| Trading Metrics calculated at close of trading on 19-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2011 |
19-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,844.0 |
2,880.0 |
36.0 |
1.3% |
2,723.0 |
| High |
2,874.0 |
2,881.0 |
7.0 |
0.2% |
2,861.0 |
| Low |
2,844.0 |
2,838.0 |
-6.0 |
-0.2% |
2,678.0 |
| Close |
2,869.0 |
2,846.0 |
-23.0 |
-0.8% |
2,847.0 |
| Range |
30.0 |
43.0 |
13.0 |
43.3% |
183.0 |
| ATR |
42.9 |
42.9 |
0.0 |
0.0% |
0.0 |
| Volume |
396 |
6,155 |
5,759 |
1,454.3% |
3,608 |
|
| Daily Pivots for day following 19-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,984.0 |
2,958.0 |
2,869.7 |
|
| R3 |
2,941.0 |
2,915.0 |
2,857.8 |
|
| R2 |
2,898.0 |
2,898.0 |
2,853.9 |
|
| R1 |
2,872.0 |
2,872.0 |
2,849.9 |
2,863.5 |
| PP |
2,855.0 |
2,855.0 |
2,855.0 |
2,850.8 |
| S1 |
2,829.0 |
2,829.0 |
2,842.1 |
2,820.5 |
| S2 |
2,812.0 |
2,812.0 |
2,838.1 |
|
| S3 |
2,769.0 |
2,786.0 |
2,834.2 |
|
| S4 |
2,726.0 |
2,743.0 |
2,822.4 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,344.3 |
3,278.7 |
2,947.7 |
|
| R3 |
3,161.3 |
3,095.7 |
2,897.3 |
|
| R2 |
2,978.3 |
2,978.3 |
2,880.6 |
|
| R1 |
2,912.7 |
2,912.7 |
2,863.8 |
2,945.5 |
| PP |
2,795.3 |
2,795.3 |
2,795.3 |
2,811.8 |
| S1 |
2,729.7 |
2,729.7 |
2,830.2 |
2,762.5 |
| S2 |
2,612.3 |
2,612.3 |
2,813.5 |
|
| S3 |
2,429.3 |
2,546.7 |
2,796.7 |
|
| S4 |
2,246.3 |
2,363.7 |
2,746.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,881.0 |
2,802.0 |
79.0 |
2.8% |
35.6 |
1.3% |
56% |
True |
False |
1,511 |
| 10 |
2,881.0 |
2,678.0 |
203.0 |
7.1% |
43.4 |
1.5% |
83% |
True |
False |
1,045 |
| 20 |
2,881.0 |
2,678.0 |
203.0 |
7.1% |
38.4 |
1.3% |
83% |
True |
False |
1,257 |
| 40 |
2,881.0 |
2,561.0 |
320.0 |
11.2% |
40.2 |
1.4% |
89% |
True |
False |
3,620 |
| 60 |
2,881.0 |
2,561.0 |
320.0 |
11.2% |
37.9 |
1.3% |
89% |
True |
False |
2,666 |
| 80 |
2,881.0 |
2,561.0 |
320.0 |
11.2% |
35.5 |
1.2% |
89% |
True |
False |
2,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,063.8 |
|
2.618 |
2,993.6 |
|
1.618 |
2,950.6 |
|
1.000 |
2,924.0 |
|
0.618 |
2,907.6 |
|
HIGH |
2,881.0 |
|
0.618 |
2,864.6 |
|
0.500 |
2,859.5 |
|
0.382 |
2,854.4 |
|
LOW |
2,838.0 |
|
0.618 |
2,811.4 |
|
1.000 |
2,795.0 |
|
1.618 |
2,768.4 |
|
2.618 |
2,725.4 |
|
4.250 |
2,655.3 |
|
|
| Fisher Pivots for day following 19-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,859.5 |
2,854.5 |
| PP |
2,855.0 |
2,851.7 |
| S1 |
2,850.5 |
2,848.8 |
|