| Trading Metrics calculated at close of trading on 13-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2011 |
13-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1,383.5 |
1,388.9 |
5.4 |
0.4% |
1,422.6 |
| High |
1,390.4 |
1,394.7 |
4.3 |
0.3% |
1,426.3 |
| Low |
1,378.5 |
1,371.0 |
-7.5 |
-0.5% |
1,354.5 |
| Close |
1,387.7 |
1,388.9 |
1.2 |
0.1% |
1,370.8 |
| Range |
11.9 |
23.7 |
11.8 |
99.2% |
71.8 |
| ATR |
18.5 |
18.8 |
0.4 |
2.0% |
0.0 |
| Volume |
23,395 |
24,235 |
840 |
3.6% |
61,190 |
|
| Daily Pivots for day following 13-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,456.0 |
1,446.1 |
1,401.9 |
|
| R3 |
1,432.3 |
1,422.4 |
1,395.4 |
|
| R2 |
1,408.6 |
1,408.6 |
1,393.2 |
|
| R1 |
1,398.7 |
1,398.7 |
1,391.1 |
1,400.8 |
| PP |
1,384.9 |
1,384.9 |
1,384.9 |
1,385.9 |
| S1 |
1,375.0 |
1,375.0 |
1,386.7 |
1,377.1 |
| S2 |
1,361.2 |
1,361.2 |
1,384.6 |
|
| S3 |
1,337.5 |
1,351.3 |
1,382.4 |
|
| S4 |
1,313.8 |
1,327.6 |
1,375.9 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,599.3 |
1,556.8 |
1,410.3 |
|
| R3 |
1,527.5 |
1,485.0 |
1,390.5 |
|
| R2 |
1,455.7 |
1,455.7 |
1,384.0 |
|
| R1 |
1,413.2 |
1,413.2 |
1,377.4 |
1,398.6 |
| PP |
1,383.9 |
1,383.9 |
1,383.9 |
1,376.5 |
| S1 |
1,341.4 |
1,341.4 |
1,364.2 |
1,326.8 |
| S2 |
1,312.1 |
1,312.1 |
1,357.6 |
|
| S3 |
1,240.3 |
1,269.6 |
1,351.1 |
|
| S4 |
1,168.5 |
1,197.8 |
1,331.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,394.7 |
1,354.5 |
40.2 |
2.9% |
17.3 |
1.2% |
86% |
True |
False |
23,520 |
| 10 |
1,426.3 |
1,354.5 |
71.8 |
5.2% |
19.1 |
1.4% |
48% |
False |
False |
16,584 |
| 20 |
1,426.3 |
1,354.5 |
71.8 |
5.2% |
16.9 |
1.2% |
48% |
False |
False |
10,440 |
| 40 |
1,434.1 |
1,334.9 |
99.2 |
7.1% |
18.5 |
1.3% |
54% |
False |
False |
7,446 |
| 60 |
1,434.1 |
1,319.3 |
114.8 |
8.3% |
20.4 |
1.5% |
61% |
False |
False |
5,762 |
| 80 |
1,434.1 |
1,282.5 |
151.6 |
10.9% |
19.1 |
1.4% |
70% |
False |
False |
4,605 |
| 100 |
1,434.1 |
1,218.1 |
216.0 |
15.6% |
16.7 |
1.2% |
79% |
False |
False |
3,778 |
| 120 |
1,434.1 |
1,163.2 |
270.9 |
19.5% |
14.7 |
1.1% |
83% |
False |
False |
3,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,495.4 |
|
2.618 |
1,456.7 |
|
1.618 |
1,433.0 |
|
1.000 |
1,418.4 |
|
0.618 |
1,409.3 |
|
HIGH |
1,394.7 |
|
0.618 |
1,385.6 |
|
0.500 |
1,382.9 |
|
0.382 |
1,380.1 |
|
LOW |
1,371.0 |
|
0.618 |
1,356.4 |
|
1.000 |
1,347.3 |
|
1.618 |
1,332.7 |
|
2.618 |
1,309.0 |
|
4.250 |
1,270.3 |
|
|
| Fisher Pivots for day following 13-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,386.9 |
1,386.9 |
| PP |
1,384.9 |
1,384.9 |
| S1 |
1,382.9 |
1,382.9 |
|