| 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 |
11,978.85 |
11,985.36 |
6.51 |
0.1% |
11,783.82 |
| High |
12,020.52 |
12,019.53 |
-0.99 |
0.0% |
11,905.48 |
| Low |
11,961.83 |
11,971.93 |
10.10 |
0.1% |
11,744.77 |
| Close |
11,985.44 |
11,989.83 |
4.39 |
0.0% |
11,871.84 |
| Range |
58.69 |
47.60 |
-11.09 |
-18.9% |
160.71 |
| ATR |
84.53 |
81.89 |
-2.64 |
-3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,136.56 |
12,110.80 |
12,016.01 |
|
| R3 |
12,088.96 |
12,063.20 |
12,002.92 |
|
| R2 |
12,041.36 |
12,041.36 |
11,998.56 |
|
| R1 |
12,015.60 |
12,015.60 |
11,994.19 |
12,028.48 |
| PP |
11,993.76 |
11,993.76 |
11,993.76 |
12,000.21 |
| S1 |
11,968.00 |
11,968.00 |
11,985.47 |
11,980.88 |
| S2 |
11,946.16 |
11,946.16 |
11,981.10 |
|
| S3 |
11,898.56 |
11,920.40 |
11,976.74 |
|
| S4 |
11,850.96 |
11,872.80 |
11,963.65 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,322.83 |
12,258.04 |
11,960.23 |
|
| R3 |
12,162.12 |
12,097.33 |
11,916.04 |
|
| R2 |
12,001.41 |
12,001.41 |
11,901.30 |
|
| R1 |
11,936.62 |
11,936.62 |
11,886.57 |
11,969.02 |
| PP |
11,840.70 |
11,840.70 |
11,840.70 |
11,856.89 |
| S1 |
11,775.91 |
11,775.91 |
11,857.11 |
11,808.31 |
| S2 |
11,679.99 |
11,679.99 |
11,842.38 |
|
| S3 |
11,519.28 |
11,615.20 |
11,827.64 |
|
| S4 |
11,358.57 |
11,454.49 |
11,783.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,020.52 |
11,822.80 |
197.72 |
1.6% |
78.23 |
0.7% |
84% |
False |
False |
|
| 10 |
12,020.52 |
11,698.83 |
321.69 |
2.7% |
78.72 |
0.7% |
90% |
False |
False |
|
| 20 |
12,020.52 |
11,530.32 |
490.20 |
4.1% |
83.02 |
0.7% |
94% |
False |
False |
|
| 40 |
12,020.52 |
11,007.23 |
1,013.29 |
8.5% |
80.34 |
0.7% |
97% |
False |
False |
|
| 60 |
12,020.52 |
10,929.28 |
1,091.24 |
9.1% |
96.41 |
0.8% |
97% |
False |
False |
|
| 80 |
12,020.52 |
10,752.63 |
1,267.89 |
10.6% |
102.95 |
0.9% |
98% |
False |
False |
|
| 100 |
12,020.52 |
10,332.40 |
1,688.12 |
14.1% |
104.93 |
0.9% |
98% |
False |
False |
|
| 120 |
12,020.52 |
9,936.62 |
2,083.90 |
17.4% |
112.30 |
0.9% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,221.83 |
|
2.618 |
12,144.15 |
|
1.618 |
12,096.55 |
|
1.000 |
12,067.13 |
|
0.618 |
12,048.95 |
|
HIGH |
12,019.53 |
|
0.618 |
12,001.35 |
|
0.500 |
11,995.73 |
|
0.382 |
11,990.11 |
|
LOW |
11,971.93 |
|
0.618 |
11,942.51 |
|
1.000 |
11,924.33 |
|
1.618 |
11,894.91 |
|
2.618 |
11,847.31 |
|
4.250 |
11,769.63 |
|
|
| Fisher Pivots for day following 27-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,995.73 |
11,979.76 |
| PP |
11,993.76 |
11,969.70 |
| S1 |
11,991.80 |
11,959.63 |
|