| Trading Metrics calculated at close of trading on 31-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2011 |
31-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,926.0 |
2,870.0 |
-56.0 |
-1.9% |
2,907.0 |
| High |
2,930.0 |
2,897.0 |
-33.0 |
-1.1% |
2,930.0 |
| Low |
2,860.0 |
2,844.0 |
-16.0 |
-0.6% |
2,860.0 |
| Close |
2,882.0 |
2,884.0 |
2.0 |
0.1% |
2,882.0 |
| Range |
70.0 |
53.0 |
-17.0 |
-24.3% |
70.0 |
| ATR |
46.2 |
46.7 |
0.5 |
1.0% |
0.0 |
| Volume |
1,140 |
834 |
-306 |
-26.8% |
5,466 |
|
| Daily Pivots for day following 31-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,034.0 |
3,012.0 |
2,913.2 |
|
| R3 |
2,981.0 |
2,959.0 |
2,898.6 |
|
| R2 |
2,928.0 |
2,928.0 |
2,893.7 |
|
| R1 |
2,906.0 |
2,906.0 |
2,888.9 |
2,917.0 |
| PP |
2,875.0 |
2,875.0 |
2,875.0 |
2,880.5 |
| S1 |
2,853.0 |
2,853.0 |
2,879.1 |
2,864.0 |
| S2 |
2,822.0 |
2,822.0 |
2,874.3 |
|
| S3 |
2,769.0 |
2,800.0 |
2,869.4 |
|
| S4 |
2,716.0 |
2,747.0 |
2,854.9 |
|
|
| 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 |
2,844.0 |
86.0 |
3.0% |
49.4 |
1.7% |
47% |
False |
True |
599 |
| 10 |
2,930.0 |
2,836.0 |
94.0 |
3.3% |
45.5 |
1.6% |
51% |
False |
False |
1,602 |
| 20 |
2,930.0 |
2,678.0 |
252.0 |
8.7% |
45.8 |
1.6% |
82% |
False |
False |
1,259 |
| 40 |
2,930.0 |
2,678.0 |
252.0 |
8.7% |
38.9 |
1.3% |
82% |
False |
False |
3,515 |
| 60 |
2,930.0 |
2,561.0 |
369.0 |
12.8% |
40.7 |
1.4% |
88% |
False |
False |
2,718 |
| 80 |
2,930.0 |
2,561.0 |
369.0 |
12.8% |
36.5 |
1.3% |
88% |
False |
False |
2,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,122.3 |
|
2.618 |
3,035.8 |
|
1.618 |
2,982.8 |
|
1.000 |
2,950.0 |
|
0.618 |
2,929.8 |
|
HIGH |
2,897.0 |
|
0.618 |
2,876.8 |
|
0.500 |
2,870.5 |
|
0.382 |
2,864.2 |
|
LOW |
2,844.0 |
|
0.618 |
2,811.2 |
|
1.000 |
2,791.0 |
|
1.618 |
2,758.2 |
|
2.618 |
2,705.2 |
|
4.250 |
2,618.8 |
|
|
| Fisher Pivots for day following 31-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,879.5 |
2,887.0 |
| PP |
2,875.0 |
2,886.0 |
| S1 |
2,870.5 |
2,885.0 |
|