| 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 |
2,881.0 |
2,902.0 |
21.0 |
0.7% |
2,795.0 |
| High |
2,914.0 |
2,937.0 |
23.0 |
0.8% |
2,937.0 |
| Low |
2,876.0 |
2,886.0 |
10.0 |
0.3% |
2,751.0 |
| Close |
2,911.0 |
2,921.0 |
10.0 |
0.3% |
2,921.0 |
| Range |
38.0 |
51.0 |
13.0 |
34.2% |
186.0 |
| ATR |
48.7 |
48.9 |
0.2 |
0.3% |
0.0 |
| Volume |
1,501,019 |
1,074,008 |
-427,011 |
-28.4% |
6,314,503 |
|
| Daily Pivots for day following 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,067.7 |
3,045.3 |
2,949.1 |
|
| R3 |
3,016.7 |
2,994.3 |
2,935.0 |
|
| R2 |
2,965.7 |
2,965.7 |
2,930.4 |
|
| R1 |
2,943.3 |
2,943.3 |
2,925.7 |
2,954.5 |
| PP |
2,914.7 |
2,914.7 |
2,914.7 |
2,920.3 |
| S1 |
2,892.3 |
2,892.3 |
2,916.3 |
2,903.5 |
| S2 |
2,863.7 |
2,863.7 |
2,911.7 |
|
| S3 |
2,812.7 |
2,841.3 |
2,907.0 |
|
| S4 |
2,761.7 |
2,790.3 |
2,893.0 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,427.7 |
3,360.3 |
3,023.3 |
|
| R3 |
3,241.7 |
3,174.3 |
2,972.2 |
|
| R2 |
3,055.7 |
3,055.7 |
2,955.1 |
|
| R1 |
2,988.3 |
2,988.3 |
2,938.1 |
3,022.0 |
| PP |
2,869.7 |
2,869.7 |
2,869.7 |
2,886.5 |
| S1 |
2,802.3 |
2,802.3 |
2,904.0 |
2,836.0 |
| S2 |
2,683.7 |
2,683.7 |
2,886.9 |
|
| S3 |
2,497.7 |
2,616.3 |
2,869.9 |
|
| S4 |
2,311.7 |
2,430.3 |
2,818.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,937.0 |
2,751.0 |
186.0 |
6.4% |
52.4 |
1.8% |
91% |
True |
False |
1,262,900 |
| 10 |
2,937.0 |
2,751.0 |
186.0 |
6.4% |
50.6 |
1.7% |
91% |
True |
False |
1,156,720 |
| 20 |
2,937.0 |
2,751.0 |
186.0 |
6.4% |
44.0 |
1.5% |
91% |
True |
False |
842,197 |
| 40 |
2,937.0 |
2,631.0 |
306.0 |
10.5% |
47.2 |
1.6% |
95% |
True |
False |
523,434 |
| 60 |
2,937.0 |
2,631.0 |
306.0 |
10.5% |
46.6 |
1.6% |
95% |
True |
False |
357,536 |
| 80 |
2,937.0 |
2,631.0 |
306.0 |
10.5% |
46.9 |
1.6% |
95% |
True |
False |
269,470 |
| 100 |
2,937.0 |
2,565.0 |
372.0 |
12.7% |
45.8 |
1.6% |
96% |
True |
False |
216,568 |
| 120 |
2,937.0 |
2,535.0 |
402.0 |
13.8% |
44.5 |
1.5% |
96% |
True |
False |
180,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,153.8 |
|
2.618 |
3,070.5 |
|
1.618 |
3,019.5 |
|
1.000 |
2,988.0 |
|
0.618 |
2,968.5 |
|
HIGH |
2,937.0 |
|
0.618 |
2,917.5 |
|
0.500 |
2,911.5 |
|
0.382 |
2,905.5 |
|
LOW |
2,886.0 |
|
0.618 |
2,854.5 |
|
1.000 |
2,835.0 |
|
1.618 |
2,803.5 |
|
2.618 |
2,752.5 |
|
4.250 |
2,669.3 |
|
|
| Fisher Pivots for day following 14-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,917.8 |
2,902.2 |
| PP |
2,914.7 |
2,883.3 |
| S1 |
2,911.5 |
2,864.5 |
|