
18.0% |
252 |
1.2% |
35% |
False |
False |
159 |
| 120 |
23,020 |
19,300 |
3,720 |
18.0% |
236 |
1.1% |
35% |
False |
False |
134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
22,739 |
|
2.618 |
21,932 |
|
1.618 |
21,438 |
|
1.000 |
21,133 |
|
0.618 |
20,944 |
|
HIGH |
20,639 |
|
0.618 |
20,450 |
|
0.500 |
20,392 |
|
0.382 |
20,334 |
|
LOW |
20,145 |
|
0.618 |
19,840 |
|
1.000 |
19,651 |
|
1.618 |
19,346 |
|
2.618 |
18,852 |
|
4.250 |
18,046 |
|
|
| Fisher Pivots for day following 22-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
20,537 |
20,836 |
| PP |
20,465 |
20,760 |
| S1 |
20,392 |
20,685 |
|