| Trading Metrics calculated at close of trading on 18-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2011 |
18-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,902.0 |
2,915.0 |
13.0 |
0.4% |
2,795.0 |
| High |
2,937.0 |
2,950.0 |
13.0 |
0.4% |
2,937.0 |
| Low |
2,886.0 |
2,910.0 |
24.0 |
0.8% |
2,751.0 |
| Close |
2,921.0 |
2,943.0 |
22.0 |
0.8% |
2,921.0 |
| Range |
51.0 |
40.0 |
-11.0 |
-21.6% |
186.0 |
| ATR |
48.9 |
48.2 |
-0.6 |
-1.3% |
0.0 |
| Volume |
1,074,008 |
1,106,877 |
32,869 |
3.1% |
6,314,503 |
|
| Daily Pivots for day following 18-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,054.3 |
3,038.7 |
2,965.0 |
|
| R3 |
3,014.3 |
2,998.7 |
2,954.0 |
|
| R2 |
2,974.3 |
2,974.3 |
2,950.3 |
|
| R1 |
2,958.7 |
2,958.7 |
2,946.7 |
2,966.5 |
| PP |
2,934.3 |
2,934.3 |
2,934.3 |
2,938.3 |
| S1 |
2,918.7 |
2,918.7 |
2,939.3 |
2,926.5 |
| S2 |
2,894.3 |
2,894.3 |
2,935.7 |
|
| S3 |
2,854.3 |
2,878.7 |
2,932.0 |
|
| S4 |
2,814.3 |
2,838.7 |
2,921.0 |
|
|
| 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 |
2,950.0 |
2,758.0 |
192.0 |
6.5% |
51.4 |
1.7% |
96% |
True |
False |
1,226,471 |
| 10 |
2,950.0 |
2,751.0 |
199.0 |
6.8% |
50.6 |
1.7% |
96% |
True |
False |
1,201,693 |
| 20 |
2,950.0 |
2,751.0 |
199.0 |
6.8% |
44.4 |
1.5% |
96% |
True |
False |
849,369 |
| 40 |
2,950.0 |
2,631.0 |
319.0 |
10.8% |
47.3 |
1.6% |
98% |
True |
False |
551,088 |
| 60 |
2,950.0 |
2,631.0 |
319.0 |
10.8% |
46.5 |
1.6% |
98% |
True |
False |
375,978 |
| 80 |
2,950.0 |
2,631.0 |
319.0 |
10.8% |
46.6 |
1.6% |
98% |
True |
False |
283,233 |
| 100 |
2,950.0 |
2,568.0 |
382.0 |
13.0% |
45.9 |
1.6% |
98% |
True |
False |
227,636 |
| 120 |
2,950.0 |
2,535.0 |
415.0 |
14.1% |
44.3 |
1.5% |
98% |
True |
False |
189,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,120.0 |
|
2.618 |
3,054.7 |
|
1.618 |
3,014.7 |
|
1.000 |
2,990.0 |
|
0.618 |
2,974.7 |
|
HIGH |
2,950.0 |
|
0.618 |
2,934.7 |
|
0.500 |
2,930.0 |
|
0.382 |
2,925.3 |
|
LOW |
2,910.0 |
|
0.618 |
2,885.3 |
|
1.000 |
2,870.0 |
|
1.618 |
2,845.3 |
|
2.618 |
2,805.3 |
|
4.250 |
2,740.0 |
|
|
| Fisher Pivots for day following 18-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,938.7 |
2,933.0 |
| PP |
2,934.3 |
2,923.0 |
| S1 |
2,930.0 |
2,913.0 |
|