| Trading Metrics calculated at close of trading on 18-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2011 |
18-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
11,732.13 |
11,783.82 |
51.69 |
0.4% |
11,672.34 |
| High |
11,794.15 |
11,858.78 |
64.63 |
0.5% |
11,794.15 |
| Low |
11,698.83 |
11,777.99 |
79.16 |
0.7% |
11,573.87 |
| Close |
11,787.38 |
11,837.93 |
50.55 |
0.4% |
11,787.38 |
| Range |
95.32 |
80.79 |
-14.53 |
-15.2% |
220.28 |
| ATR |
85.04 |
84.73 |
-0.30 |
-0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,067.27 |
12,033.39 |
11,882.36 |
|
| R3 |
11,986.48 |
11,952.60 |
11,860.15 |
|
| R2 |
11,905.69 |
11,905.69 |
11,852.74 |
|
| R1 |
11,871.81 |
11,871.81 |
11,845.34 |
11,888.75 |
| PP |
11,824.90 |
11,824.90 |
11,824.90 |
11,833.37 |
| S1 |
11,791.02 |
11,791.02 |
11,830.52 |
11,807.96 |
| S2 |
11,744.11 |
11,744.11 |
11,823.12 |
|
| S3 |
11,663.32 |
11,710.23 |
11,815.71 |
|
| S4 |
11,582.53 |
11,629.44 |
11,793.50 |
|
|
| 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 |
11,858.78 |
11,635.48 |
223.30 |
1.9% |
82.02 |
0.7% |
91% |
True |
False |
|
| 10 |
11,858.78 |
11,573.87 |
284.91 |
2.4% |
86.24 |
0.7% |
93% |
True |
False |
|
| 20 |
11,858.78 |
11,442.68 |
416.10 |
3.5% |
74.27 |
0.6% |
95% |
True |
False |
|
| 40 |
11,858.78 |
10,929.28 |
929.50 |
7.9% |
90.87 |
0.8% |
98% |
True |
False |
|
| 60 |
11,858.78 |
10,929.28 |
929.50 |
7.9% |
100.07 |
0.8% |
98% |
True |
False |
|
| 80 |
11,858.78 |
10,664.31 |
1,194.47 |
10.1% |
107.58 |
0.9% |
98% |
True |
False |
|
| 100 |
11,858.78 |
9,936.62 |
1,922.16 |
16.2% |
110.31 |
0.9% |
99% |
True |
False |
|
| 120 |
11,858.78 |
9,936.62 |
1,922.16 |
16.2% |
115.62 |
1.0% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,202.14 |
|
2.618 |
12,070.29 |
|
1.618 |
11,989.50 |
|
1.000 |
11,939.57 |
|
0.618 |
11,908.71 |
|
HIGH |
11,858.78 |
|
0.618 |
11,827.92 |
|
0.500 |
11,818.39 |
|
0.382 |
11,808.85 |
|
LOW |
11,777.99 |
|
0.618 |
11,728.06 |
|
1.000 |
11,697.20 |
|
1.618 |
11,647.27 |
|
2.618 |
11,566.48 |
|
4.250 |
11,434.63 |
|
|
| Fisher Pivots for day following 18-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,831.42 |
11,818.22 |
| PP |
11,824.90 |
11,798.51 |
| S1 |
11,818.39 |
11,778.81 |
|