| Trading Metrics calculated at close of trading on 19-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2011 |
19-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1,361.2 |
1,367.8 |
6.6 |
0.5% |
1,369.8 |
| High |
1,376.0 |
1,378.9 |
2.9 |
0.2% |
1,392.9 |
| Low |
1,356.8 |
1,365.5 |
8.7 |
0.6% |
1,354.6 |
| Close |
1,368.2 |
1,370.2 |
2.0 |
0.1% |
1,360.5 |
| Range |
19.2 |
13.4 |
-5.8 |
-30.2% |
38.3 |
| ATR |
20.2 |
19.7 |
-0.5 |
-2.4% |
0.0 |
| Volume |
200,388 |
124,495 |
-75,893 |
-37.9% |
758,988 |
|
| Daily Pivots for day following 19-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,411.7 |
1,404.4 |
1,377.6 |
|
| R3 |
1,398.3 |
1,391.0 |
1,373.9 |
|
| R2 |
1,384.9 |
1,384.9 |
1,372.7 |
|
| R1 |
1,377.6 |
1,377.6 |
1,371.4 |
1,381.3 |
| PP |
1,371.5 |
1,371.5 |
1,371.5 |
1,373.4 |
| S1 |
1,364.2 |
1,364.2 |
1,369.0 |
1,367.9 |
| S2 |
1,358.1 |
1,358.1 |
1,367.7 |
|
| S3 |
1,344.7 |
1,350.8 |
1,366.5 |
|
| S4 |
1,331.3 |
1,337.4 |
1,362.8 |
|
|
| 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% |
18.5 |
1.3% |
41% |
False |
False |
166,422 |
| 10 |
1,392.9 |
1,352.7 |
40.2 |
2.9% |
18.1 |
1.3% |
44% |
False |
False |
163,436 |
| 20 |
1,424.4 |
1,352.7 |
71.7 |
5.2% |
17.7 |
1.3% |
24% |
False |
False |
122,787 |
| 40 |
1,432.5 |
1,350.0 |
82.5 |
6.0% |
19.3 |
1.4% |
24% |
False |
False |
122,643 |
| 60 |
1,432.5 |
1,321.1 |
111.4 |
8.1% |
21.5 |
1.6% |
44% |
False |
False |
87,939 |
| 80 |
1,432.5 |
1,284.5 |
148.0 |
10.8% |
21.1 |
1.5% |
58% |
False |
False |
66,967 |
| 100 |
1,432.5 |
1,236.7 |
195.8 |
14.3% |
19.0 |
1.4% |
68% |
False |
False |
53,847 |
| 120 |
1,432.5 |
1,170.2 |
262.3 |
19.1% |
17.7 |
1.3% |
76% |
False |
False |
45,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,435.9 |
|
2.618 |
1,414.0 |
|
1.618 |
1,400.6 |
|
1.000 |
1,392.3 |
|
0.618 |
1,387.2 |
|
HIGH |
1,378.9 |
|
0.618 |
1,373.8 |
|
0.500 |
1,372.2 |
|
0.382 |
1,370.6 |
|
LOW |
1,365.5 |
|
0.618 |
1,357.2 |
|
1.000 |
1,352.1 |
|
1.618 |
1,343.8 |
|
2.618 |
1,330.4 |
|
4.250 |
1,308.6 |
|
|
| Fisher Pivots for day following 19-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,372.2 |
1,369.1 |
| PP |
1,371.5 |
1,367.9 |
| S1 |
1,370.9 |
1,366.8 |
|