| 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 |
11,934 |
11,751 |
-183 |
-1.5% |
11,814 |
| High |
11,965 |
11,851 |
-114 |
-1.0% |
11,972 |
| Low |
11,753 |
11,690 |
-63 |
-0.5% |
11,753 |
| Close |
11,775 |
11,840 |
65 |
0.6% |
11,775 |
| Range |
212 |
161 |
-51 |
-24.1% |
219 |
| ATR |
106 |
110 |
4 |
3.7% |
0 |
| Volume |
172,262 |
113,876 |
-58,386 |
-33.9% |
604,027 |
|
| Daily Pivots for day following 31-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,277 |
12,219 |
11,929 |
|
| R3 |
12,116 |
12,058 |
11,884 |
|
| R2 |
11,955 |
11,955 |
11,870 |
|
| R1 |
11,897 |
11,897 |
11,855 |
11,926 |
| PP |
11,794 |
11,794 |
11,794 |
11,808 |
| S1 |
11,736 |
11,736 |
11,825 |
11,765 |
| S2 |
11,633 |
11,633 |
11,811 |
|
| S3 |
11,472 |
11,575 |
11,796 |
|
| S4 |
11,311 |
11,414 |
11,752 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,490 |
12,352 |
11,896 |
|
| R3 |
12,271 |
12,133 |
11,835 |
|
| R2 |
12,052 |
12,052 |
11,815 |
|
| R1 |
11,914 |
11,914 |
11,795 |
11,874 |
| PP |
11,833 |
11,833 |
11,833 |
11,813 |
| S1 |
11,695 |
11,695 |
11,755 |
11,655 |
| S2 |
11,614 |
11,614 |
11,735 |
|
| S3 |
11,395 |
11,476 |
11,715 |
|
| S4 |
11,176 |
11,257 |
11,655 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,972 |
11,690 |
282 |
2.4% |
119 |
1.0% |
53% |
False |
True |
122,116 |
| 10 |
11,972 |
11,688 |
284 |
2.4% |
116 |
1.0% |
54% |
False |
False |
111,105 |
| 20 |
11,972 |
11,520 |
452 |
3.8% |
110 |
0.9% |
71% |
False |
False |
102,789 |
| 40 |
11,972 |
11,216 |
756 |
6.4% |
96 |
0.8% |
83% |
False |
False |
75,874 |
| 60 |
11,972 |
10,855 |
1,117 |
9.4% |
112 |
0.9% |
88% |
False |
False |
50,609 |
| 80 |
11,972 |
10,754 |
1,218 |
10.3% |
117 |
1.0% |
89% |
False |
False |
37,972 |
| 100 |
11,972 |
10,263 |
1,709 |
14.4% |
116 |
1.0% |
92% |
False |
False |
30,387 |
| 120 |
11,972 |
9,790 |
2,182 |
18.4% |
104 |
0.9% |
94% |
False |
False |
25,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,535 |
|
2.618 |
12,273 |
|
1.618 |
12,112 |
|
1.000 |
12,012 |
|
0.618 |
11,951 |
|
HIGH |
11,851 |
|
0.618 |
11,790 |
|
0.500 |
11,771 |
|
0.382 |
11,752 |
|
LOW |
11,690 |
|
0.618 |
11,591 |
|
1.000 |
11,529 |
|
1.618 |
11,430 |
|
2.618 |
11,269 |
|
4.250 |
11,006 |
|
|
| Fisher Pivots for day following 31-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,817 |
11,837 |
| PP |
11,794 |
11,834 |
| S1 |
11,771 |
11,831 |
|