| Trading Metrics calculated at close of trading on 20-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2011 |
20-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
7,181.0 |
7,080.0 |
-101.0 |
-1.4% |
6,945.0 |
| High |
7,193.0 |
7,095.0 |
-98.0 |
-1.4% |
7,110.5 |
| Low |
7,073.0 |
7,015.5 |
-57.5 |
-0.8% |
6,842.5 |
| Close |
7,089.5 |
7,033.5 |
-56.0 |
-0.8% |
7,090.0 |
| Range |
120.0 |
79.5 |
-40.5 |
-33.8% |
268.0 |
| ATR |
91.7 |
90.8 |
-0.9 |
-0.9% |
0.0 |
| Volume |
131,915 |
0 |
-131,915 |
-100.0% |
659,435 |
|
| Daily Pivots for day following 20-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,286.5 |
7,239.5 |
7,077.2 |
|
| R3 |
7,207.0 |
7,160.0 |
7,055.4 |
|
| R2 |
7,127.5 |
7,127.5 |
7,048.1 |
|
| R1 |
7,080.5 |
7,080.5 |
7,040.8 |
7,064.3 |
| PP |
7,048.0 |
7,048.0 |
7,048.0 |
7,039.9 |
| S1 |
7,001.0 |
7,001.0 |
7,026.2 |
6,984.8 |
| S2 |
6,968.5 |
6,968.5 |
7,018.9 |
|
| S3 |
6,889.0 |
6,921.5 |
7,011.6 |
|
| S4 |
6,809.5 |
6,842.0 |
6,989.8 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,818.3 |
7,722.2 |
7,237.4 |
|
| R3 |
7,550.3 |
7,454.2 |
7,163.7 |
|
| R2 |
7,282.3 |
7,282.3 |
7,139.1 |
|
| R1 |
7,186.2 |
7,186.2 |
7,114.6 |
7,234.3 |
| PP |
7,014.3 |
7,014.3 |
7,014.3 |
7,038.4 |
| S1 |
6,918.2 |
6,918.2 |
7,065.4 |
6,966.3 |
| S2 |
6,746.3 |
6,746.3 |
7,040.9 |
|
| S3 |
6,478.3 |
6,650.2 |
7,016.3 |
|
| S4 |
6,210.3 |
6,382.2 |
6,942.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,193.0 |
7,015.5 |
177.5 |
2.5% |
83.9 |
1.2% |
10% |
False |
True |
97,813 |
| 10 |
7,193.0 |
6,842.5 |
350.5 |
5.0% |
95.8 |
1.4% |
54% |
False |
False |
120,180 |
| 20 |
7,193.0 |
6,842.5 |
350.5 |
5.0% |
87.5 |
1.2% |
54% |
False |
False |
94,664 |
| 40 |
7,193.0 |
6,679.0 |
514.0 |
7.3% |
84.0 |
1.2% |
69% |
False |
False |
64,543 |
| 60 |
7,193.0 |
6,581.5 |
611.5 |
8.7% |
82.9 |
1.2% |
74% |
False |
False |
43,304 |
| 80 |
7,193.0 |
6,137.5 |
1,055.5 |
15.0% |
82.5 |
1.2% |
85% |
False |
False |
32,654 |
| 100 |
7,193.0 |
5,965.5 |
1,227.5 |
17.5% |
82.3 |
1.2% |
87% |
False |
False |
26,551 |
| 120 |
7,193.0 |
5,863.5 |
1,329.5 |
18.9% |
81.2 |
1.2% |
88% |
False |
False |
22,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,432.9 |
|
2.618 |
7,303.1 |
|
1.618 |
7,223.6 |
|
1.000 |
7,174.5 |
|
0.618 |
7,144.1 |
|
HIGH |
7,095.0 |
|
0.618 |
7,064.6 |
|
0.500 |
7,055.3 |
|
0.382 |
7,045.9 |
|
LOW |
7,015.5 |
|
0.618 |
6,966.4 |
|
1.000 |
6,936.0 |
|
1.618 |
6,886.9 |
|
2.618 |
6,807.4 |
|
4.250 |
6,677.6 |
|
|
| Fisher Pivots for day following 20-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
7,055.3 |
7,104.3 |
| PP |
7,048.0 |
7,080.7 |
| S1 |
7,040.8 |
7,057.1 |
|