| 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 |
1,375.3 |
1,361.1 |
-14.2 |
-1.0% |
1,372.8 |
| High |
1,379.5 |
1,377.7 |
-1.8 |
-0.1% |
1,394.7 |
| Low |
1,356.4 |
1,358.9 |
2.5 |
0.2% |
1,356.4 |
| Close |
1,362.3 |
1,369.9 |
7.6 |
0.6% |
1,362.3 |
| Range |
23.1 |
18.8 |
-4.3 |
-18.6% |
38.3 |
| ATR |
19.8 |
19.7 |
-0.1 |
-0.4% |
0.0 |
| Volume |
37,749 |
21,076 |
-16,673 |
-44.2% |
136,326 |
|
| Daily Pivots for day following 18-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,425.2 |
1,416.4 |
1,380.2 |
|
| R3 |
1,406.4 |
1,397.6 |
1,375.1 |
|
| R2 |
1,387.6 |
1,387.6 |
1,373.3 |
|
| R1 |
1,378.8 |
1,378.8 |
1,371.6 |
1,383.2 |
| PP |
1,368.8 |
1,368.8 |
1,368.8 |
1,371.1 |
| S1 |
1,360.0 |
1,360.0 |
1,368.2 |
1,364.4 |
| S2 |
1,350.0 |
1,350.0 |
1,366.5 |
|
| S3 |
1,331.2 |
1,341.2 |
1,364.7 |
|
| S4 |
1,312.4 |
1,322.4 |
1,359.6 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,486.0 |
1,462.5 |
1,383.4 |
|
| R3 |
1,447.7 |
1,424.2 |
1,372.8 |
|
| R2 |
1,409.4 |
1,409.4 |
1,369.3 |
|
| R1 |
1,385.9 |
1,385.9 |
1,365.8 |
1,378.5 |
| PP |
1,371.1 |
1,371.1 |
1,371.1 |
1,367.5 |
| S1 |
1,347.6 |
1,347.6 |
1,358.8 |
1,340.2 |
| S2 |
1,332.8 |
1,332.8 |
1,355.3 |
|
| S3 |
1,294.5 |
1,309.3 |
1,351.8 |
|
| S4 |
1,256.2 |
1,271.0 |
1,341.2 |
|
|
| 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 |
1,356.4 |
38.3 |
2.8% |
18.3 |
1.3% |
35% |
False |
False |
25,787 |
| 10 |
1,419.7 |
1,354.5 |
65.2 |
4.8% |
20.7 |
1.5% |
24% |
False |
False |
21,246 |
| 20 |
1,426.3 |
1,354.5 |
71.8 |
5.2% |
17.1 |
1.2% |
21% |
False |
False |
12,331 |
| 40 |
1,434.1 |
1,345.0 |
89.1 |
6.5% |
18.7 |
1.4% |
28% |
False |
False |
8,776 |
| 60 |
1,434.1 |
1,319.3 |
114.8 |
8.4% |
20.4 |
1.5% |
44% |
False |
False |
6,715 |
| 80 |
1,434.1 |
1,282.5 |
151.6 |
11.1% |
19.6 |
1.4% |
58% |
False |
False |
5,333 |
| 100 |
1,434.1 |
1,240.0 |
194.1 |
14.2% |
16.9 |
1.2% |
67% |
False |
False |
4,364 |
| 120 |
1,434.1 |
1,174.1 |
260.0 |
19.0% |
14.8 |
1.1% |
75% |
False |
False |
3,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,457.6 |
|
2.618 |
1,426.9 |
|
1.618 |
1,408.1 |
|
1.000 |
1,396.5 |
|
0.618 |
1,389.3 |
|
HIGH |
1,377.7 |
|
0.618 |
1,370.5 |
|
0.500 |
1,368.3 |
|
0.382 |
1,366.1 |
|
LOW |
1,358.9 |
|
0.618 |
1,347.3 |
|
1.000 |
1,340.1 |
|
1.618 |
1,328.5 |
|
2.618 |
1,309.7 |
|
4.250 |
1,279.0 |
|
|
| Fisher Pivots for day following 18-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,369.4 |
1,375.6 |
| PP |
1,368.8 |
1,373.7 |
| S1 |
1,368.3 |
1,371.8 |
|