| 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 |
1,374.9 |
1,347.0 |
-27.9 |
-2.0% |
1,369.0 |
| High |
1,374.9 |
1,349.4 |
-25.5 |
-1.9% |
1,383.8 |
| Low |
1,348.9 |
1,342.7 |
-6.2 |
-0.5% |
1,342.7 |
| Close |
1,351.4 |
1,346.0 |
-5.4 |
-0.4% |
1,346.0 |
| Range |
26.0 |
6.7 |
-19.3 |
-74.2% |
41.1 |
| ATR |
16.8 |
16.2 |
-0.6 |
-3.4% |
0.0 |
| Volume |
533 |
767 |
234 |
43.9% |
4,875 |
|
| Daily Pivots for day following 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,366.1 |
1,362.8 |
1,349.7 |
|
| R3 |
1,359.4 |
1,356.1 |
1,347.8 |
|
| R2 |
1,352.7 |
1,352.7 |
1,347.2 |
|
| R1 |
1,349.4 |
1,349.4 |
1,346.6 |
1,347.7 |
| PP |
1,346.0 |
1,346.0 |
1,346.0 |
1,345.2 |
| S1 |
1,342.7 |
1,342.7 |
1,345.4 |
1,341.0 |
| S2 |
1,339.3 |
1,339.3 |
1,344.8 |
|
| S3 |
1,332.6 |
1,336.0 |
1,344.2 |
|
| S4 |
1,325.9 |
1,329.3 |
1,342.3 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,480.8 |
1,454.5 |
1,368.6 |
|
| R3 |
1,439.7 |
1,413.4 |
1,357.3 |
|
| R2 |
1,398.6 |
1,398.6 |
1,353.5 |
|
| R1 |
1,372.3 |
1,372.3 |
1,349.8 |
1,364.9 |
| PP |
1,357.5 |
1,357.5 |
1,357.5 |
1,353.8 |
| S1 |
1,331.2 |
1,331.2 |
1,342.2 |
1,323.8 |
| S2 |
1,316.4 |
1,316.4 |
1,338.5 |
|
| S3 |
1,275.3 |
1,290.1 |
1,334.7 |
|
| S4 |
1,234.2 |
1,249.0 |
1,323.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,383.8 |
1,342.7 |
41.1 |
3.1% |
15.2 |
1.1% |
8% |
False |
True |
1,177 |
| 10 |
1,397.5 |
1,342.7 |
54.8 |
4.1% |
14.1 |
1.0% |
6% |
False |
True |
936 |
| 20 |
1,429.5 |
1,342.7 |
86.8 |
6.4% |
13.8 |
1.0% |
4% |
False |
True |
661 |
| 40 |
1,436.9 |
1,342.7 |
94.2 |
7.0% |
13.5 |
1.0% |
4% |
False |
True |
512 |
| 60 |
1,436.9 |
1,337.3 |
99.6 |
7.4% |
14.2 |
1.1% |
9% |
False |
False |
789 |
| 80 |
1,436.9 |
1,312.0 |
124.9 |
9.3% |
11.7 |
0.9% |
27% |
False |
False |
678 |
| 100 |
1,436.9 |
1,245.0 |
191.9 |
14.3% |
9.6 |
0.7% |
53% |
False |
False |
590 |
| 120 |
1,436.9 |
1,193.2 |
243.7 |
18.1% |
8.1 |
0.6% |
63% |
False |
False |
533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,377.9 |
|
2.618 |
1,366.9 |
|
1.618 |
1,360.2 |
|
1.000 |
1,356.1 |
|
0.618 |
1,353.5 |
|
HIGH |
1,349.4 |
|
0.618 |
1,346.8 |
|
0.500 |
1,346.1 |
|
0.382 |
1,345.3 |
|
LOW |
1,342.7 |
|
0.618 |
1,338.6 |
|
1.000 |
1,336.0 |
|
1.618 |
1,331.9 |
|
2.618 |
1,325.2 |
|
4.250 |
1,314.2 |
|
|
| Fisher Pivots for day following 21-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,346.1 |
1,363.3 |
| PP |
1,346.0 |
1,357.5 |
| S1 |
1,346.0 |
1,351.8 |
|