| Trading Metrics calculated at close of trading on 28-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2011 |
28-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,973.0 |
2,995.0 |
22.0 |
0.7% |
2,983.0 |
| High |
3,008.0 |
3,007.0 |
-1.0 |
0.0% |
3,008.0 |
| Low |
2,953.0 |
2,934.0 |
-19.0 |
-0.6% |
2,934.0 |
| Close |
2,993.0 |
2,958.0 |
-35.0 |
-1.2% |
2,958.0 |
| Range |
55.0 |
73.0 |
18.0 |
32.7% |
74.0 |
| ATR |
48.7 |
50.5 |
1.7 |
3.6% |
0.0 |
| Volume |
1,267,103 |
1,446,293 |
179,190 |
14.1% |
5,758,205 |
|
| Daily Pivots for day following 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,185.3 |
3,144.7 |
2,998.2 |
|
| R3 |
3,112.3 |
3,071.7 |
2,978.1 |
|
| R2 |
3,039.3 |
3,039.3 |
2,971.4 |
|
| R1 |
2,998.7 |
2,998.7 |
2,964.7 |
2,982.5 |
| PP |
2,966.3 |
2,966.3 |
2,966.3 |
2,958.3 |
| S1 |
2,925.7 |
2,925.7 |
2,951.3 |
2,909.5 |
| S2 |
2,893.3 |
2,893.3 |
2,944.6 |
|
| S3 |
2,820.3 |
2,852.7 |
2,937.9 |
|
| S4 |
2,747.3 |
2,779.7 |
2,917.9 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,188.7 |
3,147.3 |
2,998.7 |
|
| R3 |
3,114.7 |
3,073.3 |
2,978.4 |
|
| R2 |
3,040.7 |
3,040.7 |
2,971.6 |
|
| R1 |
2,999.3 |
2,999.3 |
2,964.8 |
2,983.0 |
| PP |
2,966.7 |
2,966.7 |
2,966.7 |
2,958.5 |
| S1 |
2,925.3 |
2,925.3 |
2,951.2 |
2,909.0 |
| S2 |
2,892.7 |
2,892.7 |
2,944.4 |
|
| S3 |
2,818.7 |
2,851.3 |
2,937.7 |
|
| S4 |
2,744.7 |
2,777.3 |
2,917.3 |
|
|
| 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 |
2,934.0 |
74.0 |
2.5% |
49.2 |
1.7% |
32% |
False |
True |
1,151,641 |
| 10 |
3,008.0 |
2,886.0 |
122.0 |
4.1% |
48.9 |
1.7% |
59% |
False |
False |
919,714 |
| 20 |
3,008.0 |
2,751.0 |
257.0 |
8.7% |
50.2 |
1.7% |
81% |
False |
False |
1,006,507 |
| 40 |
3,008.0 |
2,659.0 |
349.0 |
11.8% |
45.0 |
1.5% |
86% |
False |
False |
717,882 |
| 60 |
3,008.0 |
2,631.0 |
377.0 |
12.7% |
47.2 |
1.6% |
87% |
False |
False |
490,742 |
| 80 |
3,008.0 |
2,631.0 |
377.0 |
12.7% |
45.5 |
1.5% |
87% |
False |
False |
370,834 |
| 100 |
3,008.0 |
2,631.0 |
377.0 |
12.7% |
46.4 |
1.6% |
87% |
False |
False |
297,708 |
| 120 |
3,008.0 |
2,535.0 |
473.0 |
16.0% |
45.5 |
1.5% |
89% |
False |
False |
248,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,317.3 |
|
2.618 |
3,198.1 |
|
1.618 |
3,125.1 |
|
1.000 |
3,080.0 |
|
0.618 |
3,052.1 |
|
HIGH |
3,007.0 |
|
0.618 |
2,979.1 |
|
0.500 |
2,970.5 |
|
0.382 |
2,961.9 |
|
LOW |
2,934.0 |
|
0.618 |
2,888.9 |
|
1.000 |
2,861.0 |
|
1.618 |
2,815.9 |
|
2.618 |
2,742.9 |
|
4.250 |
2,623.8 |
|
|
| Fisher Pivots for day following 28-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,970.5 |
2,971.0 |
| PP |
2,966.3 |
2,966.7 |
| S1 |
2,962.2 |
2,962.3 |
|