| 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 |
1,319.0 |
1,347.4 |
28.4 |
2.2% |
1,350.2 |
| High |
1,348.9 |
1,347.4 |
-1.5 |
-0.1% |
1,356.3 |
| Low |
1,314.2 |
1,328.2 |
14.0 |
1.1% |
1,314.2 |
| Close |
1,344.7 |
1,337.4 |
-7.3 |
-0.5% |
1,344.7 |
| Range |
34.7 |
19.2 |
-15.5 |
-44.7% |
42.1 |
| ATR |
19.5 |
19.5 |
0.0 |
-0.1% |
0.0 |
| Volume |
1,481 |
527 |
-954 |
-64.4% |
4,061 |
|
| Daily Pivots for day following 31-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,395.3 |
1,385.5 |
1,348.0 |
|
| R3 |
1,376.1 |
1,366.3 |
1,342.7 |
|
| R2 |
1,356.9 |
1,356.9 |
1,340.9 |
|
| R1 |
1,347.1 |
1,347.1 |
1,339.2 |
1,342.4 |
| PP |
1,337.7 |
1,337.7 |
1,337.7 |
1,335.3 |
| S1 |
1,327.9 |
1,327.9 |
1,335.6 |
1,323.2 |
| S2 |
1,318.5 |
1,318.5 |
1,333.9 |
|
| S3 |
1,299.3 |
1,308.7 |
1,332.1 |
|
| S4 |
1,280.1 |
1,289.5 |
1,326.8 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,464.7 |
1,446.8 |
1,367.9 |
|
| R3 |
1,422.6 |
1,404.7 |
1,356.3 |
|
| R2 |
1,380.5 |
1,380.5 |
1,352.4 |
|
| R1 |
1,362.6 |
1,362.6 |
1,348.6 |
1,350.5 |
| PP |
1,338.4 |
1,338.4 |
1,338.4 |
1,332.4 |
| S1 |
1,320.5 |
1,320.5 |
1,340.8 |
1,308.4 |
| S2 |
1,296.3 |
1,296.3 |
1,337.0 |
|
| S3 |
1,254.2 |
1,278.4 |
1,333.1 |
|
| S4 |
1,212.1 |
1,236.3 |
1,321.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,349.8 |
1,314.2 |
35.6 |
2.7% |
24.3 |
1.8% |
65% |
False |
False |
818 |
| 10 |
1,383.8 |
1,314.2 |
69.6 |
5.2% |
19.8 |
1.5% |
33% |
False |
False |
946 |
| 20 |
1,429.5 |
1,314.2 |
115.3 |
8.6% |
18.2 |
1.4% |
20% |
False |
False |
786 |
| 40 |
1,436.9 |
1,314.2 |
122.7 |
9.2% |
15.2 |
1.1% |
19% |
False |
False |
580 |
| 60 |
1,436.9 |
1,314.2 |
122.7 |
9.2% |
16.1 |
1.2% |
19% |
False |
False |
788 |
| 80 |
1,436.9 |
1,314.2 |
122.7 |
9.2% |
13.1 |
1.0% |
19% |
False |
False |
719 |
| 100 |
1,436.9 |
1,245.0 |
191.9 |
14.3% |
11.0 |
0.8% |
48% |
False |
False |
618 |
| 120 |
1,436.9 |
1,204.7 |
232.2 |
17.4% |
9.2 |
0.7% |
57% |
False |
False |
559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,429.0 |
|
2.618 |
1,397.7 |
|
1.618 |
1,378.5 |
|
1.000 |
1,366.6 |
|
0.618 |
1,359.3 |
|
HIGH |
1,347.4 |
|
0.618 |
1,340.1 |
|
0.500 |
1,337.8 |
|
0.382 |
1,335.5 |
|
LOW |
1,328.2 |
|
0.618 |
1,316.3 |
|
1.000 |
1,309.0 |
|
1.618 |
1,297.1 |
|
2.618 |
1,277.9 |
|
4.250 |
1,246.6 |
|
|
| Fisher Pivots for day following 31-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,337.8 |
1,335.5 |
| PP |
1,337.7 |
1,333.5 |
| S1 |
1,337.5 |
1,331.6 |
|