| 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 |
11,920 |
11,936 |
16 |
0.1% |
11,729 |
| High |
11,972 |
11,971 |
-1 |
0.0% |
11,857 |
| Low |
11,911 |
11,912 |
1 |
0.0% |
11,688 |
| Close |
11,936 |
11,944 |
8 |
0.1% |
11,822 |
| Range |
61 |
59 |
-2 |
-3.3% |
169 |
| ATR |
101 |
98 |
-3 |
-3.0% |
0 |
| Volume |
99,816 |
91,171 |
-8,645 |
-8.7% |
393,150 |
|
| Daily Pivots for day following 27-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,119 |
12,091 |
11,977 |
|
| R3 |
12,060 |
12,032 |
11,960 |
|
| R2 |
12,001 |
12,001 |
11,955 |
|
| R1 |
11,973 |
11,973 |
11,950 |
11,987 |
| PP |
11,942 |
11,942 |
11,942 |
11,950 |
| S1 |
11,914 |
11,914 |
11,939 |
11,928 |
| S2 |
11,883 |
11,883 |
11,933 |
|
| S3 |
11,824 |
11,855 |
11,928 |
|
| S4 |
11,765 |
11,796 |
11,912 |
|
|
| 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 |
11,972 |
11,745 |
227 |
1.9% |
94 |
0.8% |
88% |
False |
False |
105,320 |
| 10 |
11,972 |
11,627 |
345 |
2.9% |
97 |
0.8% |
92% |
False |
False |
100,207 |
| 20 |
11,972 |
11,467 |
505 |
4.2% |
98 |
0.8% |
94% |
False |
False |
91,951 |
| 40 |
11,972 |
10,909 |
1,063 |
8.9% |
97 |
0.8% |
97% |
False |
False |
68,730 |
| 60 |
11,972 |
10,855 |
1,117 |
9.4% |
110 |
0.9% |
97% |
False |
False |
45,842 |
| 80 |
11,972 |
10,633 |
1,339 |
11.2% |
115 |
1.0% |
98% |
False |
False |
34,397 |
| 100 |
11,972 |
10,206 |
1,766 |
14.8% |
112 |
0.9% |
98% |
False |
False |
27,526 |
| 120 |
11,972 |
9,790 |
2,182 |
18.3% |
101 |
0.8% |
99% |
False |
False |
22,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,222 |
|
2.618 |
12,126 |
|
1.618 |
12,067 |
|
1.000 |
12,030 |
|
0.618 |
12,008 |
|
HIGH |
11,971 |
|
0.618 |
11,949 |
|
0.500 |
11,942 |
|
0.382 |
11,935 |
|
LOW |
11,912 |
|
0.618 |
11,876 |
|
1.000 |
11,853 |
|
1.618 |
11,817 |
|
2.618 |
11,758 |
|
4.250 |
11,661 |
|
|
| Fisher Pivots for day following 27-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,943 |
11,933 |
| PP |
11,942 |
11,922 |
| S1 |
11,942 |
11,912 |
|