| Trading Metrics calculated at close of trading on 14-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2011 |
14-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1,387.1 |
1,373.6 |
-13.5 |
-1.0% |
1,369.8 |
| High |
1,392.9 |
1,377.8 |
-15.1 |
-1.1% |
1,392.9 |
| Low |
1,369.1 |
1,354.6 |
-14.5 |
-1.1% |
1,354.6 |
| Close |
1,387.0 |
1,360.5 |
-26.5 |
-1.9% |
1,360.5 |
| Range |
23.8 |
23.2 |
-0.6 |
-2.5% |
38.3 |
| ATR |
19.4 |
20.3 |
0.9 |
4.8% |
0.0 |
| Volume |
185,239 |
188,948 |
3,709 |
2.0% |
758,988 |
|
| Daily Pivots for day following 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,433.9 |
1,420.4 |
1,373.3 |
|
| R3 |
1,410.7 |
1,397.2 |
1,366.9 |
|
| R2 |
1,387.5 |
1,387.5 |
1,364.8 |
|
| R1 |
1,374.0 |
1,374.0 |
1,362.6 |
1,369.2 |
| PP |
1,364.3 |
1,364.3 |
1,364.3 |
1,361.9 |
| S1 |
1,350.8 |
1,350.8 |
1,358.4 |
1,346.0 |
| S2 |
1,341.1 |
1,341.1 |
1,356.2 |
|
| S3 |
1,317.9 |
1,327.6 |
1,354.1 |
|
| S4 |
1,294.7 |
1,304.4 |
1,347.7 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,484.2 |
1,460.7 |
1,381.6 |
|
| R3 |
1,445.9 |
1,422.4 |
1,371.0 |
|
| R2 |
1,407.6 |
1,407.6 |
1,367.5 |
|
| R1 |
1,384.1 |
1,384.1 |
1,364.0 |
1,376.7 |
| PP |
1,369.3 |
1,369.3 |
1,369.3 |
1,365.7 |
| S1 |
1,345.8 |
1,345.8 |
1,357.0 |
1,338.4 |
| S2 |
1,331.0 |
1,331.0 |
1,353.5 |
|
| S3 |
1,292.7 |
1,307.5 |
1,350.0 |
|
| S4 |
1,254.4 |
1,269.2 |
1,339.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,392.9 |
1,354.6 |
38.3 |
2.8% |
17.1 |
1.3% |
15% |
False |
True |
151,797 |
| 10 |
1,424.4 |
1,352.7 |
71.7 |
5.3% |
20.3 |
1.5% |
11% |
False |
False |
158,426 |
| 20 |
1,424.4 |
1,352.7 |
71.7 |
5.3% |
17.4 |
1.3% |
11% |
False |
False |
115,932 |
| 40 |
1,432.5 |
1,337.8 |
94.7 |
7.0% |
19.6 |
1.4% |
24% |
False |
False |
116,006 |
| 60 |
1,432.5 |
1,317.4 |
115.1 |
8.5% |
21.7 |
1.6% |
37% |
False |
False |
82,754 |
| 80 |
1,432.5 |
1,284.5 |
148.0 |
10.9% |
20.9 |
1.5% |
51% |
False |
False |
62,946 |
| 100 |
1,432.5 |
1,234.0 |
198.5 |
14.6% |
18.9 |
1.4% |
64% |
False |
False |
50,625 |
| 120 |
1,432.5 |
1,162.5 |
270.0 |
19.8% |
17.5 |
1.3% |
73% |
False |
False |
42,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,476.4 |
|
2.618 |
1,438.5 |
|
1.618 |
1,415.3 |
|
1.000 |
1,401.0 |
|
0.618 |
1,392.1 |
|
HIGH |
1,377.8 |
|
0.618 |
1,368.9 |
|
0.500 |
1,366.2 |
|
0.382 |
1,363.5 |
|
LOW |
1,354.6 |
|
0.618 |
1,340.3 |
|
1.000 |
1,331.4 |
|
1.618 |
1,317.1 |
|
2.618 |
1,293.9 |
|
4.250 |
1,256.0 |
|
|
| Fisher Pivots for day following 14-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,366.2 |
1,373.8 |
| PP |
1,364.3 |
1,369.3 |
| S1 |
1,362.4 |
1,364.9 |
|