| Trading Metrics calculated at close of trading on 21-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2011 |
21-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,297.75 |
2,281.75 |
-16.00 |
-0.7% |
2,321.25 |
| High |
2,299.50 |
2,300.25 |
0.75 |
0.0% |
2,346.50 |
| Low |
2,267.00 |
2,265.75 |
-1.25 |
-0.1% |
2,265.75 |
| Close |
2,281.50 |
2,269.00 |
-12.50 |
-0.5% |
2,269.00 |
| Range |
32.50 |
34.50 |
2.00 |
6.2% |
80.75 |
| ATR |
27.87 |
28.34 |
0.47 |
1.7% |
0.00 |
| Volume |
293,316 |
250,365 |
-42,951 |
-14.6% |
1,014,963 |
|
| Daily Pivots for day following 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,381.75 |
2,360.00 |
2,288.00 |
|
| R3 |
2,347.25 |
2,325.50 |
2,278.50 |
|
| R2 |
2,312.75 |
2,312.75 |
2,275.25 |
|
| R1 |
2,291.00 |
2,291.00 |
2,272.25 |
2,284.50 |
| PP |
2,278.25 |
2,278.25 |
2,278.25 |
2,275.25 |
| S1 |
2,256.50 |
2,256.50 |
2,265.75 |
2,250.00 |
| S2 |
2,243.75 |
2,243.75 |
2,262.75 |
|
| S3 |
2,209.25 |
2,222.00 |
2,259.50 |
|
| S4 |
2,174.75 |
2,187.50 |
2,250.00 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,536.00 |
2,483.25 |
2,313.50 |
|
| R3 |
2,455.25 |
2,402.50 |
2,291.25 |
|
| R2 |
2,374.50 |
2,374.50 |
2,283.75 |
|
| R1 |
2,321.75 |
2,321.75 |
2,276.50 |
2,307.75 |
| PP |
2,293.75 |
2,293.75 |
2,293.75 |
2,286.75 |
| S1 |
2,241.00 |
2,241.00 |
2,261.50 |
2,227.00 |
| S2 |
2,213.00 |
2,213.00 |
2,254.25 |
|
| S3 |
2,132.25 |
2,160.25 |
2,246.75 |
|
| S4 |
2,051.50 |
2,079.50 |
2,224.50 |
|
|
| 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 |
2,265.75 |
80.75 |
3.6% |
38.75 |
1.7% |
4% |
False |
True |
238,585 |
| 10 |
2,346.50 |
2,252.25 |
94.25 |
4.2% |
30.25 |
1.3% |
18% |
False |
False |
224,141 |
| 20 |
2,346.50 |
2,207.25 |
139.25 |
6.1% |
26.75 |
1.2% |
44% |
False |
False |
181,585 |
| 40 |
2,346.50 |
2,107.75 |
238.75 |
10.5% |
26.75 |
1.2% |
68% |
False |
False |
140,211 |
| 60 |
2,346.50 |
2,082.25 |
264.25 |
11.6% |
27.75 |
1.2% |
71% |
False |
False |
93,551 |
| 80 |
2,346.50 |
1,958.50 |
388.00 |
17.1% |
28.75 |
1.3% |
80% |
False |
False |
70,212 |
| 100 |
2,346.50 |
1,752.75 |
593.75 |
26.2% |
27.00 |
1.2% |
87% |
False |
False |
56,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,447.00 |
|
2.618 |
2,390.50 |
|
1.618 |
2,356.00 |
|
1.000 |
2,334.75 |
|
0.618 |
2,321.50 |
|
HIGH |
2,300.25 |
|
0.618 |
2,287.00 |
|
0.500 |
2,283.00 |
|
0.382 |
2,279.00 |
|
LOW |
2,265.75 |
|
0.618 |
2,244.50 |
|
1.000 |
2,231.25 |
|
1.618 |
2,210.00 |
|
2.618 |
2,175.50 |
|
4.250 |
2,119.00 |
|
|
| Fisher Pivots for day following 21-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,283.00 |
2,306.00 |
| PP |
2,278.25 |
2,293.75 |
| S1 |
2,273.75 |
2,281.50 |
|