| Trading Metrics calculated at close of trading on 27-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2011 |
27-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,300.25 |
2,318.00 |
17.75 |
0.8% |
2,321.25 |
| High |
2,320.00 |
2,334.50 |
14.50 |
0.6% |
2,346.50 |
| Low |
2,298.00 |
2,313.25 |
15.25 |
0.7% |
2,265.75 |
| Close |
2,318.50 |
2,323.00 |
4.50 |
0.2% |
2,269.00 |
| Range |
22.00 |
21.25 |
-0.75 |
-3.4% |
80.75 |
| ATR |
27.95 |
27.48 |
-0.48 |
-1.7% |
0.00 |
| Volume |
218,232 |
242,547 |
24,315 |
11.1% |
1,014,963 |
|
| Daily Pivots for day following 27-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,387.25 |
2,376.50 |
2,334.75 |
|
| R3 |
2,366.00 |
2,355.25 |
2,328.75 |
|
| R2 |
2,344.75 |
2,344.75 |
2,327.00 |
|
| R1 |
2,334.00 |
2,334.00 |
2,325.00 |
2,339.50 |
| PP |
2,323.50 |
2,323.50 |
2,323.50 |
2,326.25 |
| S1 |
2,312.75 |
2,312.75 |
2,321.00 |
2,318.00 |
| S2 |
2,302.25 |
2,302.25 |
2,319.00 |
|
| S3 |
2,281.00 |
2,291.50 |
2,317.25 |
|
| S4 |
2,259.75 |
2,270.25 |
2,311.25 |
|
|
| 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 |
2,334.50 |
2,264.50 |
70.00 |
3.0% |
27.25 |
1.2% |
84% |
True |
False |
227,622 |
| 10 |
2,346.50 |
2,264.50 |
82.00 |
3.5% |
30.75 |
1.3% |
71% |
False |
False |
226,661 |
| 20 |
2,346.50 |
2,207.50 |
139.00 |
6.0% |
28.25 |
1.2% |
83% |
False |
False |
209,937 |
| 40 |
2,346.50 |
2,109.75 |
236.75 |
10.2% |
25.50 |
1.1% |
90% |
False |
False |
162,356 |
| 60 |
2,346.50 |
2,082.25 |
264.25 |
11.4% |
27.75 |
1.2% |
91% |
False |
False |
108,328 |
| 80 |
2,346.50 |
1,972.50 |
374.00 |
16.1% |
28.50 |
1.2% |
94% |
False |
False |
81,296 |
| 100 |
2,346.50 |
1,851.00 |
495.50 |
21.3% |
27.50 |
1.2% |
95% |
False |
False |
65,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,424.75 |
|
2.618 |
2,390.25 |
|
1.618 |
2,369.00 |
|
1.000 |
2,355.75 |
|
0.618 |
2,347.75 |
|
HIGH |
2,334.50 |
|
0.618 |
2,326.50 |
|
0.500 |
2,324.00 |
|
0.382 |
2,321.25 |
|
LOW |
2,313.25 |
|
0.618 |
2,300.00 |
|
1.000 |
2,292.00 |
|
1.618 |
2,278.75 |
|
2.618 |
2,257.50 |
|
4.250 |
2,223.00 |
|
|
| Fisher Pivots for day following 27-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,324.00 |
2,318.00 |
| PP |
2,323.50 |
2,313.00 |
| S1 |
2,323.25 |
2,308.00 |
|