| Trading Metrics calculated at close of trading on 31-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2011 |
31-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,322.00 |
2,265.50 |
-56.50 |
-2.4% |
2,268.75 |
| High |
2,331.00 |
2,286.00 |
-45.00 |
-1.9% |
2,334.50 |
| Low |
2,258.00 |
2,248.50 |
-9.50 |
-0.4% |
2,258.00 |
| Close |
2,268.00 |
2,280.00 |
12.00 |
0.5% |
2,268.00 |
| Range |
73.00 |
37.50 |
-35.50 |
-48.6% |
76.50 |
| ATR |
30.73 |
31.21 |
0.48 |
1.6% |
0.00 |
| Volume |
434,902 |
316,720 |
-118,182 |
-27.2% |
1,322,648 |
|
| Daily Pivots for day following 31-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,384.00 |
2,369.50 |
2,300.50 |
|
| R3 |
2,346.50 |
2,332.00 |
2,290.25 |
|
| R2 |
2,309.00 |
2,309.00 |
2,287.00 |
|
| R1 |
2,294.50 |
2,294.50 |
2,283.50 |
2,301.75 |
| PP |
2,271.50 |
2,271.50 |
2,271.50 |
2,275.00 |
| S1 |
2,257.00 |
2,257.00 |
2,276.50 |
2,264.25 |
| S2 |
2,234.00 |
2,234.00 |
2,273.00 |
|
| S3 |
2,196.50 |
2,219.50 |
2,269.75 |
|
| S4 |
2,159.00 |
2,182.00 |
2,259.50 |
|
|
| 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 |
2,248.50 |
86.00 |
3.8% |
35.25 |
1.5% |
37% |
False |
True |
283,279 |
| 10 |
2,346.50 |
2,248.50 |
98.00 |
4.3% |
38.00 |
1.7% |
32% |
False |
True |
265,433 |
| 20 |
2,346.50 |
2,219.25 |
127.25 |
5.6% |
32.25 |
1.4% |
48% |
False |
False |
238,217 |
| 40 |
2,346.50 |
2,166.50 |
180.00 |
7.9% |
26.00 |
1.1% |
63% |
False |
False |
181,092 |
| 60 |
2,346.50 |
2,082.25 |
264.25 |
11.6% |
28.75 |
1.3% |
75% |
False |
False |
120,846 |
| 80 |
2,346.50 |
1,983.25 |
363.25 |
15.9% |
28.75 |
1.3% |
82% |
False |
False |
90,688 |
| 100 |
2,346.50 |
1,880.75 |
465.75 |
20.4% |
28.25 |
1.2% |
86% |
False |
False |
72,572 |
| 120 |
2,346.50 |
1,744.25 |
602.25 |
26.4% |
25.75 |
1.1% |
89% |
False |
False |
60,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,445.50 |
|
2.618 |
2,384.25 |
|
1.618 |
2,346.75 |
|
1.000 |
2,323.50 |
|
0.618 |
2,309.25 |
|
HIGH |
2,286.00 |
|
0.618 |
2,271.75 |
|
0.500 |
2,267.25 |
|
0.382 |
2,262.75 |
|
LOW |
2,248.50 |
|
0.618 |
2,225.25 |
|
1.000 |
2,211.00 |
|
1.618 |
2,187.75 |
|
2.618 |
2,150.25 |
|
4.250 |
2,089.00 |
|
|
| Fisher Pivots for day following 31-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,275.75 |
2,291.50 |
| PP |
2,271.50 |
2,287.75 |
| S1 |
2,267.25 |
2,283.75 |
|