| Trading Metrics calculated at close of trading on 24-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2011 |
24-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,936.0 |
2,983.0 |
47.0 |
1.6% |
2,915.0 |
| High |
3,000.0 |
2,994.0 |
-6.0 |
-0.2% |
3,000.0 |
| Low |
2,936.0 |
2,952.0 |
16.0 |
0.5% |
2,908.0 |
| Close |
2,970.0 |
2,978.0 |
8.0 |
0.3% |
2,970.0 |
| Range |
64.0 |
42.0 |
-22.0 |
-34.4% |
92.0 |
| ATR |
49.6 |
49.0 |
-0.5 |
-1.1% |
0.0 |
| Volume |
0 |
997,826 |
997,826 |
|
2,364,935 |
|
| Daily Pivots for day following 24-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,100.7 |
3,081.3 |
3,001.1 |
|
| R3 |
3,058.7 |
3,039.3 |
2,989.6 |
|
| R2 |
3,016.7 |
3,016.7 |
2,985.7 |
|
| R1 |
2,997.3 |
2,997.3 |
2,981.9 |
2,986.0 |
| PP |
2,974.7 |
2,974.7 |
2,974.7 |
2,969.0 |
| S1 |
2,955.3 |
2,955.3 |
2,974.2 |
2,944.0 |
| S2 |
2,932.7 |
2,932.7 |
2,970.3 |
|
| S3 |
2,890.7 |
2,913.3 |
2,966.5 |
|
| S4 |
2,848.7 |
2,871.3 |
2,954.9 |
|
|
| 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 |
2,908.0 |
92.0 |
3.1% |
46.8 |
1.6% |
76% |
False |
False |
672,552 |
| 10 |
3,000.0 |
2,751.0 |
249.0 |
8.4% |
49.6 |
1.7% |
91% |
False |
False |
967,726 |
| 20 |
3,000.0 |
2,751.0 |
249.0 |
8.4% |
47.3 |
1.6% |
91% |
False |
False |
827,935 |
| 40 |
3,000.0 |
2,631.0 |
369.0 |
12.4% |
45.6 |
1.5% |
94% |
False |
False |
606,126 |
| 60 |
3,000.0 |
2,631.0 |
369.0 |
12.4% |
47.7 |
1.6% |
94% |
False |
False |
412,384 |
| 80 |
3,000.0 |
2,631.0 |
369.0 |
12.4% |
46.3 |
1.6% |
94% |
False |
False |
311,380 |
| 100 |
3,000.0 |
2,631.0 |
369.0 |
12.4% |
45.5 |
1.5% |
94% |
False |
False |
250,162 |
| 120 |
3,000.0 |
2,535.0 |
465.0 |
15.6% |
44.8 |
1.5% |
95% |
False |
False |
208,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,172.5 |
|
2.618 |
3,104.0 |
|
1.618 |
3,062.0 |
|
1.000 |
3,036.0 |
|
0.618 |
3,020.0 |
|
HIGH |
2,994.0 |
|
0.618 |
2,978.0 |
|
0.500 |
2,973.0 |
|
0.382 |
2,968.0 |
|
LOW |
2,952.0 |
|
0.618 |
2,926.0 |
|
1.000 |
2,910.0 |
|
1.618 |
2,884.0 |
|
2.618 |
2,842.0 |
|
4.250 |
2,773.5 |
|
|
| Fisher Pivots for day following 24-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,976.3 |
2,970.0 |
| PP |
2,974.7 |
2,962.0 |
| S1 |
2,973.0 |
2,954.0 |
|