| Trading Metrics calculated at close of trading on 14-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2011 |
14-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
11,753.70 |
11,732.13 |
-21.57 |
-0.2% |
11,672.34 |
| High |
11,757.25 |
11,794.15 |
36.90 |
0.3% |
11,794.15 |
| Low |
11,700.53 |
11,698.83 |
-1.70 |
0.0% |
11,573.87 |
| Close |
11,731.90 |
11,787.38 |
55.48 |
0.5% |
11,787.38 |
| Range |
56.72 |
95.32 |
38.60 |
68.1% |
220.28 |
| ATR |
84.25 |
85.04 |
0.79 |
0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,046.08 |
12,012.05 |
11,839.81 |
|
| R3 |
11,950.76 |
11,916.73 |
11,813.59 |
|
| R2 |
11,855.44 |
11,855.44 |
11,804.86 |
|
| R1 |
11,821.41 |
11,821.41 |
11,796.12 |
11,838.43 |
| PP |
11,760.12 |
11,760.12 |
11,760.12 |
11,768.63 |
| S1 |
11,726.09 |
11,726.09 |
11,778.64 |
11,743.11 |
| S2 |
11,664.80 |
11,664.80 |
11,769.90 |
|
| S3 |
11,569.48 |
11,630.77 |
11,761.17 |
|
| S4 |
11,474.16 |
11,535.45 |
11,734.95 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,379.31 |
12,303.62 |
11,908.53 |
|
| R3 |
12,159.03 |
12,083.34 |
11,847.96 |
|
| R2 |
11,938.75 |
11,938.75 |
11,827.76 |
|
| R1 |
11,863.06 |
11,863.06 |
11,807.57 |
11,900.91 |
| PP |
11,718.47 |
11,718.47 |
11,718.47 |
11,737.39 |
| S1 |
11,642.78 |
11,642.78 |
11,767.19 |
11,680.63 |
| S2 |
11,498.19 |
11,498.19 |
11,747.00 |
|
| S3 |
11,277.91 |
11,422.50 |
11,726.80 |
|
| S4 |
11,057.63 |
11,202.22 |
11,666.23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,794.15 |
11,573.87 |
220.28 |
1.9% |
86.55 |
0.7% |
97% |
True |
False |
|
| 10 |
11,794.15 |
11,573.87 |
220.28 |
1.9% |
91.57 |
0.8% |
97% |
True |
False |
|
| 20 |
11,794.15 |
11,442.68 |
351.47 |
3.0% |
72.84 |
0.6% |
98% |
True |
False |
|
| 40 |
11,794.15 |
10,929.28 |
864.87 |
7.3% |
93.59 |
0.8% |
99% |
True |
False |
|
| 60 |
11,794.15 |
10,929.28 |
864.87 |
7.3% |
101.18 |
0.9% |
99% |
True |
False |
|
| 80 |
11,794.15 |
10,640.92 |
1,153.23 |
9.8% |
108.08 |
0.9% |
99% |
True |
False |
|
| 100 |
11,794.15 |
9,936.62 |
1,857.53 |
15.8% |
111.10 |
0.9% |
100% |
True |
False |
|
| 120 |
11,794.15 |
9,936.62 |
1,857.53 |
15.8% |
115.65 |
1.0% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,199.26 |
|
2.618 |
12,043.70 |
|
1.618 |
11,948.38 |
|
1.000 |
11,889.47 |
|
0.618 |
11,853.06 |
|
HIGH |
11,794.15 |
|
0.618 |
11,757.74 |
|
0.500 |
11,746.49 |
|
0.382 |
11,735.24 |
|
LOW |
11,698.83 |
|
0.618 |
11,639.92 |
|
1.000 |
11,603.51 |
|
1.618 |
11,544.60 |
|
2.618 |
11,449.28 |
|
4.250 |
11,293.72 |
|
|
| Fisher Pivots for day following 14-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,773.75 |
11,769.55 |
| PP |
11,760.12 |
11,751.72 |
| S1 |
11,746.49 |
11,733.89 |
|