| Trading Metrics calculated at close of trading on 25-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2011 |
25-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,268.75 |
2,298.00 |
29.25 |
1.3% |
2,321.25 |
| High |
2,300.75 |
2,303.25 |
2.50 |
0.1% |
2,346.50 |
| Low |
2,264.50 |
2,281.25 |
16.75 |
0.7% |
2,265.75 |
| Close |
2,298.00 |
2,301.25 |
3.25 |
0.1% |
2,269.00 |
| Range |
36.25 |
22.00 |
-14.25 |
-39.3% |
80.75 |
| ATR |
28.91 |
28.41 |
-0.49 |
-1.7% |
0.00 |
| Volume |
222,971 |
203,996 |
-18,975 |
-8.5% |
1,014,963 |
|
| Daily Pivots for day following 25-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,361.25 |
2,353.25 |
2,313.25 |
|
| R3 |
2,339.25 |
2,331.25 |
2,307.25 |
|
| R2 |
2,317.25 |
2,317.25 |
2,305.25 |
|
| R1 |
2,309.25 |
2,309.25 |
2,303.25 |
2,313.25 |
| PP |
2,295.25 |
2,295.25 |
2,295.25 |
2,297.25 |
| S1 |
2,287.25 |
2,287.25 |
2,299.25 |
2,291.25 |
| S2 |
2,273.25 |
2,273.25 |
2,297.25 |
|
| S3 |
2,251.25 |
2,265.25 |
2,295.25 |
|
| S4 |
2,229.25 |
2,243.25 |
2,289.25 |
|
|
| 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% |
35.75 |
1.6% |
45% |
False |
False |
252,792 |
| 10 |
2,346.50 |
2,264.50 |
82.00 |
3.6% |
30.50 |
1.3% |
45% |
False |
False |
219,102 |
| 20 |
2,346.50 |
2,207.50 |
139.00 |
6.0% |
27.50 |
1.2% |
67% |
False |
False |
194,143 |
| 40 |
2,346.50 |
2,107.75 |
238.75 |
10.4% |
26.25 |
1.1% |
81% |
False |
False |
150,862 |
| 60 |
2,346.50 |
2,082.25 |
264.25 |
11.5% |
28.00 |
1.2% |
83% |
False |
False |
100,655 |
| 80 |
2,346.50 |
1,958.50 |
388.00 |
16.9% |
28.75 |
1.2% |
88% |
False |
False |
75,539 |
| 100 |
2,346.50 |
1,832.25 |
514.25 |
22.3% |
27.25 |
1.2% |
91% |
False |
False |
60,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,396.75 |
|
2.618 |
2,360.75 |
|
1.618 |
2,338.75 |
|
1.000 |
2,325.25 |
|
0.618 |
2,316.75 |
|
HIGH |
2,303.25 |
|
0.618 |
2,294.75 |
|
0.500 |
2,292.25 |
|
0.382 |
2,289.75 |
|
LOW |
2,281.25 |
|
0.618 |
2,267.75 |
|
1.000 |
2,259.25 |
|
1.618 |
2,245.75 |
|
2.618 |
2,223.75 |
|
4.250 |
2,187.75 |
|
|
| Fisher Pivots for day following 25-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,298.25 |
2,295.50 |
| PP |
2,295.25 |
2,289.75 |
| S1 |
2,292.25 |
2,284.00 |
|