| Trading Metrics calculated at close of trading on 05-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2011 |
05-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,834.0 |
2,829.0 |
-5.0 |
-0.2% |
2,866.0 |
| High |
2,866.0 |
2,844.0 |
-22.0 |
-0.8% |
2,866.0 |
| Low |
2,823.0 |
2,783.0 |
-40.0 |
-1.4% |
2,784.0 |
| Close |
2,837.0 |
2,826.0 |
-11.0 |
-0.4% |
2,794.0 |
| Range |
43.0 |
61.0 |
18.0 |
41.9% |
82.0 |
| ATR |
44.5 |
45.7 |
1.2 |
2.6% |
0.0 |
| Volume |
880,639 |
1,300,115 |
419,476 |
47.6% |
1,294,840 |
|
| Daily Pivots for day following 05-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,000.7 |
2,974.3 |
2,859.6 |
|
| R3 |
2,939.7 |
2,913.3 |
2,842.8 |
|
| R2 |
2,878.7 |
2,878.7 |
2,837.2 |
|
| R1 |
2,852.3 |
2,852.3 |
2,831.6 |
2,835.0 |
| PP |
2,817.7 |
2,817.7 |
2,817.7 |
2,809.0 |
| S1 |
2,791.3 |
2,791.3 |
2,820.4 |
2,774.0 |
| S2 |
2,756.7 |
2,756.7 |
2,814.8 |
|
| S3 |
2,695.7 |
2,730.3 |
2,809.2 |
|
| S4 |
2,634.7 |
2,669.3 |
2,792.5 |
|
|
| 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 |
2,783.0 |
83.0 |
2.9% |
45.4 |
1.6% |
52% |
False |
True |
721,776 |
| 10 |
2,882.0 |
2,783.0 |
99.0 |
3.5% |
39.7 |
1.4% |
43% |
False |
True |
547,721 |
| 20 |
2,882.0 |
2,772.0 |
110.0 |
3.9% |
37.8 |
1.3% |
49% |
False |
False |
590,390 |
| 40 |
2,898.0 |
2,631.0 |
267.0 |
9.4% |
46.9 |
1.7% |
73% |
False |
False |
314,730 |
| 60 |
2,916.0 |
2,631.0 |
285.0 |
10.1% |
45.5 |
1.6% |
68% |
False |
False |
213,563 |
| 80 |
2,916.0 |
2,631.0 |
285.0 |
10.1% |
46.1 |
1.6% |
68% |
False |
False |
161,218 |
| 100 |
2,916.0 |
2,535.0 |
381.0 |
13.5% |
45.3 |
1.6% |
76% |
False |
False |
129,305 |
| 120 |
2,916.0 |
2,535.0 |
381.0 |
13.5% |
43.8 |
1.6% |
76% |
False |
False |
107,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,103.3 |
|
2.618 |
3,003.7 |
|
1.618 |
2,942.7 |
|
1.000 |
2,905.0 |
|
0.618 |
2,881.7 |
|
HIGH |
2,844.0 |
|
0.618 |
2,820.7 |
|
0.500 |
2,813.5 |
|
0.382 |
2,806.3 |
|
LOW |
2,783.0 |
|
0.618 |
2,745.3 |
|
1.000 |
2,722.0 |
|
1.618 |
2,684.3 |
|
2.618 |
2,623.3 |
|
4.250 |
2,523.8 |
|
|
| Fisher Pivots for day following 05-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,821.8 |
2,825.5 |
| PP |
2,817.7 |
2,825.0 |
| S1 |
2,813.5 |
2,824.5 |
|