| Trading Metrics calculated at close of trading on 26-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2011 |
26-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,298.00 |
2,300.25 |
2.25 |
0.1% |
2,321.25 |
| High |
2,303.25 |
2,320.00 |
16.75 |
0.7% |
2,346.50 |
| Low |
2,281.25 |
2,298.00 |
16.75 |
0.7% |
2,265.75 |
| Close |
2,301.25 |
2,318.50 |
17.25 |
0.7% |
2,269.00 |
| Range |
22.00 |
22.00 |
0.00 |
0.0% |
80.75 |
| ATR |
28.41 |
27.95 |
-0.46 |
-1.6% |
0.00 |
| Volume |
203,996 |
218,232 |
14,236 |
7.0% |
1,014,963 |
|
| Daily Pivots for day following 26-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,378.25 |
2,370.25 |
2,330.50 |
|
| R3 |
2,356.25 |
2,348.25 |
2,324.50 |
|
| R2 |
2,334.25 |
2,334.25 |
2,322.50 |
|
| R1 |
2,326.25 |
2,326.25 |
2,320.50 |
2,330.25 |
| PP |
2,312.25 |
2,312.25 |
2,312.25 |
2,314.00 |
| S1 |
2,304.25 |
2,304.25 |
2,316.50 |
2,308.25 |
| S2 |
2,290.25 |
2,290.25 |
2,314.50 |
|
| S3 |
2,268.25 |
2,282.25 |
2,312.50 |
|
| S4 |
2,246.25 |
2,260.25 |
2,306.50 |
|
|
| 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 |
2,320.00 |
2,264.50 |
55.50 |
2.4% |
29.50 |
1.3% |
97% |
True |
False |
237,776 |
| 10 |
2,346.50 |
2,264.50 |
82.00 |
3.5% |
31.00 |
1.3% |
66% |
False |
False |
220,086 |
| 20 |
2,346.50 |
2,207.50 |
139.00 |
6.0% |
27.75 |
1.2% |
80% |
False |
False |
201,040 |
| 40 |
2,346.50 |
2,107.75 |
238.75 |
10.3% |
25.75 |
1.1% |
88% |
False |
False |
156,312 |
| 60 |
2,346.50 |
2,082.25 |
264.25 |
11.4% |
28.00 |
1.2% |
89% |
False |
False |
104,289 |
| 80 |
2,346.50 |
1,958.50 |
388.00 |
16.7% |
28.50 |
1.2% |
93% |
False |
False |
78,265 |
| 100 |
2,346.50 |
1,851.00 |
495.50 |
21.4% |
27.25 |
1.2% |
94% |
False |
False |
62,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,413.50 |
|
2.618 |
2,377.50 |
|
1.618 |
2,355.50 |
|
1.000 |
2,342.00 |
|
0.618 |
2,333.50 |
|
HIGH |
2,320.00 |
|
0.618 |
2,311.50 |
|
0.500 |
2,309.00 |
|
0.382 |
2,306.50 |
|
LOW |
2,298.00 |
|
0.618 |
2,284.50 |
|
1.000 |
2,276.00 |
|
1.618 |
2,262.50 |
|
2.618 |
2,240.50 |
|
4.250 |
2,204.50 |
|
|
| Fisher Pivots for day following 26-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,315.25 |
2,309.75 |
| PP |
2,312.25 |
2,301.00 |
| S1 |
2,309.00 |
2,292.25 |
|