| Trading Metrics calculated at close of trading on 04-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2011 |
04-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1,420.4 |
1,414.8 |
-5.6 |
-0.4% |
1,378.9 |
| High |
1,424.4 |
1,417.8 |
-6.6 |
-0.5% |
1,422.0 |
| Low |
1,413.1 |
1,375.0 |
-38.1 |
-2.7% |
1,372.7 |
| Close |
1,422.9 |
1,378.8 |
-44.1 |
-3.1% |
1,421.4 |
| Range |
11.3 |
42.8 |
31.5 |
278.8% |
49.3 |
| ATR |
18.3 |
20.4 |
2.1 |
11.5% |
0.0 |
| Volume |
73,702 |
201,078 |
127,376 |
172.8% |
342,602 |
|
| Daily Pivots for day following 04-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,518.9 |
1,491.7 |
1,402.3 |
|
| R3 |
1,476.1 |
1,448.9 |
1,390.6 |
|
| R2 |
1,433.3 |
1,433.3 |
1,386.6 |
|
| R1 |
1,406.1 |
1,406.1 |
1,382.7 |
1,398.3 |
| PP |
1,390.5 |
1,390.5 |
1,390.5 |
1,386.7 |
| S1 |
1,363.3 |
1,363.3 |
1,374.9 |
1,355.5 |
| S2 |
1,347.7 |
1,347.7 |
1,371.0 |
|
| S3 |
1,304.9 |
1,320.5 |
1,367.0 |
|
| S4 |
1,262.1 |
1,277.7 |
1,355.3 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,553.3 |
1,536.6 |
1,448.5 |
|
| R3 |
1,504.0 |
1,487.3 |
1,435.0 |
|
| R2 |
1,454.7 |
1,454.7 |
1,430.4 |
|
| R1 |
1,438.0 |
1,438.0 |
1,425.9 |
1,446.4 |
| PP |
1,405.4 |
1,405.4 |
1,405.4 |
1,409.5 |
| S1 |
1,388.7 |
1,388.7 |
1,416.9 |
1,397.1 |
| S2 |
1,356.1 |
1,356.1 |
1,412.4 |
|
| S3 |
1,306.8 |
1,339.4 |
1,407.8 |
|
| S4 |
1,257.5 |
1,290.1 |
1,394.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,424.4 |
1,375.0 |
49.4 |
3.6% |
19.4 |
1.4% |
8% |
False |
True |
88,108 |
| 10 |
1,424.4 |
1,372.6 |
51.8 |
3.8% |
17.2 |
1.2% |
12% |
False |
False |
82,137 |
| 20 |
1,432.5 |
1,361.6 |
70.9 |
5.1% |
19.0 |
1.4% |
24% |
False |
False |
109,115 |
| 40 |
1,432.5 |
1,331.1 |
101.4 |
7.4% |
21.6 |
1.6% |
47% |
False |
False |
88,880 |
| 60 |
1,432.5 |
1,317.4 |
115.1 |
8.3% |
22.0 |
1.6% |
53% |
False |
False |
61,580 |
| 80 |
1,432.5 |
1,245.2 |
187.3 |
13.6% |
20.2 |
1.5% |
71% |
False |
False |
46,715 |
| 100 |
1,432.5 |
1,215.5 |
217.0 |
15.7% |
18.2 |
1.3% |
75% |
False |
False |
37,599 |
| 120 |
1,432.5 |
1,162.5 |
270.0 |
19.6% |
17.2 |
1.2% |
80% |
False |
False |
31,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,599.7 |
|
2.618 |
1,529.9 |
|
1.618 |
1,487.1 |
|
1.000 |
1,460.6 |
|
0.618 |
1,444.3 |
|
HIGH |
1,417.8 |
|
0.618 |
1,401.5 |
|
0.500 |
1,396.4 |
|
0.382 |
1,391.3 |
|
LOW |
1,375.0 |
|
0.618 |
1,348.5 |
|
1.000 |
1,332.2 |
|
1.618 |
1,305.7 |
|
2.618 |
1,262.9 |
|
4.250 |
1,193.1 |
|
|
| Fisher Pivots for day following 04-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,396.4 |
1,399.7 |
| PP |
1,390.5 |
1,392.7 |
| S1 |
1,384.7 |
1,385.8 |
|