| Trading Metrics calculated at close of trading on 18-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2011 |
18-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
11,690 |
11,729 |
39 |
0.3% |
11,614 |
| High |
11,740 |
11,817 |
77 |
0.7% |
11,740 |
| Low |
11,627 |
11,688 |
61 |
0.5% |
11,520 |
| Close |
11,725 |
11,811 |
86 |
0.7% |
11,725 |
| Range |
113 |
129 |
16 |
14.2% |
220 |
| ATR |
100 |
102 |
2 |
2.1% |
0 |
| Volume |
89,003 |
89,003 |
0 |
0.0% |
466,361 |
|
| Daily Pivots for day following 18-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,159 |
12,114 |
11,882 |
|
| R3 |
12,030 |
11,985 |
11,847 |
|
| R2 |
11,901 |
11,901 |
11,835 |
|
| R1 |
11,856 |
11,856 |
11,823 |
11,879 |
| PP |
11,772 |
11,772 |
11,772 |
11,783 |
| S1 |
11,727 |
11,727 |
11,799 |
11,750 |
| S2 |
11,643 |
11,643 |
11,787 |
|
| S3 |
11,514 |
11,598 |
11,776 |
|
| S4 |
11,385 |
11,469 |
11,740 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,322 |
12,243 |
11,846 |
|
| R3 |
12,102 |
12,023 |
11,786 |
|
| R2 |
11,882 |
11,882 |
11,765 |
|
| R1 |
11,803 |
11,803 |
11,745 |
11,843 |
| PP |
11,662 |
11,662 |
11,662 |
11,681 |
| S1 |
11,583 |
11,583 |
11,705 |
11,623 |
| S2 |
11,442 |
11,442 |
11,685 |
|
| S3 |
11,222 |
11,363 |
11,665 |
|
| S4 |
11,002 |
11,143 |
11,604 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,817 |
11,575 |
242 |
2.0% |
103 |
0.9% |
98% |
True |
False |
90,738 |
| 10 |
11,817 |
11,520 |
297 |
2.5% |
105 |
0.9% |
98% |
True |
False |
95,916 |
| 20 |
11,817 |
11,378 |
439 |
3.7% |
88 |
0.7% |
99% |
True |
False |
70,039 |
| 40 |
11,817 |
10,855 |
962 |
8.1% |
108 |
0.9% |
99% |
True |
False |
50,345 |
| 60 |
11,817 |
10,855 |
962 |
8.1% |
112 |
0.9% |
99% |
True |
False |
33,586 |
| 80 |
11,817 |
10,534 |
1,283 |
10.9% |
119 |
1.0% |
100% |
True |
False |
25,203 |
| 100 |
11,817 |
9,808 |
2,009 |
17.0% |
113 |
1.0% |
100% |
True |
False |
20,167 |
| 120 |
11,817 |
9,790 |
2,027 |
17.2% |
97 |
0.8% |
100% |
True |
False |
16,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,365 |
|
2.618 |
12,155 |
|
1.618 |
12,026 |
|
1.000 |
11,946 |
|
0.618 |
11,897 |
|
HIGH |
11,817 |
|
0.618 |
11,768 |
|
0.500 |
11,753 |
|
0.382 |
11,737 |
|
LOW |
11,688 |
|
0.618 |
11,608 |
|
1.000 |
11,559 |
|
1.618 |
11,479 |
|
2.618 |
11,350 |
|
4.250 |
11,140 |
|
|
| Fisher Pivots for day following 18-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,792 |
11,781 |
| PP |
11,772 |
11,752 |
| S1 |
11,753 |
11,722 |
|