| Trading Metrics calculated at close of trading on 07-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2011 |
07-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,839.0 |
2,826.0 |
-13.0 |
-0.5% |
2,815.0 |
| High |
2,864.0 |
2,836.0 |
-28.0 |
-1.0% |
2,866.0 |
| Low |
2,814.0 |
2,786.0 |
-28.0 |
-1.0% |
2,783.0 |
| Close |
2,830.0 |
2,803.0 |
-27.0 |
-1.0% |
2,803.0 |
| Range |
50.0 |
50.0 |
0.0 |
0.0% |
83.0 |
| ATR |
46.0 |
46.3 |
0.3 |
0.6% |
0.0 |
| Volume |
1,028,891 |
1,385,905 |
357,014 |
34.7% |
5,252,697 |
|
| Daily Pivots for day following 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,958.3 |
2,930.7 |
2,830.5 |
|
| R3 |
2,908.3 |
2,880.7 |
2,816.8 |
|
| R2 |
2,858.3 |
2,858.3 |
2,812.2 |
|
| R1 |
2,830.7 |
2,830.7 |
2,807.6 |
2,819.5 |
| PP |
2,808.3 |
2,808.3 |
2,808.3 |
2,802.8 |
| S1 |
2,780.7 |
2,780.7 |
2,798.4 |
2,769.5 |
| S2 |
2,758.3 |
2,758.3 |
2,793.8 |
|
| S3 |
2,708.3 |
2,730.7 |
2,789.3 |
|
| S4 |
2,658.3 |
2,680.7 |
2,775.5 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,066.3 |
3,017.7 |
2,848.7 |
|
| R3 |
2,983.3 |
2,934.7 |
2,825.8 |
|
| R2 |
2,900.3 |
2,900.3 |
2,818.2 |
|
| R1 |
2,851.7 |
2,851.7 |
2,810.6 |
2,834.5 |
| PP |
2,817.3 |
2,817.3 |
2,817.3 |
2,808.8 |
| S1 |
2,768.7 |
2,768.7 |
2,795.4 |
2,751.5 |
| S2 |
2,734.3 |
2,734.3 |
2,787.8 |
|
| S3 |
2,651.3 |
2,685.7 |
2,780.2 |
|
| S4 |
2,568.3 |
2,602.7 |
2,757.4 |
|
|
| 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 |
3.0% |
48.8 |
1.7% |
24% |
False |
False |
1,050,539 |
| 10 |
2,876.0 |
2,783.0 |
93.0 |
3.3% |
44.9 |
1.6% |
22% |
False |
False |
688,145 |
| 20 |
2,882.0 |
2,783.0 |
99.0 |
3.5% |
37.6 |
1.3% |
20% |
False |
False |
694,697 |
| 40 |
2,882.0 |
2,631.0 |
251.0 |
9.0% |
47.2 |
1.7% |
69% |
False |
False |
373,660 |
| 60 |
2,916.0 |
2,631.0 |
285.0 |
10.2% |
45.4 |
1.6% |
60% |
False |
False |
253,805 |
| 80 |
2,916.0 |
2,631.0 |
285.0 |
10.2% |
46.7 |
1.7% |
60% |
False |
False |
190,981 |
| 100 |
2,916.0 |
2,535.0 |
381.0 |
13.6% |
45.6 |
1.6% |
70% |
False |
False |
153,430 |
| 120 |
2,916.0 |
2,535.0 |
381.0 |
13.6% |
44.0 |
1.6% |
70% |
False |
False |
127,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,048.5 |
|
2.618 |
2,966.9 |
|
1.618 |
2,916.9 |
|
1.000 |
2,886.0 |
|
0.618 |
2,866.9 |
|
HIGH |
2,836.0 |
|
0.618 |
2,816.9 |
|
0.500 |
2,811.0 |
|
0.382 |
2,805.1 |
|
LOW |
2,786.0 |
|
0.618 |
2,755.1 |
|
1.000 |
2,736.0 |
|
1.618 |
2,705.1 |
|
2.618 |
2,655.1 |
|
4.250 |
2,573.5 |
|
|
| Fisher Pivots for day following 07-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,811.0 |
2,823.5 |
| PP |
2,808.3 |
2,816.7 |
| S1 |
2,805.7 |
2,809.8 |
|