| Trading Metrics calculated at close of trading on 21-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2011 |
21-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,917.0 |
2,936.0 |
19.0 |
0.7% |
2,915.0 |
| High |
2,949.0 |
3,000.0 |
51.0 |
1.7% |
3,000.0 |
| Low |
2,908.0 |
2,936.0 |
28.0 |
1.0% |
2,908.0 |
| Close |
2,925.0 |
2,970.0 |
45.0 |
1.5% |
2,970.0 |
| Range |
41.0 |
64.0 |
23.0 |
56.1% |
92.0 |
| ATR |
47.6 |
49.6 |
2.0 |
4.1% |
0.0 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,160.7 |
3,129.3 |
3,005.2 |
|
| R3 |
3,096.7 |
3,065.3 |
2,987.6 |
|
| R2 |
3,032.7 |
3,032.7 |
2,981.7 |
|
| R1 |
3,001.3 |
3,001.3 |
2,975.9 |
3,017.0 |
| PP |
2,968.7 |
2,968.7 |
2,968.7 |
2,976.5 |
| S1 |
2,937.3 |
2,937.3 |
2,964.1 |
2,953.0 |
| S2 |
2,904.7 |
2,904.7 |
2,958.3 |
|
| S3 |
2,840.7 |
2,873.3 |
2,952.4 |
|
| S4 |
2,776.7 |
2,809.3 |
2,934.8 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,235.3 |
3,194.7 |
3,020.6 |
|
| R3 |
3,143.3 |
3,102.7 |
2,995.3 |
|
| R2 |
3,051.3 |
3,051.3 |
2,986.9 |
|
| R1 |
3,010.7 |
3,010.7 |
2,978.4 |
3,031.0 |
| PP |
2,959.3 |
2,959.3 |
2,959.3 |
2,969.5 |
| S1 |
2,918.7 |
2,918.7 |
2,961.6 |
2,939.0 |
| S2 |
2,867.3 |
2,867.3 |
2,953.1 |
|
| S3 |
2,775.3 |
2,826.7 |
2,944.7 |
|
| S4 |
2,683.3 |
2,734.7 |
2,919.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,000.0 |
2,886.0 |
114.0 |
3.8% |
48.6 |
1.6% |
74% |
True |
False |
687,788 |
| 10 |
3,000.0 |
2,751.0 |
249.0 |
8.4% |
50.4 |
1.7% |
88% |
True |
False |
1,006,534 |
| 20 |
3,000.0 |
2,751.0 |
249.0 |
8.4% |
46.0 |
1.5% |
88% |
True |
False |
800,313 |
| 40 |
3,000.0 |
2,631.0 |
369.0 |
12.4% |
45.8 |
1.5% |
92% |
True |
False |
581,349 |
| 60 |
3,000.0 |
2,631.0 |
369.0 |
12.4% |
47.6 |
1.6% |
92% |
True |
False |
396,932 |
| 80 |
3,000.0 |
2,631.0 |
369.0 |
12.4% |
46.4 |
1.6% |
92% |
True |
False |
298,914 |
| 100 |
3,000.0 |
2,595.0 |
405.0 |
13.6% |
46.1 |
1.6% |
93% |
True |
False |
240,204 |
| 120 |
3,000.0 |
2,535.0 |
465.0 |
15.7% |
44.8 |
1.5% |
94% |
True |
False |
200,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,272.0 |
|
2.618 |
3,167.6 |
|
1.618 |
3,103.6 |
|
1.000 |
3,064.0 |
|
0.618 |
3,039.6 |
|
HIGH |
3,000.0 |
|
0.618 |
2,975.6 |
|
0.500 |
2,968.0 |
|
0.382 |
2,960.4 |
|
LOW |
2,936.0 |
|
0.618 |
2,896.4 |
|
1.000 |
2,872.0 |
|
1.618 |
2,832.4 |
|
2.618 |
2,768.4 |
|
4.250 |
2,664.0 |
|
|
| Fisher Pivots for day following 21-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,969.3 |
2,964.7 |
| PP |
2,968.7 |
2,959.3 |
| S1 |
2,968.0 |
2,954.0 |
|