| Trading Metrics calculated at close of trading on 31-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2011 |
31-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
11,990.36 |
11,824.39 |
-165.97 |
-1.4% |
11,873.43 |
| High |
12,012.42 |
11,891.93 |
-120.49 |
-1.0% |
12,020.52 |
| Low |
11,803.04 |
11,817.88 |
14.84 |
0.1% |
11,803.04 |
| Close |
11,823.70 |
11,891.93 |
68.23 |
0.6% |
11,823.70 |
| Range |
209.38 |
74.05 |
-135.33 |
-64.6% |
217.48 |
| ATR |
91.00 |
89.79 |
-1.21 |
-1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 31-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,089.40 |
12,064.71 |
11,932.66 |
|
| R3 |
12,015.35 |
11,990.66 |
11,912.29 |
|
| R2 |
11,941.30 |
11,941.30 |
11,905.51 |
|
| R1 |
11,916.61 |
11,916.61 |
11,898.72 |
11,928.96 |
| PP |
11,867.25 |
11,867.25 |
11,867.25 |
11,873.42 |
| S1 |
11,842.56 |
11,842.56 |
11,885.14 |
11,854.91 |
| S2 |
11,793.20 |
11,793.20 |
11,878.35 |
|
| S3 |
11,719.15 |
11,768.51 |
11,871.57 |
|
| S4 |
11,645.10 |
11,694.46 |
11,851.20 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,534.86 |
12,396.76 |
11,943.31 |
|
| R3 |
12,317.38 |
12,179.28 |
11,883.51 |
|
| R2 |
12,099.90 |
12,099.90 |
11,863.57 |
|
| R1 |
11,961.80 |
11,961.80 |
11,843.64 |
11,922.11 |
| PP |
11,882.42 |
11,882.42 |
11,882.42 |
11,862.58 |
| S1 |
11,744.32 |
11,744.32 |
11,803.76 |
11,704.63 |
| S2 |
11,664.94 |
11,664.94 |
11,783.83 |
|
| S3 |
11,447.46 |
11,526.84 |
11,763.89 |
|
| S4 |
11,229.98 |
11,309.36 |
11,704.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,020.52 |
11,803.04 |
217.48 |
1.8% |
95.39 |
0.8% |
41% |
False |
False |
|
| 10 |
12,020.52 |
11,744.77 |
275.75 |
2.3% |
91.86 |
0.8% |
53% |
False |
False |
|
| 20 |
12,020.52 |
11,573.87 |
446.65 |
3.8% |
91.71 |
0.8% |
71% |
False |
False |
|
| 40 |
12,020.52 |
11,318.82 |
701.70 |
5.9% |
77.76 |
0.7% |
82% |
False |
False |
|
| 60 |
12,020.52 |
10,929.28 |
1,091.24 |
9.2% |
97.40 |
0.8% |
88% |
False |
False |
|
| 80 |
12,020.52 |
10,892.76 |
1,127.76 |
9.5% |
103.13 |
0.9% |
89% |
False |
False |
|
| 100 |
12,020.52 |
10,386.63 |
1,633.89 |
13.7% |
105.71 |
0.9% |
92% |
False |
False |
|
| 120 |
12,020.52 |
9,936.62 |
2,083.90 |
17.5% |
112.83 |
0.9% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,206.64 |
|
2.618 |
12,085.79 |
|
1.618 |
12,011.74 |
|
1.000 |
11,965.98 |
|
0.618 |
11,937.69 |
|
HIGH |
11,891.93 |
|
0.618 |
11,863.64 |
|
0.500 |
11,854.91 |
|
0.382 |
11,846.17 |
|
LOW |
11,817.88 |
|
0.618 |
11,772.12 |
|
1.000 |
11,743.83 |
|
1.618 |
11,698.07 |
|
2.618 |
11,624.02 |
|
4.250 |
11,503.17 |
|
|
| Fisher Pivots for day following 31-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,879.59 |
11,911.29 |
| PP |
11,867.25 |
11,904.83 |
| S1 |
11,854.91 |
11,898.38 |
|