| Trading Metrics calculated at close of trading on 20-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2011 |
20-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,958.0 |
2,917.0 |
-41.0 |
-1.4% |
2,795.0 |
| High |
2,959.0 |
2,949.0 |
-10.0 |
-0.3% |
2,937.0 |
| Low |
2,912.0 |
2,908.0 |
-4.0 |
-0.1% |
2,751.0 |
| Close |
2,921.0 |
2,925.0 |
4.0 |
0.1% |
2,921.0 |
| Range |
47.0 |
41.0 |
-6.0 |
-12.8% |
186.0 |
| ATR |
48.1 |
47.6 |
-0.5 |
-1.1% |
0.0 |
| Volume |
1,258,058 |
0 |
-1,258,058 |
-100.0% |
6,314,503 |
|
| Daily Pivots for day following 20-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,050.3 |
3,028.7 |
2,947.6 |
|
| R3 |
3,009.3 |
2,987.7 |
2,936.3 |
|
| R2 |
2,968.3 |
2,968.3 |
2,932.5 |
|
| R1 |
2,946.7 |
2,946.7 |
2,928.8 |
2,957.5 |
| PP |
2,927.3 |
2,927.3 |
2,927.3 |
2,932.8 |
| S1 |
2,905.7 |
2,905.7 |
2,921.2 |
2,916.5 |
| S2 |
2,886.3 |
2,886.3 |
2,917.5 |
|
| S3 |
2,845.3 |
2,864.7 |
2,913.7 |
|
| S4 |
2,804.3 |
2,823.7 |
2,902.5 |
|
|
| 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 |
2,959.0 |
2,876.0 |
83.0 |
2.8% |
43.4 |
1.5% |
59% |
False |
False |
987,992 |
| 10 |
2,959.0 |
2,751.0 |
208.0 |
7.1% |
49.0 |
1.7% |
84% |
False |
False |
1,109,423 |
| 20 |
2,959.0 |
2,751.0 |
208.0 |
7.1% |
44.4 |
1.5% |
84% |
False |
False |
828,572 |
| 40 |
2,959.0 |
2,631.0 |
328.0 |
11.2% |
45.7 |
1.6% |
90% |
False |
False |
582,012 |
| 60 |
2,959.0 |
2,631.0 |
328.0 |
11.2% |
47.0 |
1.6% |
90% |
False |
False |
396,938 |
| 80 |
2,959.0 |
2,631.0 |
328.0 |
11.2% |
46.3 |
1.6% |
90% |
False |
False |
298,936 |
| 100 |
2,959.0 |
2,568.0 |
391.0 |
13.4% |
45.9 |
1.6% |
91% |
False |
False |
240,211 |
| 120 |
2,959.0 |
2,535.0 |
424.0 |
14.5% |
44.5 |
1.5% |
92% |
False |
False |
200,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,123.3 |
|
2.618 |
3,056.3 |
|
1.618 |
3,015.3 |
|
1.000 |
2,990.0 |
|
0.618 |
2,974.3 |
|
HIGH |
2,949.0 |
|
0.618 |
2,933.3 |
|
0.500 |
2,928.5 |
|
0.382 |
2,923.7 |
|
LOW |
2,908.0 |
|
0.618 |
2,882.7 |
|
1.000 |
2,867.0 |
|
1.618 |
2,841.7 |
|
2.618 |
2,800.7 |
|
4.250 |
2,733.8 |
|
|
| Fisher Pivots for day following 20-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,928.5 |
2,933.5 |
| PP |
2,927.3 |
2,930.7 |
| S1 |
2,926.2 |
2,927.8 |
|