| Trading Metrics calculated at close of trading on 27-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2011 |
27-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,977.0 |
2,973.0 |
-4.0 |
-0.1% |
2,915.0 |
| High |
2,995.0 |
3,008.0 |
13.0 |
0.4% |
3,000.0 |
| Low |
2,966.0 |
2,953.0 |
-13.0 |
-0.4% |
2,908.0 |
| Close |
2,967.0 |
2,993.0 |
26.0 |
0.9% |
2,970.0 |
| Range |
29.0 |
55.0 |
26.0 |
89.7% |
92.0 |
| ATR |
48.3 |
48.7 |
0.5 |
1.0% |
0.0 |
| Volume |
929,117 |
1,267,103 |
337,986 |
36.4% |
2,364,935 |
|
| Daily Pivots for day following 27-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,149.7 |
3,126.3 |
3,023.3 |
|
| R3 |
3,094.7 |
3,071.3 |
3,008.1 |
|
| R2 |
3,039.7 |
3,039.7 |
3,003.1 |
|
| R1 |
3,016.3 |
3,016.3 |
2,998.0 |
3,028.0 |
| PP |
2,984.7 |
2,984.7 |
2,984.7 |
2,990.5 |
| S1 |
2,961.3 |
2,961.3 |
2,988.0 |
2,973.0 |
| S2 |
2,929.7 |
2,929.7 |
2,982.9 |
|
| S3 |
2,874.7 |
2,906.3 |
2,977.9 |
|
| S4 |
2,819.7 |
2,851.3 |
2,962.8 |
|
|
| 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 |
3,008.0 |
2,936.0 |
72.0 |
2.4% |
47.4 |
1.6% |
79% |
True |
False |
862,382 |
| 10 |
3,008.0 |
2,876.0 |
132.0 |
4.4% |
45.4 |
1.5% |
89% |
True |
False |
925,187 |
| 20 |
3,008.0 |
2,751.0 |
257.0 |
8.6% |
47.7 |
1.6% |
94% |
True |
False |
950,751 |
| 40 |
3,008.0 |
2,631.0 |
377.0 |
12.6% |
44.4 |
1.5% |
96% |
True |
False |
688,872 |
| 60 |
3,008.0 |
2,631.0 |
377.0 |
12.6% |
46.6 |
1.6% |
96% |
True |
False |
466,641 |
| 80 |
3,008.0 |
2,631.0 |
377.0 |
12.6% |
45.7 |
1.5% |
96% |
True |
False |
352,757 |
| 100 |
3,008.0 |
2,631.0 |
377.0 |
12.6% |
45.9 |
1.5% |
96% |
True |
False |
283,265 |
| 120 |
3,008.0 |
2,535.0 |
473.0 |
15.8% |
45.2 |
1.5% |
97% |
True |
False |
236,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,241.8 |
|
2.618 |
3,152.0 |
|
1.618 |
3,097.0 |
|
1.000 |
3,063.0 |
|
0.618 |
3,042.0 |
|
HIGH |
3,008.0 |
|
0.618 |
2,987.0 |
|
0.500 |
2,980.5 |
|
0.382 |
2,974.0 |
|
LOW |
2,953.0 |
|
0.618 |
2,919.0 |
|
1.000 |
2,898.0 |
|
1.618 |
2,864.0 |
|
2.618 |
2,809.0 |
|
4.250 |
2,719.3 |
|
|
| Fisher Pivots for day following 27-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,988.8 |
2,988.7 |
| PP |
2,984.7 |
2,984.3 |
| S1 |
2,980.5 |
2,980.0 |
|