| Trading Metrics calculated at close of trading on 14-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2011 |
14-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1,390.4 |
1,376.7 |
-13.7 |
-1.0% |
1,376.6 |
| High |
1,396.1 |
1,381.0 |
-15.1 |
-1.1% |
1,396.1 |
| Low |
1,373.3 |
1,358.4 |
-14.9 |
-1.1% |
1,358.4 |
| Close |
1,391.0 |
1,364.3 |
-26.7 |
-1.9% |
1,364.3 |
| Range |
22.8 |
22.6 |
-0.2 |
-0.9% |
37.7 |
| ATR |
18.3 |
19.4 |
1.0 |
5.6% |
0.0 |
| Volume |
3,769 |
5,411 |
1,642 |
43.6% |
18,922 |
|
| Daily Pivots for day following 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,435.7 |
1,422.6 |
1,376.7 |
|
| R3 |
1,413.1 |
1,400.0 |
1,370.5 |
|
| R2 |
1,390.5 |
1,390.5 |
1,368.4 |
|
| R1 |
1,377.4 |
1,377.4 |
1,366.4 |
1,372.7 |
| PP |
1,367.9 |
1,367.9 |
1,367.9 |
1,365.5 |
| S1 |
1,354.8 |
1,354.8 |
1,362.2 |
1,350.1 |
| S2 |
1,345.3 |
1,345.3 |
1,360.2 |
|
| S3 |
1,322.7 |
1,332.2 |
1,358.1 |
|
| S4 |
1,300.1 |
1,309.6 |
1,351.9 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,486.0 |
1,462.9 |
1,385.0 |
|
| R3 |
1,448.3 |
1,425.2 |
1,374.7 |
|
| R2 |
1,410.6 |
1,410.6 |
1,371.2 |
|
| R1 |
1,387.5 |
1,387.5 |
1,367.8 |
1,380.2 |
| PP |
1,372.9 |
1,372.9 |
1,372.9 |
1,369.3 |
| S1 |
1,349.8 |
1,349.8 |
1,360.8 |
1,342.5 |
| S2 |
1,335.2 |
1,335.2 |
1,357.4 |
|
| S3 |
1,297.5 |
1,312.1 |
1,353.9 |
|
| S4 |
1,259.8 |
1,274.4 |
1,343.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,396.1 |
1,358.4 |
37.7 |
2.8% |
16.1 |
1.2% |
16% |
False |
True |
3,784 |
| 10 |
1,428.5 |
1,357.0 |
71.5 |
5.2% |
19.4 |
1.4% |
10% |
False |
False |
3,328 |
| 20 |
1,428.5 |
1,357.0 |
71.5 |
5.2% |
16.1 |
1.2% |
10% |
False |
False |
2,351 |
| 40 |
1,436.7 |
1,343.7 |
93.0 |
6.8% |
18.3 |
1.3% |
22% |
False |
False |
2,665 |
| 60 |
1,436.7 |
1,323.0 |
113.7 |
8.3% |
20.2 |
1.5% |
36% |
False |
False |
2,577 |
| 80 |
1,436.7 |
1,288.6 |
148.1 |
10.9% |
19.1 |
1.4% |
51% |
False |
False |
2,245 |
| 100 |
1,436.7 |
1,242.0 |
194.7 |
14.3% |
16.1 |
1.2% |
63% |
False |
False |
1,872 |
| 120 |
1,436.7 |
1,166.6 |
270.1 |
19.8% |
14.0 |
1.0% |
73% |
False |
False |
1,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,477.1 |
|
2.618 |
1,440.2 |
|
1.618 |
1,417.6 |
|
1.000 |
1,403.6 |
|
0.618 |
1,395.0 |
|
HIGH |
1,381.0 |
|
0.618 |
1,372.4 |
|
0.500 |
1,369.7 |
|
0.382 |
1,367.0 |
|
LOW |
1,358.4 |
|
0.618 |
1,344.4 |
|
1.000 |
1,335.8 |
|
1.618 |
1,321.8 |
|
2.618 |
1,299.2 |
|
4.250 |
1,262.4 |
|
|
| Fisher Pivots for day following 14-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,369.7 |
1,377.3 |
| PP |
1,367.9 |
1,372.9 |
| S1 |
1,366.1 |
1,368.6 |
|