| Trading Metrics calculated at close of trading on 24-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2011 |
24-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1,349.4 |
1,346.6 |
-2.8 |
-0.2% |
1,366.0 |
| High |
1,352.9 |
1,355.5 |
2.6 |
0.2% |
1,382.4 |
| Low |
1,340.9 |
1,335.1 |
-5.8 |
-0.4% |
1,340.9 |
| Close |
1,344.4 |
1,347.7 |
3.3 |
0.2% |
1,344.4 |
| Range |
12.0 |
20.4 |
8.4 |
70.0% |
41.5 |
| ATR |
18.7 |
18.8 |
0.1 |
0.6% |
0.0 |
| Volume |
6,373 |
2,531 |
-3,842 |
-60.3% |
17,989 |
|
| Daily Pivots for day following 24-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,407.3 |
1,397.9 |
1,358.9 |
|
| R3 |
1,386.9 |
1,377.5 |
1,353.3 |
|
| R2 |
1,366.5 |
1,366.5 |
1,351.4 |
|
| R1 |
1,357.1 |
1,357.1 |
1,349.6 |
1,361.8 |
| PP |
1,346.1 |
1,346.1 |
1,346.1 |
1,348.5 |
| S1 |
1,336.7 |
1,336.7 |
1,345.8 |
1,341.4 |
| S2 |
1,325.7 |
1,325.7 |
1,344.0 |
|
| S3 |
1,305.3 |
1,316.3 |
1,342.1 |
|
| S4 |
1,284.9 |
1,295.9 |
1,336.5 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,480.4 |
1,453.9 |
1,367.2 |
|
| R3 |
1,438.9 |
1,412.4 |
1,355.8 |
|
| R2 |
1,397.4 |
1,397.4 |
1,352.0 |
|
| R1 |
1,370.9 |
1,370.9 |
1,348.2 |
1,363.4 |
| PP |
1,355.9 |
1,355.9 |
1,355.9 |
1,352.2 |
| S1 |
1,329.4 |
1,329.4 |
1,340.6 |
1,321.9 |
| S2 |
1,314.4 |
1,314.4 |
1,336.8 |
|
| S3 |
1,272.9 |
1,287.9 |
1,333.0 |
|
| S4 |
1,231.4 |
1,246.4 |
1,321.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,382.4 |
1,335.1 |
47.3 |
3.5% |
17.3 |
1.3% |
27% |
False |
True |
4,104 |
| 10 |
1,396.1 |
1,335.1 |
61.0 |
4.5% |
16.7 |
1.2% |
21% |
False |
True |
3,944 |
| 20 |
1,428.5 |
1,335.1 |
93.4 |
6.9% |
17.6 |
1.3% |
13% |
False |
True |
2,966 |
| 40 |
1,436.7 |
1,335.1 |
101.6 |
7.5% |
18.2 |
1.4% |
12% |
False |
True |
2,766 |
| 60 |
1,436.7 |
1,330.6 |
106.1 |
7.9% |
20.1 |
1.5% |
16% |
False |
False |
2,775 |
| 80 |
1,436.7 |
1,305.0 |
131.7 |
9.8% |
19.6 |
1.5% |
32% |
False |
False |
2,461 |
| 100 |
1,436.7 |
1,250.6 |
186.1 |
13.8% |
16.9 |
1.3% |
52% |
False |
False |
2,068 |
| 120 |
1,436.7 |
1,198.3 |
238.4 |
17.7% |
14.6 |
1.1% |
63% |
False |
False |
1,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,442.2 |
|
2.618 |
1,408.9 |
|
1.618 |
1,388.5 |
|
1.000 |
1,375.9 |
|
0.618 |
1,368.1 |
|
HIGH |
1,355.5 |
|
0.618 |
1,347.7 |
|
0.500 |
1,345.3 |
|
0.382 |
1,342.9 |
|
LOW |
1,335.1 |
|
0.618 |
1,322.5 |
|
1.000 |
1,314.7 |
|
1.618 |
1,302.1 |
|
2.618 |
1,281.7 |
|
4.250 |
1,248.4 |
|
|
| Fisher Pivots for day following 24-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,346.9 |
1,353.8 |
| PP |
1,346.1 |
1,351.8 |
| S1 |
1,345.3 |
1,349.7 |
|