| Trading Metrics calculated at close of trading on 20-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2011 |
20-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,880.0 |
2,838.0 |
-42.0 |
-1.5% |
2,723.0 |
| High |
2,881.0 |
2,872.0 |
-9.0 |
-0.3% |
2,861.0 |
| Low |
2,838.0 |
2,836.0 |
-2.0 |
-0.1% |
2,678.0 |
| Close |
2,846.0 |
2,850.0 |
4.0 |
0.1% |
2,847.0 |
| Range |
43.0 |
36.0 |
-7.0 |
-16.3% |
183.0 |
| ATR |
42.9 |
42.4 |
-0.5 |
-1.1% |
0.0 |
| Volume |
6,155 |
219 |
-5,936 |
-96.4% |
3,608 |
|
| Daily Pivots for day following 20-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,960.7 |
2,941.3 |
2,869.8 |
|
| R3 |
2,924.7 |
2,905.3 |
2,859.9 |
|
| R2 |
2,888.7 |
2,888.7 |
2,856.6 |
|
| R1 |
2,869.3 |
2,869.3 |
2,853.3 |
2,879.0 |
| PP |
2,852.7 |
2,852.7 |
2,852.7 |
2,857.5 |
| S1 |
2,833.3 |
2,833.3 |
2,846.7 |
2,843.0 |
| S2 |
2,816.7 |
2,816.7 |
2,843.4 |
|
| S3 |
2,780.7 |
2,797.3 |
2,840.1 |
|
| S4 |
2,744.7 |
2,761.3 |
2,830.2 |
|
|
| 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 |
2,813.0 |
68.0 |
2.4% |
35.4 |
1.2% |
54% |
False |
False |
1,440 |
| 10 |
2,881.0 |
2,678.0 |
203.0 |
7.1% |
42.4 |
1.5% |
85% |
False |
False |
1,055 |
| 20 |
2,881.0 |
2,678.0 |
203.0 |
7.1% |
38.8 |
1.4% |
85% |
False |
False |
1,262 |
| 40 |
2,881.0 |
2,561.0 |
320.0 |
11.2% |
39.9 |
1.4% |
90% |
False |
False |
3,606 |
| 60 |
2,881.0 |
2,561.0 |
320.0 |
11.2% |
38.5 |
1.4% |
90% |
False |
False |
2,653 |
| 80 |
2,881.0 |
2,561.0 |
320.0 |
11.2% |
35.5 |
1.2% |
90% |
False |
False |
2,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,025.0 |
|
2.618 |
2,966.2 |
|
1.618 |
2,930.2 |
|
1.000 |
2,908.0 |
|
0.618 |
2,894.2 |
|
HIGH |
2,872.0 |
|
0.618 |
2,858.2 |
|
0.500 |
2,854.0 |
|
0.382 |
2,849.8 |
|
LOW |
2,836.0 |
|
0.618 |
2,813.8 |
|
1.000 |
2,800.0 |
|
1.618 |
2,777.8 |
|
2.618 |
2,741.8 |
|
4.250 |
2,683.0 |
|
|
| Fisher Pivots for day following 20-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,854.0 |
2,858.5 |
| PP |
2,852.7 |
2,855.7 |
| S1 |
2,851.3 |
2,852.8 |
|