| Trading Metrics calculated at close of trading on 28-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2011 |
28-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,318.00 |
2,322.00 |
4.00 |
0.2% |
2,268.75 |
| High |
2,334.50 |
2,331.00 |
-3.50 |
-0.1% |
2,334.50 |
| Low |
2,313.25 |
2,258.00 |
-55.25 |
-2.4% |
2,258.00 |
| Close |
2,323.00 |
2,268.00 |
-55.00 |
-2.4% |
2,268.00 |
| Range |
21.25 |
73.00 |
51.75 |
243.5% |
76.50 |
| ATR |
27.48 |
30.73 |
3.25 |
11.8% |
0.00 |
| Volume |
242,547 |
434,902 |
192,355 |
79.3% |
1,322,648 |
|
| Daily Pivots for day following 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,504.75 |
2,459.25 |
2,308.25 |
|
| R3 |
2,431.75 |
2,386.25 |
2,288.00 |
|
| R2 |
2,358.75 |
2,358.75 |
2,281.50 |
|
| R1 |
2,313.25 |
2,313.25 |
2,274.75 |
2,299.50 |
| PP |
2,285.75 |
2,285.75 |
2,285.75 |
2,278.75 |
| S1 |
2,240.25 |
2,240.25 |
2,261.25 |
2,226.50 |
| S2 |
2,212.75 |
2,212.75 |
2,254.50 |
|
| S3 |
2,139.75 |
2,167.25 |
2,248.00 |
|
| S4 |
2,066.75 |
2,094.25 |
2,227.75 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,516.25 |
2,468.75 |
2,310.00 |
|
| R3 |
2,439.75 |
2,392.25 |
2,289.00 |
|
| R2 |
2,363.25 |
2,363.25 |
2,282.00 |
|
| R1 |
2,315.75 |
2,315.75 |
2,275.00 |
2,301.25 |
| PP |
2,286.75 |
2,286.75 |
2,286.75 |
2,279.50 |
| S1 |
2,239.25 |
2,239.25 |
2,261.00 |
2,224.75 |
| S2 |
2,210.25 |
2,210.25 |
2,254.00 |
|
| S3 |
2,133.75 |
2,162.75 |
2,247.00 |
|
| S4 |
2,057.25 |
2,086.25 |
2,226.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,334.50 |
2,258.00 |
76.50 |
3.4% |
35.00 |
1.5% |
13% |
False |
True |
264,529 |
| 10 |
2,346.50 |
2,258.00 |
88.50 |
3.9% |
36.75 |
1.6% |
11% |
False |
True |
251,557 |
| 20 |
2,346.50 |
2,207.50 |
139.00 |
6.1% |
31.25 |
1.4% |
44% |
False |
False |
227,385 |
| 40 |
2,346.50 |
2,155.25 |
191.25 |
8.4% |
25.75 |
1.1% |
59% |
False |
False |
173,211 |
| 60 |
2,346.50 |
2,082.25 |
264.25 |
11.7% |
28.50 |
1.3% |
70% |
False |
False |
115,574 |
| 80 |
2,346.50 |
1,983.25 |
363.25 |
16.0% |
28.75 |
1.3% |
78% |
False |
False |
86,731 |
| 100 |
2,346.50 |
1,862.75 |
483.75 |
21.3% |
28.25 |
1.2% |
84% |
False |
False |
69,405 |
| 120 |
2,346.50 |
1,744.25 |
602.25 |
26.6% |
25.50 |
1.1% |
87% |
False |
False |
57,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,641.25 |
|
2.618 |
2,522.00 |
|
1.618 |
2,449.00 |
|
1.000 |
2,404.00 |
|
0.618 |
2,376.00 |
|
HIGH |
2,331.00 |
|
0.618 |
2,303.00 |
|
0.500 |
2,294.50 |
|
0.382 |
2,286.00 |
|
LOW |
2,258.00 |
|
0.618 |
2,213.00 |
|
1.000 |
2,185.00 |
|
1.618 |
2,140.00 |
|
2.618 |
2,067.00 |
|
4.250 |
1,947.75 |
|
|
| Fisher Pivots for day following 28-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,294.50 |
2,296.25 |
| PP |
2,285.75 |
2,286.75 |
| S1 |
2,276.75 |
2,277.50 |
|