| 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 |
1,345.5 |
1,343.0 |
-2.5 |
-0.2% |
1,361.2 |
| High |
1,349.7 |
1,352.4 |
2.7 |
0.2% |
1,378.9 |
| Low |
1,337.0 |
1,333.1 |
-3.9 |
-0.3% |
1,337.0 |
| Close |
1,341.0 |
1,344.5 |
3.5 |
0.3% |
1,341.0 |
| Range |
12.7 |
19.3 |
6.6 |
52.0% |
41.9 |
| ATR |
19.8 |
19.8 |
0.0 |
-0.2% |
0.0 |
| Volume |
147,343 |
164,382 |
17,039 |
11.6% |
693,996 |
|
| Daily Pivots for day following 24-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,401.2 |
1,392.2 |
1,355.1 |
|
| R3 |
1,381.9 |
1,372.9 |
1,349.8 |
|
| R2 |
1,362.6 |
1,362.6 |
1,348.0 |
|
| R1 |
1,353.6 |
1,353.6 |
1,346.3 |
1,358.1 |
| PP |
1,343.3 |
1,343.3 |
1,343.3 |
1,345.6 |
| S1 |
1,334.3 |
1,334.3 |
1,342.7 |
1,338.8 |
| S2 |
1,324.0 |
1,324.0 |
1,341.0 |
|
| S3 |
1,304.7 |
1,315.0 |
1,339.2 |
|
| S4 |
1,285.4 |
1,295.7 |
1,333.9 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,478.0 |
1,451.4 |
1,364.0 |
|
| R3 |
1,436.1 |
1,409.5 |
1,352.5 |
|
| R2 |
1,394.2 |
1,394.2 |
1,348.7 |
|
| R1 |
1,367.6 |
1,367.6 |
1,344.8 |
1,360.0 |
| PP |
1,352.3 |
1,352.3 |
1,352.3 |
1,348.5 |
| S1 |
1,325.7 |
1,325.7 |
1,337.2 |
1,318.1 |
| S2 |
1,310.4 |
1,310.4 |
1,333.3 |
|
| S3 |
1,268.5 |
1,283.8 |
1,329.5 |
|
| S4 |
1,226.6 |
1,241.9 |
1,318.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,378.9 |
1,333.1 |
45.8 |
3.4% |
18.6 |
1.4% |
25% |
False |
True |
171,675 |
| 10 |
1,392.9 |
1,333.1 |
59.8 |
4.4% |
17.9 |
1.3% |
19% |
False |
True |
161,736 |
| 20 |
1,424.4 |
1,333.1 |
91.3 |
6.8% |
18.9 |
1.4% |
12% |
False |
True |
139,262 |
| 40 |
1,432.5 |
1,333.1 |
99.4 |
7.4% |
19.3 |
1.4% |
11% |
False |
True |
131,927 |
| 60 |
1,432.5 |
1,324.8 |
107.7 |
8.0% |
21.5 |
1.6% |
18% |
False |
False |
96,478 |
| 80 |
1,432.5 |
1,299.6 |
132.9 |
9.9% |
21.3 |
1.6% |
34% |
False |
False |
73,557 |
| 100 |
1,432.5 |
1,240.0 |
192.5 |
14.3% |
19.3 |
1.4% |
54% |
False |
False |
59,167 |
| 120 |
1,432.5 |
1,194.2 |
238.3 |
17.7% |
17.9 |
1.3% |
63% |
False |
False |
49,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,434.4 |
|
2.618 |
1,402.9 |
|
1.618 |
1,383.6 |
|
1.000 |
1,371.7 |
|
0.618 |
1,364.3 |
|
HIGH |
1,352.4 |
|
0.618 |
1,345.0 |
|
0.500 |
1,342.8 |
|
0.382 |
1,340.5 |
|
LOW |
1,333.1 |
|
0.618 |
1,321.2 |
|
1.000 |
1,313.8 |
|
1.618 |
1,301.9 |
|
2.618 |
1,282.6 |
|
4.250 |
1,251.1 |
|
|
| Fisher Pivots for day following 24-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,343.9 |
1,352.0 |
| PP |
1,343.3 |
1,349.5 |
| S1 |
1,342.8 |
1,347.0 |
|