| 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 |
2,815.0 |
2,834.0 |
19.0 |
0.7% |
2,866.0 |
| High |
2,847.0 |
2,866.0 |
19.0 |
0.7% |
2,866.0 |
| Low |
2,807.0 |
2,823.0 |
16.0 |
0.6% |
2,784.0 |
| Close |
2,834.0 |
2,837.0 |
3.0 |
0.1% |
2,794.0 |
| Range |
40.0 |
43.0 |
3.0 |
7.5% |
82.0 |
| ATR |
44.6 |
44.5 |
-0.1 |
-0.3% |
0.0 |
| Volume |
657,147 |
880,639 |
223,492 |
34.0% |
1,294,840 |
|
| Daily Pivots for day following 04-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,971.0 |
2,947.0 |
2,860.7 |
|
| R3 |
2,928.0 |
2,904.0 |
2,848.8 |
|
| R2 |
2,885.0 |
2,885.0 |
2,844.9 |
|
| R1 |
2,861.0 |
2,861.0 |
2,840.9 |
2,873.0 |
| PP |
2,842.0 |
2,842.0 |
2,842.0 |
2,848.0 |
| S1 |
2,818.0 |
2,818.0 |
2,833.1 |
2,830.0 |
| S2 |
2,799.0 |
2,799.0 |
2,829.1 |
|
| S3 |
2,756.0 |
2,775.0 |
2,825.2 |
|
| S4 |
2,713.0 |
2,732.0 |
2,813.4 |
|
|
| 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% |
37.6 |
1.3% |
65% |
True |
False |
501,936 |
| 10 |
2,882.0 |
2,784.0 |
98.0 |
3.5% |
38.2 |
1.3% |
54% |
False |
False |
483,643 |
| 20 |
2,882.0 |
2,755.0 |
127.0 |
4.5% |
36.7 |
1.3% |
65% |
False |
False |
525,384 |
| 40 |
2,898.0 |
2,631.0 |
267.0 |
9.4% |
46.0 |
1.6% |
77% |
False |
False |
282,254 |
| 60 |
2,916.0 |
2,631.0 |
285.0 |
10.0% |
44.7 |
1.6% |
72% |
False |
False |
191,896 |
| 80 |
2,916.0 |
2,631.0 |
285.0 |
10.0% |
45.8 |
1.6% |
72% |
False |
False |
145,144 |
| 100 |
2,916.0 |
2,535.0 |
381.0 |
13.4% |
45.2 |
1.6% |
79% |
False |
False |
116,305 |
| 120 |
2,916.0 |
2,535.0 |
381.0 |
13.4% |
43.7 |
1.5% |
79% |
False |
False |
96,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,048.8 |
|
2.618 |
2,978.6 |
|
1.618 |
2,935.6 |
|
1.000 |
2,909.0 |
|
0.618 |
2,892.6 |
|
HIGH |
2,866.0 |
|
0.618 |
2,849.6 |
|
0.500 |
2,844.5 |
|
0.382 |
2,839.4 |
|
LOW |
2,823.0 |
|
0.618 |
2,796.4 |
|
1.000 |
2,780.0 |
|
1.618 |
2,753.4 |
|
2.618 |
2,710.4 |
|
4.250 |
2,640.3 |
|
|
| Fisher Pivots for day following 04-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,844.5 |
2,833.0 |
| PP |
2,842.0 |
2,829.0 |
| S1 |
2,839.5 |
2,825.0 |
|