| 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 |
11,814 |
11,927 |
113 |
1.0% |
11,729 |
| High |
11,941 |
11,951 |
10 |
0.1% |
11,857 |
| Low |
11,806 |
11,851 |
45 |
0.4% |
11,688 |
| Close |
11,930 |
11,922 |
-8 |
-0.1% |
11,822 |
| Range |
135 |
100 |
-35 |
-25.9% |
169 |
| ATR |
104 |
104 |
0 |
-0.3% |
0 |
| Volume |
107,323 |
133,455 |
26,132 |
24.3% |
393,150 |
|
| Daily Pivots for day following 25-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,208 |
12,165 |
11,977 |
|
| R3 |
12,108 |
12,065 |
11,950 |
|
| R2 |
12,008 |
12,008 |
11,940 |
|
| R1 |
11,965 |
11,965 |
11,931 |
11,937 |
| PP |
11,908 |
11,908 |
11,908 |
11,894 |
| S1 |
11,865 |
11,865 |
11,913 |
11,837 |
| S2 |
11,808 |
11,808 |
11,904 |
|
| S3 |
11,708 |
11,765 |
11,895 |
|
| S4 |
11,608 |
11,665 |
11,867 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,296 |
12,228 |
11,915 |
|
| R3 |
12,127 |
12,059 |
11,869 |
|
| R2 |
11,958 |
11,958 |
11,853 |
|
| R1 |
11,890 |
11,890 |
11,838 |
11,924 |
| PP |
11,789 |
11,789 |
11,789 |
11,806 |
| S1 |
11,721 |
11,721 |
11,807 |
11,755 |
| S2 |
11,620 |
11,620 |
11,791 |
|
| S3 |
11,451 |
11,552 |
11,776 |
|
| S4 |
11,282 |
11,383 |
11,729 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,951 |
11,694 |
257 |
2.2% |
108 |
0.9% |
89% |
True |
False |
108,985 |
| 10 |
11,951 |
11,575 |
376 |
3.2% |
106 |
0.9% |
92% |
True |
False |
99,861 |
| 20 |
11,951 |
11,467 |
484 |
4.1% |
99 |
0.8% |
94% |
True |
False |
85,548 |
| 40 |
11,951 |
10,855 |
1,096 |
9.2% |
102 |
0.9% |
97% |
True |
False |
63,959 |
| 60 |
11,951 |
10,855 |
1,096 |
9.2% |
112 |
0.9% |
97% |
True |
False |
42,662 |
| 80 |
11,951 |
10,575 |
1,376 |
11.5% |
117 |
1.0% |
98% |
True |
False |
32,011 |
| 100 |
11,951 |
10,119 |
1,832 |
15.4% |
111 |
0.9% |
98% |
True |
False |
25,616 |
| 120 |
11,951 |
9,790 |
2,161 |
18.1% |
101 |
0.8% |
99% |
True |
False |
21,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,376 |
|
2.618 |
12,213 |
|
1.618 |
12,113 |
|
1.000 |
12,051 |
|
0.618 |
12,013 |
|
HIGH |
11,951 |
|
0.618 |
11,913 |
|
0.500 |
11,901 |
|
0.382 |
11,889 |
|
LOW |
11,851 |
|
0.618 |
11,789 |
|
1.000 |
11,751 |
|
1.618 |
11,689 |
|
2.618 |
11,589 |
|
4.250 |
11,426 |
|
|
| Fisher Pivots for day following 25-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,915 |
11,897 |
| PP |
11,908 |
11,873 |
| S1 |
11,901 |
11,848 |
|