| Trading Metrics calculated at close of trading on 20-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2011 |
20-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,331.50 |
2,297.75 |
-33.75 |
-1.4% |
2,272.25 |
| High |
2,346.50 |
2,299.50 |
-47.00 |
-2.0% |
2,323.00 |
| Low |
2,293.00 |
2,267.00 |
-26.00 |
-1.1% |
2,260.75 |
| Close |
2,294.50 |
2,281.50 |
-13.00 |
-0.6% |
2,320.00 |
| Range |
53.50 |
32.50 |
-21.00 |
-39.3% |
62.25 |
| ATR |
27.51 |
27.87 |
0.36 |
1.3% |
0.00 |
| Volume |
293,316 |
293,316 |
0 |
0.0% |
947,084 |
|
| Daily Pivots for day following 20-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,380.25 |
2,363.25 |
2,299.50 |
|
| R3 |
2,347.75 |
2,330.75 |
2,290.50 |
|
| R2 |
2,315.25 |
2,315.25 |
2,287.50 |
|
| R1 |
2,298.25 |
2,298.25 |
2,284.50 |
2,290.50 |
| PP |
2,282.75 |
2,282.75 |
2,282.75 |
2,278.75 |
| S1 |
2,265.75 |
2,265.75 |
2,278.50 |
2,258.00 |
| S2 |
2,250.25 |
2,250.25 |
2,275.50 |
|
| S3 |
2,217.75 |
2,233.25 |
2,272.50 |
|
| S4 |
2,185.25 |
2,200.75 |
2,263.50 |
|
|
| 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 |
2,267.00 |
79.50 |
3.5% |
34.25 |
1.5% |
18% |
False |
True |
225,700 |
| 10 |
2,346.50 |
2,252.25 |
94.25 |
4.1% |
28.00 |
1.2% |
31% |
False |
False |
216,837 |
| 20 |
2,346.50 |
2,207.25 |
139.25 |
6.1% |
25.25 |
1.1% |
53% |
False |
False |
173,555 |
| 40 |
2,346.50 |
2,103.00 |
243.50 |
10.7% |
27.25 |
1.2% |
73% |
False |
False |
133,961 |
| 60 |
2,346.50 |
2,082.25 |
264.25 |
11.6% |
27.75 |
1.2% |
75% |
False |
False |
89,381 |
| 80 |
2,346.50 |
1,958.50 |
388.00 |
17.0% |
28.75 |
1.3% |
83% |
False |
False |
67,085 |
| 100 |
2,346.50 |
1,752.75 |
593.75 |
26.0% |
27.00 |
1.2% |
89% |
False |
False |
53,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,437.50 |
|
2.618 |
2,384.50 |
|
1.618 |
2,352.00 |
|
1.000 |
2,332.00 |
|
0.618 |
2,319.50 |
|
HIGH |
2,299.50 |
|
0.618 |
2,287.00 |
|
0.500 |
2,283.25 |
|
0.382 |
2,279.50 |
|
LOW |
2,267.00 |
|
0.618 |
2,247.00 |
|
1.000 |
2,234.50 |
|
1.618 |
2,214.50 |
|
2.618 |
2,182.00 |
|
4.250 |
2,129.00 |
|
|
| Fisher Pivots for day following 20-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,283.25 |
2,306.75 |
| PP |
2,282.75 |
2,298.25 |
| S1 |
2,282.00 |
2,290.00 |
|