| Trading Metrics calculated at close of trading on 03-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2010 |
03-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,834.0 |
2,815.0 |
-19.0 |
-0.7% |
2,866.0 |
| High |
2,844.0 |
2,847.0 |
3.0 |
0.1% |
2,866.0 |
| Low |
2,784.0 |
2,807.0 |
23.0 |
0.8% |
2,784.0 |
| Close |
2,794.0 |
2,834.0 |
40.0 |
1.4% |
2,794.0 |
| Range |
60.0 |
40.0 |
-20.0 |
-33.3% |
82.0 |
| ATR |
44.0 |
44.6 |
0.6 |
1.5% |
0.0 |
| Volume |
439,800 |
657,147 |
217,347 |
49.4% |
1,294,840 |
|
| Daily Pivots for day following 03-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,949.3 |
2,931.7 |
2,856.0 |
|
| R3 |
2,909.3 |
2,891.7 |
2,845.0 |
|
| R2 |
2,869.3 |
2,869.3 |
2,841.3 |
|
| R1 |
2,851.7 |
2,851.7 |
2,837.7 |
2,860.5 |
| PP |
2,829.3 |
2,829.3 |
2,829.3 |
2,833.8 |
| S1 |
2,811.7 |
2,811.7 |
2,830.3 |
2,820.5 |
| S2 |
2,789.3 |
2,789.3 |
2,826.7 |
|
| S3 |
2,749.3 |
2,771.7 |
2,823.0 |
|
| S4 |
2,709.3 |
2,731.7 |
2,812.0 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,060.7 |
3,009.3 |
2,839.1 |
|
| R3 |
2,978.7 |
2,927.3 |
2,816.6 |
|
| R2 |
2,896.7 |
2,896.7 |
2,809.0 |
|
| R1 |
2,845.3 |
2,845.3 |
2,801.5 |
2,830.0 |
| PP |
2,814.7 |
2,814.7 |
2,814.7 |
2,807.0 |
| S1 |
2,763.3 |
2,763.3 |
2,786.5 |
2,748.0 |
| S2 |
2,732.7 |
2,732.7 |
2,779.0 |
|
| S3 |
2,650.7 |
2,681.3 |
2,771.5 |
|
| S4 |
2,568.7 |
2,599.3 |
2,748.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,866.0 |
2,784.0 |
82.0 |
2.9% |
44.0 |
1.6% |
61% |
False |
False |
390,397 |
| 10 |
2,882.0 |
2,784.0 |
98.0 |
3.5% |
38.1 |
1.3% |
51% |
False |
False |
497,046 |
| 20 |
2,882.0 |
2,755.0 |
127.0 |
4.5% |
36.5 |
1.3% |
62% |
False |
False |
482,037 |
| 40 |
2,898.0 |
2,631.0 |
267.0 |
9.4% |
45.8 |
1.6% |
76% |
False |
False |
260,248 |
| 60 |
2,916.0 |
2,631.0 |
285.0 |
10.1% |
44.4 |
1.6% |
71% |
False |
False |
177,222 |
| 80 |
2,916.0 |
2,631.0 |
285.0 |
10.1% |
45.3 |
1.6% |
71% |
False |
False |
134,165 |
| 100 |
2,916.0 |
2,535.0 |
381.0 |
13.4% |
44.9 |
1.6% |
78% |
False |
False |
107,500 |
| 120 |
2,916.0 |
2,535.0 |
381.0 |
13.4% |
44.1 |
1.6% |
78% |
False |
False |
89,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,017.0 |
|
2.618 |
2,951.7 |
|
1.618 |
2,911.7 |
|
1.000 |
2,887.0 |
|
0.618 |
2,871.7 |
|
HIGH |
2,847.0 |
|
0.618 |
2,831.7 |
|
0.500 |
2,827.0 |
|
0.382 |
2,822.3 |
|
LOW |
2,807.0 |
|
0.618 |
2,782.3 |
|
1.000 |
2,767.0 |
|
1.618 |
2,742.3 |
|
2.618 |
2,702.3 |
|
4.250 |
2,637.0 |
|
|
| Fisher Pivots for day following 03-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,831.7 |
2,828.2 |
| PP |
2,829.3 |
2,822.3 |
| S1 |
2,827.0 |
2,816.5 |
|