| Trading Metrics calculated at close of trading on 24-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2011 |
24-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,281.75 |
2,268.75 |
-13.00 |
-0.6% |
2,321.25 |
| High |
2,300.25 |
2,300.75 |
0.50 |
0.0% |
2,346.50 |
| Low |
2,265.75 |
2,264.50 |
-1.25 |
-0.1% |
2,265.75 |
| Close |
2,269.00 |
2,298.00 |
29.00 |
1.3% |
2,269.00 |
| Range |
34.50 |
36.25 |
1.75 |
5.1% |
80.75 |
| ATR |
28.34 |
28.91 |
0.56 |
2.0% |
0.00 |
| Volume |
250,365 |
222,971 |
-27,394 |
-10.9% |
1,014,963 |
|
| Daily Pivots for day following 24-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,396.50 |
2,383.50 |
2,318.00 |
|
| R3 |
2,360.25 |
2,347.25 |
2,308.00 |
|
| R2 |
2,324.00 |
2,324.00 |
2,304.75 |
|
| R1 |
2,311.00 |
2,311.00 |
2,301.25 |
2,317.50 |
| PP |
2,287.75 |
2,287.75 |
2,287.75 |
2,291.00 |
| S1 |
2,274.75 |
2,274.75 |
2,294.75 |
2,281.25 |
| S2 |
2,251.50 |
2,251.50 |
2,291.25 |
|
| S3 |
2,215.25 |
2,238.50 |
2,288.00 |
|
| S4 |
2,179.00 |
2,202.25 |
2,278.00 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,536.00 |
2,483.25 |
2,313.50 |
|
| R3 |
2,455.25 |
2,402.50 |
2,291.25 |
|
| R2 |
2,374.50 |
2,374.50 |
2,283.75 |
|
| R1 |
2,321.75 |
2,321.75 |
2,276.50 |
2,307.75 |
| PP |
2,293.75 |
2,293.75 |
2,293.75 |
2,286.75 |
| S1 |
2,241.00 |
2,241.00 |
2,261.50 |
2,227.00 |
| S2 |
2,213.00 |
2,213.00 |
2,254.25 |
|
| S3 |
2,132.25 |
2,160.25 |
2,246.75 |
|
| S4 |
2,051.50 |
2,079.50 |
2,224.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,346.50 |
2,264.50 |
82.00 |
3.6% |
40.75 |
1.8% |
41% |
False |
True |
247,586 |
| 10 |
2,346.50 |
2,260.75 |
85.75 |
3.7% |
30.75 |
1.3% |
43% |
False |
False |
218,501 |
| 20 |
2,346.50 |
2,207.25 |
139.25 |
6.1% |
27.75 |
1.2% |
65% |
False |
False |
188,338 |
| 40 |
2,346.50 |
2,107.75 |
238.75 |
10.4% |
26.50 |
1.2% |
80% |
False |
False |
145,772 |
| 60 |
2,346.50 |
2,082.25 |
264.25 |
11.5% |
28.00 |
1.2% |
82% |
False |
False |
97,264 |
| 80 |
2,346.50 |
1,958.50 |
388.00 |
16.9% |
29.00 |
1.3% |
88% |
False |
False |
72,997 |
| 100 |
2,346.50 |
1,773.00 |
573.50 |
25.0% |
27.25 |
1.2% |
92% |
False |
False |
58,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,454.75 |
|
2.618 |
2,395.75 |
|
1.618 |
2,359.50 |
|
1.000 |
2,337.00 |
|
0.618 |
2,323.25 |
|
HIGH |
2,300.75 |
|
0.618 |
2,287.00 |
|
0.500 |
2,282.50 |
|
0.382 |
2,278.25 |
|
LOW |
2,264.50 |
|
0.618 |
2,242.00 |
|
1.000 |
2,228.25 |
|
1.618 |
2,205.75 |
|
2.618 |
2,169.50 |
|
4.250 |
2,110.50 |
|
|
| Fisher Pivots for day following 24-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,293.00 |
2,293.00 |
| PP |
2,287.75 |
2,287.75 |
| S1 |
2,282.50 |
2,282.50 |
|