| Trading Metrics calculated at close of trading on 19-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2011 |
19-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
11,783.82 |
11,834.21 |
50.39 |
0.4% |
11,672.34 |
| High |
11,858.78 |
11,861.24 |
2.46 |
0.0% |
11,794.15 |
| Low |
11,777.99 |
11,798.46 |
20.47 |
0.2% |
11,573.87 |
| Close |
11,837.93 |
11,825.29 |
-12.64 |
-0.1% |
11,787.38 |
| Range |
80.79 |
62.78 |
-18.01 |
-22.3% |
220.28 |
| ATR |
84.73 |
83.16 |
-1.57 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,016.67 |
11,983.76 |
11,859.82 |
|
| R3 |
11,953.89 |
11,920.98 |
11,842.55 |
|
| R2 |
11,891.11 |
11,891.11 |
11,836.80 |
|
| R1 |
11,858.20 |
11,858.20 |
11,831.04 |
11,843.27 |
| PP |
11,828.33 |
11,828.33 |
11,828.33 |
11,820.86 |
| S1 |
11,795.42 |
11,795.42 |
11,819.54 |
11,780.49 |
| S2 |
11,765.55 |
11,765.55 |
11,813.78 |
|
| S3 |
11,702.77 |
11,732.64 |
11,808.03 |
|
| S4 |
11,639.99 |
11,669.86 |
11,790.76 |
|
|
| 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 |
11,861.24 |
11,673.62 |
187.62 |
1.6% |
80.84 |
0.7% |
81% |
True |
False |
|
| 10 |
11,861.24 |
11,573.87 |
287.37 |
2.4% |
86.27 |
0.7% |
87% |
True |
False |
|
| 20 |
11,861.24 |
11,478.29 |
382.95 |
3.2% |
73.69 |
0.6% |
91% |
True |
False |
|
| 40 |
11,861.24 |
10,929.28 |
931.96 |
7.9% |
90.27 |
0.8% |
96% |
True |
False |
|
| 60 |
11,861.24 |
10,929.28 |
931.96 |
7.9% |
100.29 |
0.8% |
96% |
True |
False |
|
| 80 |
11,861.24 |
10,711.12 |
1,150.12 |
9.7% |
105.85 |
0.9% |
97% |
True |
False |
|
| 100 |
11,861.24 |
9,936.62 |
1,924.62 |
16.3% |
109.58 |
0.9% |
98% |
True |
False |
|
| 120 |
11,861.24 |
9,936.62 |
1,924.62 |
16.3% |
114.49 |
1.0% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,128.06 |
|
2.618 |
12,025.60 |
|
1.618 |
11,962.82 |
|
1.000 |
11,924.02 |
|
0.618 |
11,900.04 |
|
HIGH |
11,861.24 |
|
0.618 |
11,837.26 |
|
0.500 |
11,829.85 |
|
0.382 |
11,822.44 |
|
LOW |
11,798.46 |
|
0.618 |
11,759.66 |
|
1.000 |
11,735.68 |
|
1.618 |
11,696.88 |
|
2.618 |
11,634.10 |
|
4.250 |
11,531.65 |
|
|
| Fisher Pivots for day following 19-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,829.85 |
11,810.21 |
| PP |
11,828.33 |
11,795.12 |
| S1 |
11,826.81 |
11,780.04 |
|