| Trading Metrics calculated at close of trading on 10-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2011 |
10-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,826.0 |
2,795.0 |
-31.0 |
-1.1% |
2,815.0 |
| High |
2,836.0 |
2,796.0 |
-40.0 |
-1.4% |
2,866.0 |
| Low |
2,786.0 |
2,751.0 |
-35.0 |
-1.3% |
2,783.0 |
| Close |
2,803.0 |
2,761.0 |
-42.0 |
-1.5% |
2,803.0 |
| Range |
50.0 |
45.0 |
-5.0 |
-10.0% |
83.0 |
| ATR |
46.3 |
46.7 |
0.4 |
0.9% |
0.0 |
| Volume |
1,385,905 |
1,289,023 |
-96,882 |
-7.0% |
5,252,697 |
|
| Daily Pivots for day following 10-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,904.3 |
2,877.7 |
2,785.8 |
|
| R3 |
2,859.3 |
2,832.7 |
2,773.4 |
|
| R2 |
2,814.3 |
2,814.3 |
2,769.3 |
|
| R1 |
2,787.7 |
2,787.7 |
2,765.1 |
2,778.5 |
| PP |
2,769.3 |
2,769.3 |
2,769.3 |
2,764.8 |
| S1 |
2,742.7 |
2,742.7 |
2,756.9 |
2,733.5 |
| S2 |
2,724.3 |
2,724.3 |
2,752.8 |
|
| S3 |
2,679.3 |
2,697.7 |
2,748.6 |
|
| S4 |
2,634.3 |
2,652.7 |
2,736.3 |
|
|
| 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 |
2,751.0 |
115.0 |
4.2% |
49.8 |
1.8% |
9% |
False |
True |
1,176,914 |
| 10 |
2,866.0 |
2,751.0 |
115.0 |
4.2% |
46.9 |
1.7% |
9% |
False |
True |
783,656 |
| 20 |
2,882.0 |
2,751.0 |
131.0 |
4.7% |
38.6 |
1.4% |
8% |
False |
True |
748,059 |
| 40 |
2,882.0 |
2,631.0 |
251.0 |
9.1% |
47.3 |
1.7% |
52% |
False |
False |
398,575 |
| 60 |
2,916.0 |
2,631.0 |
285.0 |
10.3% |
45.7 |
1.7% |
46% |
False |
False |
275,287 |
| 80 |
2,916.0 |
2,631.0 |
285.0 |
10.3% |
47.0 |
1.7% |
46% |
False |
False |
206,813 |
| 100 |
2,916.0 |
2,535.0 |
381.0 |
13.8% |
45.1 |
1.6% |
59% |
False |
False |
166,319 |
| 120 |
2,916.0 |
2,535.0 |
381.0 |
13.8% |
43.5 |
1.6% |
59% |
False |
False |
138,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,987.3 |
|
2.618 |
2,913.8 |
|
1.618 |
2,868.8 |
|
1.000 |
2,841.0 |
|
0.618 |
2,823.8 |
|
HIGH |
2,796.0 |
|
0.618 |
2,778.8 |
|
0.500 |
2,773.5 |
|
0.382 |
2,768.2 |
|
LOW |
2,751.0 |
|
0.618 |
2,723.2 |
|
1.000 |
2,706.0 |
|
1.618 |
2,678.2 |
|
2.618 |
2,633.2 |
|
4.250 |
2,559.8 |
|
|
| Fisher Pivots for day following 10-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,773.5 |
2,807.5 |
| PP |
2,769.3 |
2,792.0 |
| S1 |
2,765.2 |
2,776.5 |
|