| Trading Metrics calculated at close of trading on 31-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2011 |
31-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1,314.9 |
1,338.8 |
23.9 |
1.8% |
1,344.9 |
| High |
1,348.0 |
1,347.2 |
-0.8 |
-0.1% |
1,354.0 |
| Low |
1,309.1 |
1,323.6 |
14.5 |
1.1% |
1,309.1 |
| Close |
1,341.7 |
1,334.5 |
-7.2 |
-0.5% |
1,341.7 |
| Range |
38.9 |
23.6 |
-15.3 |
-39.3% |
44.9 |
| ATR |
22.4 |
22.5 |
0.1 |
0.4% |
0.0 |
| Volume |
185,772 |
145,427 |
-40,345 |
-21.7% |
433,812 |
|
| Daily Pivots for day following 31-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,405.9 |
1,393.8 |
1,347.5 |
|
| R3 |
1,382.3 |
1,370.2 |
1,341.0 |
|
| R2 |
1,358.7 |
1,358.7 |
1,338.8 |
|
| R1 |
1,346.6 |
1,346.6 |
1,336.7 |
1,340.9 |
| PP |
1,335.1 |
1,335.1 |
1,335.1 |
1,332.2 |
| S1 |
1,323.0 |
1,323.0 |
1,332.3 |
1,317.3 |
| S2 |
1,311.5 |
1,311.5 |
1,330.2 |
|
| S3 |
1,287.9 |
1,299.4 |
1,328.0 |
|
| S4 |
1,264.3 |
1,275.8 |
1,321.5 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,469.6 |
1,450.6 |
1,366.4 |
|
| R3 |
1,424.7 |
1,405.7 |
1,354.0 |
|
| R2 |
1,379.8 |
1,379.8 |
1,349.9 |
|
| R1 |
1,360.8 |
1,360.8 |
1,345.8 |
1,347.9 |
| PP |
1,334.9 |
1,334.9 |
1,334.9 |
1,328.5 |
| S1 |
1,315.9 |
1,315.9 |
1,337.6 |
1,303.0 |
| S2 |
1,290.0 |
1,290.0 |
1,333.5 |
|
| S3 |
1,245.1 |
1,271.0 |
1,329.4 |
|
| S4 |
1,200.2 |
1,226.1 |
1,317.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,349.0 |
1,309.1 |
39.9 |
3.0% |
27.7 |
2.1% |
64% |
False |
False |
110,893 |
| 10 |
1,380.6 |
1,309.1 |
71.5 |
5.4% |
23.1 |
1.7% |
36% |
False |
False |
69,494 |
| 20 |
1,426.3 |
1,309.1 |
117.2 |
8.8% |
21.5 |
1.6% |
22% |
False |
False |
44,622 |
| 40 |
1,434.1 |
1,309.1 |
125.0 |
9.4% |
19.8 |
1.5% |
20% |
False |
False |
24,282 |
| 60 |
1,434.1 |
1,309.1 |
125.0 |
9.4% |
21.2 |
1.6% |
20% |
False |
False |
17,606 |
| 80 |
1,434.1 |
1,309.1 |
125.0 |
9.4% |
20.9 |
1.6% |
20% |
False |
False |
13,709 |
| 100 |
1,434.1 |
1,246.8 |
187.3 |
14.0% |
18.7 |
1.4% |
47% |
False |
False |
11,065 |
| 120 |
1,434.1 |
1,201.9 |
232.2 |
17.4% |
16.3 |
1.2% |
57% |
False |
False |
9,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,447.5 |
|
2.618 |
1,409.0 |
|
1.618 |
1,385.4 |
|
1.000 |
1,370.8 |
|
0.618 |
1,361.8 |
|
HIGH |
1,347.2 |
|
0.618 |
1,338.2 |
|
0.500 |
1,335.4 |
|
0.382 |
1,332.6 |
|
LOW |
1,323.6 |
|
0.618 |
1,309.0 |
|
1.000 |
1,300.0 |
|
1.618 |
1,285.4 |
|
2.618 |
1,261.8 |
|
4.250 |
1,223.3 |
|
|
| Fisher Pivots for day following 31-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,335.4 |
1,332.7 |
| PP |
1,335.1 |
1,330.9 |
| S1 |
1,334.8 |
1,329.1 |
|