| Trading Metrics calculated at close of trading on 18-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2011 |
18-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,303.75 |
2,321.25 |
17.50 |
0.8% |
2,272.25 |
| High |
2,323.00 |
2,332.50 |
9.50 |
0.4% |
2,323.00 |
| Low |
2,297.50 |
2,285.25 |
-12.25 |
-0.5% |
2,260.75 |
| Close |
2,320.00 |
2,330.75 |
10.75 |
0.5% |
2,320.00 |
| Range |
25.50 |
47.25 |
21.75 |
85.3% |
62.25 |
| ATR |
23.84 |
25.51 |
1.67 |
7.0% |
0.00 |
| Volume |
177,966 |
177,966 |
0 |
0.0% |
947,084 |
|
| Daily Pivots for day following 18-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,458.00 |
2,441.50 |
2,356.75 |
|
| R3 |
2,410.75 |
2,394.25 |
2,343.75 |
|
| R2 |
2,363.50 |
2,363.50 |
2,339.50 |
|
| R1 |
2,347.00 |
2,347.00 |
2,335.00 |
2,355.25 |
| PP |
2,316.25 |
2,316.25 |
2,316.25 |
2,320.25 |
| S1 |
2,299.75 |
2,299.75 |
2,326.50 |
2,308.00 |
| S2 |
2,269.00 |
2,269.00 |
2,322.00 |
|
| S3 |
2,221.75 |
2,252.50 |
2,317.75 |
|
| S4 |
2,174.50 |
2,205.25 |
2,304.75 |
|
|
| 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 |
2,332.50 |
2,278.00 |
54.50 |
2.3% |
25.00 |
1.1% |
97% |
True |
False |
185,411 |
| 10 |
2,332.50 |
2,229.50 |
103.00 |
4.4% |
26.25 |
1.1% |
98% |
True |
False |
201,123 |
| 20 |
2,332.50 |
2,205.50 |
127.00 |
5.4% |
23.25 |
1.0% |
99% |
True |
False |
157,999 |
| 40 |
2,332.50 |
2,103.00 |
229.50 |
9.8% |
26.50 |
1.1% |
99% |
True |
False |
119,302 |
| 60 |
2,332.50 |
2,075.75 |
256.75 |
11.0% |
27.00 |
1.2% |
99% |
True |
False |
79,611 |
| 80 |
2,332.50 |
1,958.50 |
374.00 |
16.0% |
28.50 |
1.2% |
100% |
True |
False |
59,755 |
| 100 |
2,332.50 |
1,752.75 |
579.75 |
24.9% |
26.00 |
1.1% |
100% |
True |
False |
47,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,533.25 |
|
2.618 |
2,456.25 |
|
1.618 |
2,409.00 |
|
1.000 |
2,379.75 |
|
0.618 |
2,361.75 |
|
HIGH |
2,332.50 |
|
0.618 |
2,314.50 |
|
0.500 |
2,309.00 |
|
0.382 |
2,303.25 |
|
LOW |
2,285.25 |
|
0.618 |
2,256.00 |
|
1.000 |
2,238.00 |
|
1.618 |
2,208.75 |
|
2.618 |
2,161.50 |
|
4.250 |
2,084.50 |
|
|
| Fisher Pivots for day following 18-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,323.50 |
2,323.50 |
| PP |
2,316.25 |
2,316.25 |
| S1 |
2,309.00 |
2,309.00 |
|