| Trading Metrics calculated at close of trading on 24-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2011 |
24-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
11,822.95 |
11,873.43 |
50.48 |
0.4% |
11,783.82 |
| High |
11,905.48 |
11,982.94 |
77.46 |
0.7% |
11,905.48 |
| Low |
11,822.80 |
11,867.98 |
45.18 |
0.4% |
11,744.77 |
| Close |
11,871.84 |
11,980.52 |
108.68 |
0.9% |
11,871.84 |
| Range |
82.68 |
114.96 |
32.28 |
39.0% |
160.71 |
| ATR |
84.27 |
86.46 |
2.19 |
2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,288.69 |
12,249.57 |
12,043.75 |
|
| R3 |
12,173.73 |
12,134.61 |
12,012.13 |
|
| R2 |
12,058.77 |
12,058.77 |
12,001.60 |
|
| R1 |
12,019.65 |
12,019.65 |
11,991.06 |
12,039.21 |
| PP |
11,943.81 |
11,943.81 |
11,943.81 |
11,953.60 |
| S1 |
11,904.69 |
11,904.69 |
11,969.98 |
11,924.25 |
| S2 |
11,828.85 |
11,828.85 |
11,959.44 |
|
| S3 |
11,713.89 |
11,789.73 |
11,948.91 |
|
| S4 |
11,598.93 |
11,674.77 |
11,917.29 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,322.83 |
12,258.04 |
11,960.23 |
|
| R3 |
12,162.12 |
12,097.33 |
11,916.04 |
|
| R2 |
12,001.41 |
12,001.41 |
11,901.30 |
|
| R1 |
11,936.62 |
11,936.62 |
11,886.57 |
11,969.02 |
| PP |
11,840.70 |
11,840.70 |
11,840.70 |
11,856.89 |
| S1 |
11,775.91 |
11,775.91 |
11,857.11 |
11,808.31 |
| S2 |
11,679.99 |
11,679.99 |
11,842.38 |
|
| S3 |
11,519.28 |
11,615.20 |
11,827.64 |
|
| S4 |
11,358.57 |
11,454.49 |
11,783.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,982.94 |
11,744.77 |
238.17 |
2.0% |
88.32 |
0.7% |
99% |
True |
False |
|
| 10 |
11,982.94 |
11,573.87 |
409.07 |
3.4% |
87.44 |
0.7% |
99% |
True |
False |
|
| 20 |
11,982.94 |
11,518.44 |
464.50 |
3.9% |
81.20 |
0.7% |
99% |
True |
False |
|
| 40 |
11,982.94 |
10,929.28 |
1,053.66 |
8.8% |
85.27 |
0.7% |
100% |
True |
False |
|
| 60 |
11,982.94 |
10,929.28 |
1,053.66 |
8.8% |
99.25 |
0.8% |
100% |
True |
False |
|
| 80 |
11,982.94 |
10,711.12 |
1,271.82 |
10.6% |
105.93 |
0.9% |
100% |
True |
False |
|
| 100 |
11,982.94 |
10,016.01 |
1,966.93 |
16.4% |
107.58 |
0.9% |
100% |
True |
False |
|
| 120 |
11,982.94 |
9,936.62 |
2,046.32 |
17.1% |
113.15 |
0.9% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,471.52 |
|
2.618 |
12,283.91 |
|
1.618 |
12,168.95 |
|
1.000 |
12,097.90 |
|
0.618 |
12,053.99 |
|
HIGH |
11,982.94 |
|
0.618 |
11,939.03 |
|
0.500 |
11,925.46 |
|
0.382 |
11,911.89 |
|
LOW |
11,867.98 |
|
0.618 |
11,796.93 |
|
1.000 |
11,753.02 |
|
1.618 |
11,681.97 |
|
2.618 |
11,567.01 |
|
4.250 |
11,379.40 |
|
|
| Fisher Pivots for day following 24-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,962.17 |
11,941.63 |
| PP |
11,943.81 |
11,902.74 |
| S1 |
11,925.46 |
11,863.86 |
|