| Trading Metrics calculated at close of trading on 26-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2011 |
26-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,991.0 |
2,977.0 |
-14.0 |
-0.5% |
2,915.0 |
| High |
2,999.0 |
2,995.0 |
-4.0 |
-0.1% |
3,000.0 |
| Low |
2,952.0 |
2,966.0 |
14.0 |
0.5% |
2,908.0 |
| Close |
2,955.0 |
2,967.0 |
12.0 |
0.4% |
2,970.0 |
| Range |
47.0 |
29.0 |
-18.0 |
-38.3% |
92.0 |
| ATR |
48.9 |
48.3 |
-0.6 |
-1.3% |
0.0 |
| Volume |
1,117,866 |
929,117 |
-188,749 |
-16.9% |
2,364,935 |
|
| Daily Pivots for day following 26-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,063.0 |
3,044.0 |
2,983.0 |
|
| R3 |
3,034.0 |
3,015.0 |
2,975.0 |
|
| R2 |
3,005.0 |
3,005.0 |
2,972.3 |
|
| R1 |
2,986.0 |
2,986.0 |
2,969.7 |
2,981.0 |
| PP |
2,976.0 |
2,976.0 |
2,976.0 |
2,973.5 |
| S1 |
2,957.0 |
2,957.0 |
2,964.3 |
2,952.0 |
| S2 |
2,947.0 |
2,947.0 |
2,961.7 |
|
| S3 |
2,918.0 |
2,928.0 |
2,959.0 |
|
| S4 |
2,889.0 |
2,899.0 |
2,951.1 |
|
|
| 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% |
44.6 |
1.5% |
64% |
False |
False |
608,961 |
| 10 |
3,000.0 |
2,792.0 |
208.0 |
7.0% |
48.8 |
1.6% |
84% |
False |
False |
936,993 |
| 20 |
3,000.0 |
2,751.0 |
249.0 |
8.4% |
46.1 |
1.6% |
87% |
False |
False |
897,441 |
| 40 |
3,000.0 |
2,631.0 |
369.0 |
12.4% |
45.9 |
1.5% |
91% |
False |
False |
657,247 |
| 60 |
3,000.0 |
2,631.0 |
369.0 |
12.4% |
46.8 |
1.6% |
91% |
False |
False |
445,526 |
| 80 |
3,000.0 |
2,631.0 |
369.0 |
12.4% |
45.6 |
1.5% |
91% |
False |
False |
336,922 |
| 100 |
3,000.0 |
2,631.0 |
369.0 |
12.4% |
45.4 |
1.5% |
91% |
False |
False |
270,599 |
| 120 |
3,000.0 |
2,535.0 |
465.0 |
15.7% |
44.8 |
1.5% |
93% |
False |
False |
225,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,118.3 |
|
2.618 |
3,070.9 |
|
1.618 |
3,041.9 |
|
1.000 |
3,024.0 |
|
0.618 |
3,012.9 |
|
HIGH |
2,995.0 |
|
0.618 |
2,983.9 |
|
0.500 |
2,980.5 |
|
0.382 |
2,977.1 |
|
LOW |
2,966.0 |
|
0.618 |
2,948.1 |
|
1.000 |
2,937.0 |
|
1.618 |
2,919.1 |
|
2.618 |
2,890.1 |
|
4.250 |
2,842.8 |
|
|
| Fisher Pivots for day following 26-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,980.5 |
2,975.5 |
| PP |
2,976.0 |
2,972.7 |
| S1 |
2,971.5 |
2,969.8 |
|