| Trading Metrics calculated at close of trading on 31-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2011 |
31-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,995.0 |
2,945.0 |
-50.0 |
-1.7% |
2,983.0 |
| High |
3,007.0 |
2,974.0 |
-33.0 |
-1.1% |
3,008.0 |
| Low |
2,934.0 |
2,919.0 |
-15.0 |
-0.5% |
2,934.0 |
| Close |
2,958.0 |
2,960.0 |
2.0 |
0.1% |
2,958.0 |
| Range |
73.0 |
55.0 |
-18.0 |
-24.7% |
74.0 |
| ATR |
50.5 |
50.8 |
0.3 |
0.6% |
0.0 |
| Volume |
1,446,293 |
1,290,328 |
-155,965 |
-10.8% |
5,758,205 |
|
| Daily Pivots for day following 31-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,116.0 |
3,093.0 |
2,990.3 |
|
| R3 |
3,061.0 |
3,038.0 |
2,975.1 |
|
| R2 |
3,006.0 |
3,006.0 |
2,970.1 |
|
| R1 |
2,983.0 |
2,983.0 |
2,965.0 |
2,994.5 |
| PP |
2,951.0 |
2,951.0 |
2,951.0 |
2,956.8 |
| S1 |
2,928.0 |
2,928.0 |
2,955.0 |
2,939.5 |
| S2 |
2,896.0 |
2,896.0 |
2,949.9 |
|
| S3 |
2,841.0 |
2,873.0 |
2,944.9 |
|
| S4 |
2,786.0 |
2,818.0 |
2,929.8 |
|
|
| 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 |
2,919.0 |
89.0 |
3.0% |
51.8 |
1.8% |
46% |
False |
True |
1,210,141 |
| 10 |
3,008.0 |
2,908.0 |
100.0 |
3.4% |
49.3 |
1.7% |
52% |
False |
False |
941,346 |
| 20 |
3,008.0 |
2,751.0 |
257.0 |
8.7% |
50.0 |
1.7% |
81% |
False |
False |
1,049,033 |
| 40 |
3,008.0 |
2,701.0 |
307.0 |
10.4% |
44.5 |
1.5% |
84% |
False |
False |
749,900 |
| 60 |
3,008.0 |
2,631.0 |
377.0 |
12.7% |
47.2 |
1.6% |
87% |
False |
False |
512,230 |
| 80 |
3,008.0 |
2,631.0 |
377.0 |
12.7% |
45.9 |
1.5% |
87% |
False |
False |
386,962 |
| 100 |
3,008.0 |
2,631.0 |
377.0 |
12.7% |
46.4 |
1.6% |
87% |
False |
False |
310,595 |
| 120 |
3,008.0 |
2,535.0 |
473.0 |
16.0% |
45.7 |
1.5% |
90% |
False |
False |
258,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,207.8 |
|
2.618 |
3,118.0 |
|
1.618 |
3,063.0 |
|
1.000 |
3,029.0 |
|
0.618 |
3,008.0 |
|
HIGH |
2,974.0 |
|
0.618 |
2,953.0 |
|
0.500 |
2,946.5 |
|
0.382 |
2,940.0 |
|
LOW |
2,919.0 |
|
0.618 |
2,885.0 |
|
1.000 |
2,864.0 |
|
1.618 |
2,830.0 |
|
2.618 |
2,775.0 |
|
4.250 |
2,685.3 |
|
|
| Fisher Pivots for day following 31-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,955.5 |
2,963.5 |
| PP |
2,951.0 |
2,962.3 |
| S1 |
2,946.5 |
2,961.2 |
|