| Trading Metrics calculated at close of trading on 28-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2011 |
28-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,881.0 |
2,926.0 |
45.0 |
1.6% |
2,907.0 |
| High |
2,930.0 |
2,930.0 |
0.0 |
0.0% |
2,930.0 |
| Low |
2,879.0 |
2,860.0 |
-19.0 |
-0.7% |
2,860.0 |
| Close |
2,917.0 |
2,882.0 |
-35.0 |
-1.2% |
2,882.0 |
| Range |
51.0 |
70.0 |
19.0 |
37.3% |
70.0 |
| ATR |
44.4 |
46.2 |
1.8 |
4.1% |
0.0 |
| Volume |
566 |
1,140 |
574 |
101.4% |
5,466 |
|
| Daily Pivots for day following 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,100.7 |
3,061.3 |
2,920.5 |
|
| R3 |
3,030.7 |
2,991.3 |
2,901.3 |
|
| R2 |
2,960.7 |
2,960.7 |
2,894.8 |
|
| R1 |
2,921.3 |
2,921.3 |
2,888.4 |
2,906.0 |
| PP |
2,890.7 |
2,890.7 |
2,890.7 |
2,883.0 |
| S1 |
2,851.3 |
2,851.3 |
2,875.6 |
2,836.0 |
| S2 |
2,820.7 |
2,820.7 |
2,869.2 |
|
| S3 |
2,750.7 |
2,781.3 |
2,862.8 |
|
| S4 |
2,680.7 |
2,711.3 |
2,843.5 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,100.7 |
3,061.3 |
2,920.5 |
|
| R3 |
3,030.7 |
2,991.3 |
2,901.3 |
|
| R2 |
2,960.7 |
2,960.7 |
2,894.8 |
|
| R1 |
2,921.3 |
2,921.3 |
2,888.4 |
2,906.0 |
| PP |
2,890.7 |
2,890.7 |
2,890.7 |
2,883.0 |
| S1 |
2,851.3 |
2,851.3 |
2,875.6 |
2,836.0 |
| S2 |
2,820.7 |
2,820.7 |
2,869.2 |
|
| S3 |
2,750.7 |
2,781.3 |
2,862.8 |
|
| S4 |
2,680.7 |
2,711.3 |
2,843.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,930.0 |
2,860.0 |
70.0 |
2.4% |
46.4 |
1.6% |
31% |
True |
True |
1,093 |
| 10 |
2,930.0 |
2,828.0 |
102.0 |
3.5% |
42.2 |
1.5% |
53% |
True |
False |
1,529 |
| 20 |
2,930.0 |
2,678.0 |
252.0 |
8.7% |
44.9 |
1.6% |
81% |
True |
False |
1,223 |
| 40 |
2,930.0 |
2,635.0 |
295.0 |
10.2% |
39.6 |
1.4% |
84% |
True |
False |
3,576 |
| 60 |
2,930.0 |
2,561.0 |
369.0 |
12.8% |
40.3 |
1.4% |
87% |
True |
False |
2,708 |
| 80 |
2,930.0 |
2,561.0 |
369.0 |
12.8% |
36.3 |
1.3% |
87% |
True |
False |
2,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,227.5 |
|
2.618 |
3,113.3 |
|
1.618 |
3,043.3 |
|
1.000 |
3,000.0 |
|
0.618 |
2,973.3 |
|
HIGH |
2,930.0 |
|
0.618 |
2,903.3 |
|
0.500 |
2,895.0 |
|
0.382 |
2,886.7 |
|
LOW |
2,860.0 |
|
0.618 |
2,816.7 |
|
1.000 |
2,790.0 |
|
1.618 |
2,746.7 |
|
2.618 |
2,676.7 |
|
4.250 |
2,562.5 |
|
|
| Fisher Pivots for day following 28-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,895.0 |
2,895.0 |
| PP |
2,890.7 |
2,890.7 |
| S1 |
2,886.3 |
2,886.3 |
|