| Trading Metrics calculated at close of trading on 25-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2011 |
25-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,983.0 |
2,991.0 |
8.0 |
0.3% |
2,915.0 |
| High |
2,994.0 |
2,999.0 |
5.0 |
0.2% |
3,000.0 |
| Low |
2,952.0 |
2,952.0 |
0.0 |
0.0% |
2,908.0 |
| Close |
2,978.0 |
2,955.0 |
-23.0 |
-0.8% |
2,970.0 |
| Range |
42.0 |
47.0 |
5.0 |
11.9% |
92.0 |
| ATR |
49.0 |
48.9 |
-0.1 |
-0.3% |
0.0 |
| Volume |
997,826 |
1,117,866 |
120,040 |
12.0% |
2,364,935 |
|
| Daily Pivots for day following 25-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,109.7 |
3,079.3 |
2,980.9 |
|
| R3 |
3,062.7 |
3,032.3 |
2,967.9 |
|
| R2 |
3,015.7 |
3,015.7 |
2,963.6 |
|
| R1 |
2,985.3 |
2,985.3 |
2,959.3 |
2,977.0 |
| PP |
2,968.7 |
2,968.7 |
2,968.7 |
2,964.5 |
| S1 |
2,938.3 |
2,938.3 |
2,950.7 |
2,930.0 |
| S2 |
2,921.7 |
2,921.7 |
2,946.4 |
|
| S3 |
2,874.7 |
2,891.3 |
2,942.1 |
|
| S4 |
2,827.7 |
2,844.3 |
2,929.2 |
|
|
| 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% |
48.2 |
1.6% |
51% |
False |
False |
674,750 |
| 10 |
3,000.0 |
2,758.0 |
242.0 |
8.2% |
49.8 |
1.7% |
81% |
False |
False |
950,610 |
| 20 |
3,000.0 |
2,751.0 |
249.0 |
8.4% |
48.4 |
1.6% |
82% |
False |
False |
867,133 |
| 40 |
3,000.0 |
2,631.0 |
369.0 |
12.5% |
46.2 |
1.6% |
88% |
False |
False |
634,049 |
| 60 |
3,000.0 |
2,631.0 |
369.0 |
12.5% |
48.0 |
1.6% |
88% |
False |
False |
430,555 |
| 80 |
3,000.0 |
2,631.0 |
369.0 |
12.5% |
45.9 |
1.6% |
88% |
False |
False |
325,313 |
| 100 |
3,000.0 |
2,631.0 |
369.0 |
12.5% |
45.6 |
1.5% |
88% |
False |
False |
261,324 |
| 120 |
3,000.0 |
2,535.0 |
465.0 |
15.7% |
44.9 |
1.5% |
90% |
False |
False |
217,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,198.8 |
|
2.618 |
3,122.0 |
|
1.618 |
3,075.0 |
|
1.000 |
3,046.0 |
|
0.618 |
3,028.0 |
|
HIGH |
2,999.0 |
|
0.618 |
2,981.0 |
|
0.500 |
2,975.5 |
|
0.382 |
2,970.0 |
|
LOW |
2,952.0 |
|
0.618 |
2,923.0 |
|
1.000 |
2,905.0 |
|
1.618 |
2,876.0 |
|
2.618 |
2,829.0 |
|
4.250 |
2,752.3 |
|
|
| Fisher Pivots for day following 25-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,975.5 |
2,968.0 |
| PP |
2,968.7 |
2,963.7 |
| S1 |
2,961.8 |
2,959.3 |
|