| 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 |
2,863.0 |
2,907.0 |
44.0 |
1.5% |
2,848.0 |
| High |
2,923.0 |
2,915.0 |
-8.0 |
-0.3% |
2,923.0 |
| Low |
2,862.0 |
2,877.0 |
15.0 |
0.5% |
2,828.0 |
| Close |
2,894.0 |
2,902.0 |
8.0 |
0.3% |
2,894.0 |
| Range |
61.0 |
38.0 |
-23.0 |
-37.7% |
95.0 |
| ATR |
44.6 |
44.1 |
-0.5 |
-1.1% |
0.0 |
| Volume |
2,956 |
3,303 |
347 |
11.7% |
9,830 |
|
| Daily Pivots for day following 24-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,012.0 |
2,995.0 |
2,922.9 |
|
| R3 |
2,974.0 |
2,957.0 |
2,912.5 |
|
| R2 |
2,936.0 |
2,936.0 |
2,909.0 |
|
| R1 |
2,919.0 |
2,919.0 |
2,905.5 |
2,908.5 |
| PP |
2,898.0 |
2,898.0 |
2,898.0 |
2,892.8 |
| S1 |
2,881.0 |
2,881.0 |
2,898.5 |
2,870.5 |
| S2 |
2,860.0 |
2,860.0 |
2,895.0 |
|
| S3 |
2,822.0 |
2,843.0 |
2,891.6 |
|
| S4 |
2,784.0 |
2,805.0 |
2,881.1 |
|
|
| 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 |
2,836.0 |
87.0 |
3.0% |
41.6 |
1.4% |
76% |
False |
False |
2,605 |
| 10 |
2,923.0 |
2,688.0 |
235.0 |
8.1% |
43.2 |
1.5% |
91% |
False |
False |
1,659 |
| 20 |
2,923.0 |
2,678.0 |
245.0 |
8.4% |
42.0 |
1.4% |
91% |
False |
False |
1,180 |
| 40 |
2,923.0 |
2,561.0 |
362.0 |
12.5% |
41.6 |
1.4% |
94% |
False |
False |
3,740 |
| 60 |
2,923.0 |
2,561.0 |
362.0 |
12.5% |
39.2 |
1.4% |
94% |
False |
False |
2,720 |
| 80 |
2,923.0 |
2,561.0 |
362.0 |
12.5% |
35.9 |
1.2% |
94% |
False |
False |
2,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,076.5 |
|
2.618 |
3,014.5 |
|
1.618 |
2,976.5 |
|
1.000 |
2,953.0 |
|
0.618 |
2,938.5 |
|
HIGH |
2,915.0 |
|
0.618 |
2,900.5 |
|
0.500 |
2,896.0 |
|
0.382 |
2,891.5 |
|
LOW |
2,877.0 |
|
0.618 |
2,853.5 |
|
1.000 |
2,839.0 |
|
1.618 |
2,815.5 |
|
2.618 |
2,777.5 |
|
4.250 |
2,715.5 |
|
|
| Fisher Pivots for day following 24-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,900.0 |
2,894.5 |
| PP |
2,898.0 |
2,887.0 |
| S1 |
2,896.0 |
2,879.5 |
|