| 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 |
1,316.8 |
1,341.5 |
24.7 |
1.9% |
1,346.6 |
| High |
1,349.0 |
1,348.5 |
-0.5 |
0.0% |
1,355.5 |
| Low |
1,310.9 |
1,325.3 |
14.4 |
1.1% |
1,310.9 |
| Close |
1,343.3 |
1,336.1 |
-7.2 |
-0.5% |
1,343.3 |
| Range |
38.1 |
23.2 |
-14.9 |
-39.1% |
44.6 |
| ATR |
21.8 |
21.9 |
0.1 |
0.5% |
0.0 |
| Volume |
8,043 |
7,729 |
-314 |
-3.9% |
19,997 |
|
| Daily Pivots for day following 31-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,406.2 |
1,394.4 |
1,348.9 |
|
| R3 |
1,383.0 |
1,371.2 |
1,342.5 |
|
| R2 |
1,359.8 |
1,359.8 |
1,340.4 |
|
| R1 |
1,348.0 |
1,348.0 |
1,338.2 |
1,342.3 |
| PP |
1,336.6 |
1,336.6 |
1,336.6 |
1,333.8 |
| S1 |
1,324.8 |
1,324.8 |
1,334.0 |
1,319.1 |
| S2 |
1,313.4 |
1,313.4 |
1,331.8 |
|
| S3 |
1,290.2 |
1,301.6 |
1,329.7 |
|
| S4 |
1,267.0 |
1,278.4 |
1,323.3 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,470.4 |
1,451.4 |
1,367.8 |
|
| R3 |
1,425.8 |
1,406.8 |
1,355.6 |
|
| R2 |
1,381.2 |
1,381.2 |
1,351.5 |
|
| R1 |
1,362.2 |
1,362.2 |
1,347.4 |
1,349.4 |
| PP |
1,336.6 |
1,336.6 |
1,336.6 |
1,330.2 |
| S1 |
1,317.6 |
1,317.6 |
1,339.2 |
1,304.8 |
| S2 |
1,292.0 |
1,292.0 |
1,335.1 |
|
| S3 |
1,247.4 |
1,273.0 |
1,331.0 |
|
| S4 |
1,202.8 |
1,228.4 |
1,318.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,350.6 |
1,310.9 |
39.7 |
3.0% |
26.8 |
2.0% |
63% |
False |
False |
5,039 |
| 10 |
1,382.4 |
1,310.9 |
71.5 |
5.4% |
22.1 |
1.7% |
35% |
False |
False |
4,571 |
| 20 |
1,428.5 |
1,310.9 |
117.6 |
8.8% |
20.7 |
1.6% |
21% |
False |
False |
3,949 |
| 40 |
1,436.7 |
1,310.9 |
125.8 |
9.4% |
19.2 |
1.4% |
20% |
False |
False |
2,959 |
| 60 |
1,436.7 |
1,310.9 |
125.8 |
9.4% |
20.6 |
1.5% |
20% |
False |
False |
3,055 |
| 80 |
1,436.7 |
1,310.9 |
125.8 |
9.4% |
20.4 |
1.5% |
20% |
False |
False |
2,736 |
| 100 |
1,436.7 |
1,251.2 |
185.5 |
13.9% |
18.1 |
1.4% |
46% |
False |
False |
2,305 |
| 120 |
1,436.7 |
1,203.2 |
233.5 |
17.5% |
15.5 |
1.2% |
57% |
False |
False |
1,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,447.1 |
|
2.618 |
1,409.2 |
|
1.618 |
1,386.0 |
|
1.000 |
1,371.7 |
|
0.618 |
1,362.8 |
|
HIGH |
1,348.5 |
|
0.618 |
1,339.6 |
|
0.500 |
1,336.9 |
|
0.382 |
1,334.2 |
|
LOW |
1,325.3 |
|
0.618 |
1,311.0 |
|
1.000 |
1,302.1 |
|
1.618 |
1,287.8 |
|
2.618 |
1,264.6 |
|
4.250 |
1,226.7 |
|
|
| Fisher Pivots for day following 31-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,336.9 |
1,334.3 |
| PP |
1,336.6 |
1,332.5 |
| S1 |
1,336.4 |
1,330.8 |
|