| Trading Metrics calculated at close of trading on 20-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2011 |
20-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
11,834.21 |
11,823.70 |
-10.51 |
-0.1% |
11,672.34 |
| High |
11,861.24 |
11,845.16 |
-16.08 |
-0.1% |
11,794.15 |
| Low |
11,798.46 |
11,744.77 |
-53.69 |
-0.5% |
11,573.87 |
| Close |
11,825.29 |
11,822.80 |
-2.49 |
0.0% |
11,787.38 |
| Range |
62.78 |
100.39 |
37.61 |
59.9% |
220.28 |
| ATR |
83.16 |
84.40 |
1.23 |
1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,105.41 |
12,064.50 |
11,878.01 |
|
| R3 |
12,005.02 |
11,964.11 |
11,850.41 |
|
| R2 |
11,904.63 |
11,904.63 |
11,841.20 |
|
| R1 |
11,863.72 |
11,863.72 |
11,832.00 |
11,833.98 |
| PP |
11,804.24 |
11,804.24 |
11,804.24 |
11,789.38 |
| S1 |
11,763.33 |
11,763.33 |
11,813.60 |
11,733.59 |
| S2 |
11,703.85 |
11,703.85 |
11,804.40 |
|
| S3 |
11,603.46 |
11,662.94 |
11,795.19 |
|
| S4 |
11,503.07 |
11,562.55 |
11,767.59 |
|
|
| 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 |
11,698.83 |
162.41 |
1.4% |
79.20 |
0.7% |
76% |
False |
False |
|
| 10 |
11,861.24 |
11,573.87 |
287.37 |
2.4% |
87.33 |
0.7% |
87% |
False |
False |
|
| 20 |
11,861.24 |
11,518.44 |
342.80 |
2.9% |
75.17 |
0.6% |
89% |
False |
False |
|
| 40 |
11,861.24 |
10,929.28 |
931.96 |
7.9% |
88.99 |
0.8% |
96% |
False |
False |
|
| 60 |
11,861.24 |
10,929.28 |
931.96 |
7.9% |
100.04 |
0.8% |
96% |
False |
False |
|
| 80 |
11,861.24 |
10,711.12 |
1,150.12 |
9.7% |
106.31 |
0.9% |
97% |
False |
False |
|
| 100 |
11,861.24 |
9,941.84 |
1,919.40 |
16.2% |
108.35 |
0.9% |
98% |
False |
False |
|
| 120 |
11,861.24 |
9,936.62 |
1,924.62 |
16.3% |
114.00 |
1.0% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,271.82 |
|
2.618 |
12,107.98 |
|
1.618 |
12,007.59 |
|
1.000 |
11,945.55 |
|
0.618 |
11,907.20 |
|
HIGH |
11,845.16 |
|
0.618 |
11,806.81 |
|
0.500 |
11,794.97 |
|
0.382 |
11,783.12 |
|
LOW |
11,744.77 |
|
0.618 |
11,682.73 |
|
1.000 |
11,644.38 |
|
1.618 |
11,582.34 |
|
2.618 |
11,481.95 |
|
4.250 |
11,318.11 |
|
|
| Fisher Pivots for day following 20-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,813.52 |
11,816.20 |
| PP |
11,804.24 |
11,809.60 |
| S1 |
11,794.97 |
11,803.01 |
|