| 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 |
1,376.7 |
1,366.0 |
-10.7 |
-0.8% |
1,376.6 |
| High |
1,381.0 |
1,378.2 |
-2.8 |
-0.2% |
1,396.1 |
| Low |
1,358.4 |
1,363.0 |
4.6 |
0.3% |
1,358.4 |
| Close |
1,364.3 |
1,371.9 |
7.6 |
0.6% |
1,364.3 |
| Range |
22.6 |
15.2 |
-7.4 |
-32.7% |
37.7 |
| ATR |
19.4 |
19.1 |
-0.3 |
-1.5% |
0.0 |
| Volume |
5,411 |
2,105 |
-3,306 |
-61.1% |
18,922 |
|
| Daily Pivots for day following 18-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,416.6 |
1,409.5 |
1,380.3 |
|
| R3 |
1,401.4 |
1,394.3 |
1,376.1 |
|
| R2 |
1,386.2 |
1,386.2 |
1,374.7 |
|
| R1 |
1,379.1 |
1,379.1 |
1,373.3 |
1,382.7 |
| PP |
1,371.0 |
1,371.0 |
1,371.0 |
1,372.8 |
| S1 |
1,363.9 |
1,363.9 |
1,370.5 |
1,367.5 |
| S2 |
1,355.8 |
1,355.8 |
1,369.1 |
|
| S3 |
1,340.6 |
1,348.7 |
1,367.7 |
|
| S4 |
1,325.4 |
1,333.5 |
1,363.5 |
|
|
| 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 |
2.7% |
17.0 |
1.2% |
36% |
False |
False |
3,608 |
| 10 |
1,421.7 |
1,357.0 |
64.7 |
4.7% |
19.8 |
1.4% |
23% |
False |
False |
3,429 |
| 20 |
1,428.5 |
1,357.0 |
71.5 |
5.2% |
16.2 |
1.2% |
21% |
False |
False |
2,359 |
| 40 |
1,436.7 |
1,348.0 |
88.7 |
6.5% |
18.1 |
1.3% |
27% |
False |
False |
2,681 |
| 60 |
1,436.7 |
1,323.1 |
113.6 |
8.3% |
20.0 |
1.5% |
43% |
False |
False |
2,596 |
| 80 |
1,436.7 |
1,288.6 |
148.1 |
10.8% |
19.3 |
1.4% |
56% |
False |
False |
2,261 |
| 100 |
1,436.7 |
1,242.0 |
194.7 |
14.2% |
16.2 |
1.2% |
67% |
False |
False |
1,889 |
| 120 |
1,436.7 |
1,167.0 |
269.7 |
19.7% |
14.1 |
1.0% |
76% |
False |
False |
1,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,442.8 |
|
2.618 |
1,418.0 |
|
1.618 |
1,402.8 |
|
1.000 |
1,393.4 |
|
0.618 |
1,387.6 |
|
HIGH |
1,378.2 |
|
0.618 |
1,372.4 |
|
0.500 |
1,370.6 |
|
0.382 |
1,368.8 |
|
LOW |
1,363.0 |
|
0.618 |
1,353.6 |
|
1.000 |
1,347.8 |
|
1.618 |
1,338.4 |
|
2.618 |
1,323.2 |
|
4.250 |
1,298.4 |
|
|
| Fisher Pivots for day following 18-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,371.5 |
1,377.3 |
| PP |
1,371.0 |
1,375.5 |
| S1 |
1,370.6 |
1,373.7 |
|