| Trading Metrics calculated at close of trading on 26-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2011 |
26-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,926.0 |
2,898.0 |
-28.0 |
-1.0% |
2,848.0 |
| High |
2,926.0 |
2,916.0 |
-10.0 |
-0.3% |
2,923.0 |
| Low |
2,877.0 |
2,892.0 |
15.0 |
0.5% |
2,828.0 |
| Close |
2,879.0 |
2,891.0 |
12.0 |
0.4% |
2,894.0 |
| Range |
49.0 |
24.0 |
-25.0 |
-51.0% |
95.0 |
| ATR |
44.4 |
43.9 |
-0.5 |
-1.2% |
0.0 |
| Volume |
294 |
163 |
-131 |
-44.6% |
9,830 |
|
| Daily Pivots for day following 26-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,971.7 |
2,955.3 |
2,904.2 |
|
| R3 |
2,947.7 |
2,931.3 |
2,897.6 |
|
| R2 |
2,923.7 |
2,923.7 |
2,895.4 |
|
| R1 |
2,907.3 |
2,907.3 |
2,893.2 |
2,903.5 |
| PP |
2,899.7 |
2,899.7 |
2,899.7 |
2,897.8 |
| S1 |
2,883.3 |
2,883.3 |
2,888.8 |
2,879.5 |
| S2 |
2,875.7 |
2,875.7 |
2,886.6 |
|
| S3 |
2,851.7 |
2,859.3 |
2,884.4 |
|
| S4 |
2,827.7 |
2,835.3 |
2,877.8 |
|
|
| 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% |
41.6 |
1.4% |
61% |
False |
False |
1,387 |
| 10 |
2,926.0 |
2,802.0 |
124.0 |
4.3% |
38.6 |
1.3% |
72% |
False |
False |
1,449 |
| 20 |
2,926.0 |
2,678.0 |
248.0 |
8.6% |
42.7 |
1.5% |
86% |
False |
False |
1,194 |
| 40 |
2,926.0 |
2,561.0 |
365.0 |
12.6% |
39.5 |
1.4% |
90% |
False |
False |
3,685 |
| 60 |
2,926.0 |
2,561.0 |
365.0 |
12.6% |
39.6 |
1.4% |
90% |
False |
False |
2,697 |
| 80 |
2,926.0 |
2,561.0 |
365.0 |
12.6% |
36.0 |
1.2% |
90% |
False |
False |
2,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,018.0 |
|
2.618 |
2,978.8 |
|
1.618 |
2,954.8 |
|
1.000 |
2,940.0 |
|
0.618 |
2,930.8 |
|
HIGH |
2,916.0 |
|
0.618 |
2,906.8 |
|
0.500 |
2,904.0 |
|
0.382 |
2,901.2 |
|
LOW |
2,892.0 |
|
0.618 |
2,877.2 |
|
1.000 |
2,868.0 |
|
1.618 |
2,853.2 |
|
2.618 |
2,829.2 |
|
4.250 |
2,790.0 |
|
|
| Fisher Pivots for day following 26-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,904.0 |
2,901.5 |
| PP |
2,899.7 |
2,898.0 |
| S1 |
2,895.3 |
2,894.5 |
|