| Trading Metrics calculated at close of trading on 19-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2011 |
19-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,321.25 |
2,331.50 |
10.25 |
0.4% |
2,272.25 |
| High |
2,332.50 |
2,346.50 |
14.00 |
0.6% |
2,323.00 |
| Low |
2,285.25 |
2,293.00 |
7.75 |
0.3% |
2,260.75 |
| Close |
2,330.75 |
2,294.50 |
-36.25 |
-1.6% |
2,320.00 |
| Range |
47.25 |
53.50 |
6.25 |
13.2% |
62.25 |
| ATR |
25.51 |
27.51 |
2.00 |
7.8% |
0.00 |
| Volume |
177,966 |
293,316 |
115,350 |
64.8% |
947,084 |
|
| Daily Pivots for day following 19-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,471.75 |
2,436.75 |
2,324.00 |
|
| R3 |
2,418.25 |
2,383.25 |
2,309.25 |
|
| R2 |
2,364.75 |
2,364.75 |
2,304.25 |
|
| R1 |
2,329.75 |
2,329.75 |
2,299.50 |
2,320.50 |
| PP |
2,311.25 |
2,311.25 |
2,311.25 |
2,306.75 |
| S1 |
2,276.25 |
2,276.25 |
2,289.50 |
2,267.00 |
| S2 |
2,257.75 |
2,257.75 |
2,284.75 |
|
| S3 |
2,204.25 |
2,222.75 |
2,279.75 |
|
| S4 |
2,150.75 |
2,169.25 |
2,265.00 |
|
|
| 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 |
2,346.50 |
2,284.00 |
62.50 |
2.7% |
32.25 |
1.4% |
17% |
True |
False |
202,397 |
| 10 |
2,346.50 |
2,229.50 |
117.00 |
5.1% |
29.00 |
1.3% |
56% |
True |
False |
208,818 |
| 20 |
2,346.50 |
2,207.25 |
139.25 |
6.1% |
24.50 |
1.1% |
63% |
True |
False |
164,047 |
| 40 |
2,346.50 |
2,103.00 |
243.50 |
10.6% |
27.25 |
1.2% |
79% |
True |
False |
126,631 |
| 60 |
2,346.50 |
2,082.25 |
264.25 |
11.5% |
27.50 |
1.2% |
80% |
True |
False |
84,499 |
| 80 |
2,346.50 |
1,958.50 |
388.00 |
16.9% |
28.75 |
1.3% |
87% |
True |
False |
63,420 |
| 100 |
2,346.50 |
1,752.75 |
593.75 |
25.9% |
26.50 |
1.2% |
91% |
True |
False |
50,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,574.00 |
|
2.618 |
2,486.50 |
|
1.618 |
2,433.00 |
|
1.000 |
2,400.00 |
|
0.618 |
2,379.50 |
|
HIGH |
2,346.50 |
|
0.618 |
2,326.00 |
|
0.500 |
2,319.75 |
|
0.382 |
2,313.50 |
|
LOW |
2,293.00 |
|
0.618 |
2,260.00 |
|
1.000 |
2,239.50 |
|
1.618 |
2,206.50 |
|
2.618 |
2,153.00 |
|
4.250 |
2,065.50 |
|
|
| Fisher Pivots for day following 19-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,319.75 |
2,316.00 |
| PP |
2,311.25 |
2,308.75 |
| S1 |
2,303.00 |
2,301.50 |
|