| Trading Metrics calculated at close of trading on 21-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2011 |
21-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,838.0 |
2,863.0 |
25.0 |
0.9% |
2,848.0 |
| High |
2,872.0 |
2,923.0 |
51.0 |
1.8% |
2,923.0 |
| Low |
2,836.0 |
2,862.0 |
26.0 |
0.9% |
2,828.0 |
| Close |
2,850.0 |
2,894.0 |
44.0 |
1.5% |
2,894.0 |
| Range |
36.0 |
61.0 |
25.0 |
69.4% |
95.0 |
| ATR |
42.4 |
44.6 |
2.2 |
5.2% |
0.0 |
| Volume |
219 |
2,956 |
2,737 |
1,249.8% |
9,830 |
|
| Daily Pivots for day following 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,076.0 |
3,046.0 |
2,927.6 |
|
| R3 |
3,015.0 |
2,985.0 |
2,910.8 |
|
| R2 |
2,954.0 |
2,954.0 |
2,905.2 |
|
| R1 |
2,924.0 |
2,924.0 |
2,899.6 |
2,939.0 |
| PP |
2,893.0 |
2,893.0 |
2,893.0 |
2,900.5 |
| S1 |
2,863.0 |
2,863.0 |
2,888.4 |
2,878.0 |
| S2 |
2,832.0 |
2,832.0 |
2,882.8 |
|
| S3 |
2,771.0 |
2,802.0 |
2,877.2 |
|
| S4 |
2,710.0 |
2,741.0 |
2,860.5 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,166.7 |
3,125.3 |
2,946.3 |
|
| R3 |
3,071.7 |
3,030.3 |
2,920.1 |
|
| R2 |
2,976.7 |
2,976.7 |
2,911.4 |
|
| R1 |
2,935.3 |
2,935.3 |
2,902.7 |
2,956.0 |
| PP |
2,881.7 |
2,881.7 |
2,881.7 |
2,892.0 |
| S1 |
2,840.3 |
2,840.3 |
2,885.3 |
2,861.0 |
| S2 |
2,786.7 |
2,786.7 |
2,876.6 |
|
| S3 |
2,691.7 |
2,745.3 |
2,867.9 |
|
| S4 |
2,596.7 |
2,650.3 |
2,841.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,923.0 |
2,828.0 |
95.0 |
3.3% |
38.0 |
1.3% |
69% |
True |
False |
1,966 |
| 10 |
2,923.0 |
2,678.0 |
245.0 |
8.5% |
43.9 |
1.5% |
88% |
True |
False |
1,343 |
| 20 |
2,923.0 |
2,678.0 |
245.0 |
8.5% |
41.2 |
1.4% |
88% |
True |
False |
1,021 |
| 40 |
2,923.0 |
2,561.0 |
362.0 |
12.5% |
40.9 |
1.4% |
92% |
True |
False |
3,657 |
| 60 |
2,923.0 |
2,561.0 |
362.0 |
12.5% |
39.0 |
1.3% |
92% |
True |
False |
2,667 |
| 80 |
2,923.0 |
2,561.0 |
362.0 |
12.5% |
35.9 |
1.2% |
92% |
True |
False |
2,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,182.3 |
|
2.618 |
3,082.7 |
|
1.618 |
3,021.7 |
|
1.000 |
2,984.0 |
|
0.618 |
2,960.7 |
|
HIGH |
2,923.0 |
|
0.618 |
2,899.7 |
|
0.500 |
2,892.5 |
|
0.382 |
2,885.3 |
|
LOW |
2,862.0 |
|
0.618 |
2,824.3 |
|
1.000 |
2,801.0 |
|
1.618 |
2,763.3 |
|
2.618 |
2,702.3 |
|
4.250 |
2,602.8 |
|
|
| Fisher Pivots for day following 21-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,893.5 |
2,889.2 |
| PP |
2,893.0 |
2,884.3 |
| S1 |
2,892.5 |
2,879.5 |
|