| Trading Metrics calculated at close of trading on 25-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2011 |
25-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,907.0 |
2,926.0 |
19.0 |
0.7% |
2,848.0 |
| High |
2,915.0 |
2,926.0 |
11.0 |
0.4% |
2,923.0 |
| Low |
2,877.0 |
2,877.0 |
0.0 |
0.0% |
2,828.0 |
| Close |
2,902.0 |
2,879.0 |
-23.0 |
-0.8% |
2,894.0 |
| Range |
38.0 |
49.0 |
11.0 |
28.9% |
95.0 |
| ATR |
44.1 |
44.4 |
0.4 |
0.8% |
0.0 |
| Volume |
3,303 |
294 |
-3,009 |
-91.1% |
9,830 |
|
| Daily Pivots for day following 25-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,041.0 |
3,009.0 |
2,906.0 |
|
| R3 |
2,992.0 |
2,960.0 |
2,892.5 |
|
| R2 |
2,943.0 |
2,943.0 |
2,888.0 |
|
| R1 |
2,911.0 |
2,911.0 |
2,883.5 |
2,902.5 |
| PP |
2,894.0 |
2,894.0 |
2,894.0 |
2,889.8 |
| S1 |
2,862.0 |
2,862.0 |
2,874.5 |
2,853.5 |
| S2 |
2,845.0 |
2,845.0 |
2,870.0 |
|
| S3 |
2,796.0 |
2,813.0 |
2,865.5 |
|
| S4 |
2,747.0 |
2,764.0 |
2,852.1 |
|
|
| 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 |
2,926.0 |
2,836.0 |
90.0 |
3.1% |
45.4 |
1.6% |
48% |
True |
False |
2,585 |
| 10 |
2,926.0 |
2,718.0 |
208.0 |
7.2% |
44.9 |
1.6% |
77% |
True |
False |
1,497 |
| 20 |
2,926.0 |
2,678.0 |
248.0 |
8.6% |
42.2 |
1.5% |
81% |
True |
False |
1,190 |
| 40 |
2,926.0 |
2,561.0 |
365.0 |
12.7% |
41.9 |
1.5% |
87% |
True |
False |
3,715 |
| 60 |
2,926.0 |
2,561.0 |
365.0 |
12.7% |
39.4 |
1.4% |
87% |
True |
False |
2,705 |
| 80 |
2,926.0 |
2,561.0 |
365.0 |
12.7% |
36.2 |
1.3% |
87% |
True |
False |
2,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,134.3 |
|
2.618 |
3,054.3 |
|
1.618 |
3,005.3 |
|
1.000 |
2,975.0 |
|
0.618 |
2,956.3 |
|
HIGH |
2,926.0 |
|
0.618 |
2,907.3 |
|
0.500 |
2,901.5 |
|
0.382 |
2,895.7 |
|
LOW |
2,877.0 |
|
0.618 |
2,846.7 |
|
1.000 |
2,828.0 |
|
1.618 |
2,797.7 |
|
2.618 |
2,748.7 |
|
4.250 |
2,668.8 |
|
|
| Fisher Pivots for day following 25-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,901.5 |
2,894.0 |
| PP |
2,894.0 |
2,889.0 |
| S1 |
2,886.5 |
2,884.0 |
|