| Trading Metrics calculated at close of trading on 27-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2011 |
27-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,898.0 |
2,881.0 |
-17.0 |
-0.6% |
2,848.0 |
| High |
2,916.0 |
2,930.0 |
14.0 |
0.5% |
2,923.0 |
| Low |
2,892.0 |
2,879.0 |
-13.0 |
-0.4% |
2,828.0 |
| Close |
2,891.0 |
2,917.0 |
26.0 |
0.9% |
2,894.0 |
| Range |
24.0 |
51.0 |
27.0 |
112.5% |
95.0 |
| ATR |
43.9 |
44.4 |
0.5 |
1.2% |
0.0 |
| Volume |
163 |
566 |
403 |
247.2% |
9,830 |
|
| Daily Pivots for day following 27-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,061.7 |
3,040.3 |
2,945.1 |
|
| R3 |
3,010.7 |
2,989.3 |
2,931.0 |
|
| R2 |
2,959.7 |
2,959.7 |
2,926.4 |
|
| R1 |
2,938.3 |
2,938.3 |
2,921.7 |
2,949.0 |
| PP |
2,908.7 |
2,908.7 |
2,908.7 |
2,914.0 |
| S1 |
2,887.3 |
2,887.3 |
2,912.3 |
2,898.0 |
| S2 |
2,857.7 |
2,857.7 |
2,907.7 |
|
| S3 |
2,806.7 |
2,836.3 |
2,903.0 |
|
| S4 |
2,755.7 |
2,785.3 |
2,889.0 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,166.7 |
3,125.3 |
2,946.3 |
|
| R3 |
3,071.7 |
3,030.3 |
2,920.1 |
|
| R2 |
2,976.7 |
2,976.7 |
2,911.4 |
|
| R1 |
2,935.3 |
2,935.3 |
2,902.7 |
2,956.0 |
| PP |
2,881.7 |
2,881.7 |
2,881.7 |
2,892.0 |
| S1 |
2,840.3 |
2,840.3 |
2,885.3 |
2,861.0 |
| S2 |
2,786.7 |
2,786.7 |
2,876.6 |
|
| S3 |
2,691.7 |
2,745.3 |
2,867.9 |
|
| S4 |
2,596.7 |
2,650.3 |
2,841.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,930.0 |
2,862.0 |
68.0 |
2.3% |
44.6 |
1.5% |
81% |
True |
False |
1,456 |
| 10 |
2,930.0 |
2,813.0 |
117.0 |
4.0% |
40.0 |
1.4% |
89% |
True |
False |
1,448 |
| 20 |
2,930.0 |
2,678.0 |
252.0 |
8.6% |
44.2 |
1.5% |
95% |
True |
False |
1,218 |
| 40 |
2,930.0 |
2,591.0 |
339.0 |
11.6% |
39.6 |
1.4% |
96% |
True |
False |
3,595 |
| 60 |
2,930.0 |
2,561.0 |
369.0 |
12.6% |
39.9 |
1.4% |
96% |
True |
False |
2,706 |
| 80 |
2,930.0 |
2,561.0 |
369.0 |
12.6% |
35.8 |
1.2% |
96% |
True |
False |
2,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,146.8 |
|
2.618 |
3,063.5 |
|
1.618 |
3,012.5 |
|
1.000 |
2,981.0 |
|
0.618 |
2,961.5 |
|
HIGH |
2,930.0 |
|
0.618 |
2,910.5 |
|
0.500 |
2,904.5 |
|
0.382 |
2,898.5 |
|
LOW |
2,879.0 |
|
0.618 |
2,847.5 |
|
1.000 |
2,828.0 |
|
1.618 |
2,796.5 |
|
2.618 |
2,745.5 |
|
4.250 |
2,662.3 |
|
|
| Fisher Pivots for day following 27-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,912.8 |
2,912.5 |
| PP |
2,908.7 |
2,908.0 |
| S1 |
2,904.5 |
2,903.5 |
|