| Trading Metrics calculated at close of trading on 06-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2011 |
06-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,829.0 |
2,839.0 |
10.0 |
0.4% |
2,866.0 |
| High |
2,844.0 |
2,864.0 |
20.0 |
0.7% |
2,866.0 |
| Low |
2,783.0 |
2,814.0 |
31.0 |
1.1% |
2,784.0 |
| Close |
2,826.0 |
2,830.0 |
4.0 |
0.1% |
2,794.0 |
| Range |
61.0 |
50.0 |
-11.0 |
-18.0% |
82.0 |
| ATR |
45.7 |
46.0 |
0.3 |
0.7% |
0.0 |
| Volume |
1,300,115 |
1,028,891 |
-271,224 |
-20.9% |
1,294,840 |
|
| Daily Pivots for day following 06-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,986.0 |
2,958.0 |
2,857.5 |
|
| R3 |
2,936.0 |
2,908.0 |
2,843.8 |
|
| R2 |
2,886.0 |
2,886.0 |
2,839.2 |
|
| R1 |
2,858.0 |
2,858.0 |
2,834.6 |
2,847.0 |
| PP |
2,836.0 |
2,836.0 |
2,836.0 |
2,830.5 |
| S1 |
2,808.0 |
2,808.0 |
2,825.4 |
2,797.0 |
| S2 |
2,786.0 |
2,786.0 |
2,820.8 |
|
| S3 |
2,736.0 |
2,758.0 |
2,816.3 |
|
| S4 |
2,686.0 |
2,708.0 |
2,802.5 |
|
|
| 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% |
50.8 |
1.8% |
57% |
False |
False |
861,318 |
| 10 |
2,882.0 |
2,783.0 |
99.0 |
3.5% |
41.6 |
1.5% |
47% |
False |
False |
594,093 |
| 20 |
2,882.0 |
2,780.0 |
102.0 |
3.6% |
37.8 |
1.3% |
49% |
False |
False |
629,235 |
| 40 |
2,882.0 |
2,631.0 |
251.0 |
8.9% |
47.1 |
1.7% |
79% |
False |
False |
339,041 |
| 60 |
2,916.0 |
2,631.0 |
285.0 |
10.1% |
45.6 |
1.6% |
70% |
False |
False |
230,709 |
| 80 |
2,916.0 |
2,631.0 |
285.0 |
10.1% |
46.4 |
1.6% |
70% |
False |
False |
173,896 |
| 100 |
2,916.0 |
2,535.0 |
381.0 |
13.5% |
45.5 |
1.6% |
77% |
False |
False |
139,572 |
| 120 |
2,916.0 |
2,535.0 |
381.0 |
13.5% |
44.1 |
1.6% |
77% |
False |
False |
116,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,076.5 |
|
2.618 |
2,994.9 |
|
1.618 |
2,944.9 |
|
1.000 |
2,914.0 |
|
0.618 |
2,894.9 |
|
HIGH |
2,864.0 |
|
0.618 |
2,844.9 |
|
0.500 |
2,839.0 |
|
0.382 |
2,833.1 |
|
LOW |
2,814.0 |
|
0.618 |
2,783.1 |
|
1.000 |
2,764.0 |
|
1.618 |
2,733.1 |
|
2.618 |
2,683.1 |
|
4.250 |
2,601.5 |
|
|
| Fisher Pivots for day following 06-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,839.0 |
2,828.2 |
| PP |
2,836.0 |
2,826.3 |
| S1 |
2,833.0 |
2,824.5 |
|