| Trading Metrics calculated at close of trading on 14-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2011 |
14-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,304.75 |
2,303.75 |
-1.00 |
0.0% |
2,272.25 |
| High |
2,309.50 |
2,323.00 |
13.50 |
0.6% |
2,323.00 |
| Low |
2,296.75 |
2,297.50 |
0.75 |
0.0% |
2,260.75 |
| Close |
2,302.75 |
2,320.00 |
17.25 |
0.7% |
2,320.00 |
| Range |
12.75 |
25.50 |
12.75 |
100.0% |
62.25 |
| ATR |
23.71 |
23.84 |
0.13 |
0.5% |
0.00 |
| Volume |
185,940 |
177,966 |
-7,974 |
-4.3% |
947,084 |
|
| Daily Pivots for day following 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,390.00 |
2,380.50 |
2,334.00 |
|
| R3 |
2,364.50 |
2,355.00 |
2,327.00 |
|
| R2 |
2,339.00 |
2,339.00 |
2,324.75 |
|
| R1 |
2,329.50 |
2,329.50 |
2,322.25 |
2,334.25 |
| PP |
2,313.50 |
2,313.50 |
2,313.50 |
2,316.00 |
| S1 |
2,304.00 |
2,304.00 |
2,317.75 |
2,308.75 |
| S2 |
2,288.00 |
2,288.00 |
2,315.25 |
|
| S3 |
2,262.50 |
2,278.50 |
2,313.00 |
|
| S4 |
2,237.00 |
2,253.00 |
2,306.00 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,488.00 |
2,466.25 |
2,354.25 |
|
| R3 |
2,425.75 |
2,404.00 |
2,337.00 |
|
| R2 |
2,363.50 |
2,363.50 |
2,331.50 |
|
| R1 |
2,341.75 |
2,341.75 |
2,325.75 |
2,352.50 |
| PP |
2,301.25 |
2,301.25 |
2,301.25 |
2,306.75 |
| S1 |
2,279.50 |
2,279.50 |
2,314.25 |
2,290.50 |
| S2 |
2,239.00 |
2,239.00 |
2,308.50 |
|
| S3 |
2,176.75 |
2,217.25 |
2,303.00 |
|
| S4 |
2,114.50 |
2,155.00 |
2,285.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,323.00 |
2,260.75 |
62.25 |
2.7% |
21.00 |
0.9% |
95% |
True |
False |
189,416 |
| 10 |
2,323.00 |
2,219.25 |
103.75 |
4.5% |
26.25 |
1.1% |
97% |
True |
False |
211,001 |
| 20 |
2,323.00 |
2,205.50 |
117.50 |
5.1% |
21.50 |
0.9% |
97% |
True |
False |
157,020 |
| 40 |
2,323.00 |
2,099.00 |
224.00 |
9.7% |
26.25 |
1.1% |
99% |
True |
False |
114,855 |
| 60 |
2,323.00 |
2,064.75 |
258.25 |
11.1% |
26.75 |
1.2% |
99% |
True |
False |
76,654 |
| 80 |
2,323.00 |
1,958.50 |
364.50 |
15.7% |
28.50 |
1.2% |
99% |
True |
False |
57,532 |
| 100 |
2,323.00 |
1,744.25 |
578.75 |
24.9% |
26.00 |
1.1% |
99% |
True |
False |
46,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,431.50 |
|
2.618 |
2,389.75 |
|
1.618 |
2,364.25 |
|
1.000 |
2,348.50 |
|
0.618 |
2,338.75 |
|
HIGH |
2,323.00 |
|
0.618 |
2,313.25 |
|
0.500 |
2,310.25 |
|
0.382 |
2,307.25 |
|
LOW |
2,297.50 |
|
0.618 |
2,281.75 |
|
1.000 |
2,272.00 |
|
1.618 |
2,256.25 |
|
2.618 |
2,230.75 |
|
4.250 |
2,189.00 |
|
|
| Fisher Pivots for day following 14-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,316.75 |
2,314.50 |
| PP |
2,313.50 |
2,309.00 |
| S1 |
2,310.25 |
2,303.50 |
|