| Trading Metrics calculated at close of trading on 19-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2011 |
19-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1,361.1 |
1,368.7 |
7.6 |
0.6% |
1,372.8 |
| High |
1,377.7 |
1,380.6 |
2.9 |
0.2% |
1,394.7 |
| Low |
1,358.9 |
1,368.1 |
9.2 |
0.7% |
1,356.4 |
| Close |
1,369.9 |
1,372.0 |
2.1 |
0.2% |
1,362.3 |
| Range |
18.8 |
12.5 |
-6.3 |
-33.5% |
38.3 |
| ATR |
19.7 |
19.2 |
-0.5 |
-2.6% |
0.0 |
| Volume |
21,076 |
23,326 |
2,250 |
10.7% |
136,326 |
|
| Daily Pivots for day following 19-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,411.1 |
1,404.0 |
1,378.9 |
|
| R3 |
1,398.6 |
1,391.5 |
1,375.4 |
|
| R2 |
1,386.1 |
1,386.1 |
1,374.3 |
|
| R1 |
1,379.0 |
1,379.0 |
1,373.1 |
1,382.6 |
| PP |
1,373.6 |
1,373.6 |
1,373.6 |
1,375.3 |
| S1 |
1,366.5 |
1,366.5 |
1,370.9 |
1,370.1 |
| S2 |
1,361.1 |
1,361.1 |
1,369.7 |
|
| S3 |
1,348.6 |
1,354.0 |
1,368.6 |
|
| S4 |
1,336.1 |
1,341.5 |
1,365.1 |
|
|
| 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% |
18.0 |
1.3% |
41% |
False |
False |
25,956 |
| 10 |
1,394.7 |
1,354.5 |
40.2 |
2.9% |
17.7 |
1.3% |
44% |
False |
False |
23,287 |
| 20 |
1,426.3 |
1,354.5 |
71.8 |
5.2% |
17.1 |
1.2% |
24% |
False |
False |
13,410 |
| 40 |
1,434.1 |
1,352.9 |
81.2 |
5.9% |
18.5 |
1.3% |
24% |
False |
False |
9,139 |
| 60 |
1,434.1 |
1,323.1 |
111.0 |
8.1% |
20.4 |
1.5% |
44% |
False |
False |
7,092 |
| 80 |
1,434.1 |
1,282.5 |
151.6 |
11.0% |
19.7 |
1.4% |
59% |
False |
False |
5,624 |
| 100 |
1,434.1 |
1,240.0 |
194.1 |
14.1% |
17.0 |
1.2% |
68% |
False |
False |
4,594 |
| 120 |
1,434.1 |
1,177.9 |
256.2 |
18.7% |
14.9 |
1.1% |
76% |
False |
False |
3,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,433.7 |
|
2.618 |
1,413.3 |
|
1.618 |
1,400.8 |
|
1.000 |
1,393.1 |
|
0.618 |
1,388.3 |
|
HIGH |
1,380.6 |
|
0.618 |
1,375.8 |
|
0.500 |
1,374.4 |
|
0.382 |
1,372.9 |
|
LOW |
1,368.1 |
|
0.618 |
1,360.4 |
|
1.000 |
1,355.6 |
|
1.618 |
1,347.9 |
|
2.618 |
1,335.4 |
|
4.250 |
1,315.0 |
|
|
| Fisher Pivots for day following 19-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,374.4 |
1,370.8 |
| PP |
1,373.6 |
1,369.7 |
| S1 |
1,372.8 |
1,368.5 |
|