| Trading Metrics calculated at close of trading on 13-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2011 |
13-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,792.0 |
2,881.0 |
89.0 |
3.2% |
2,815.0 |
| High |
2,881.0 |
2,914.0 |
33.0 |
1.1% |
2,866.0 |
| Low |
2,792.0 |
2,876.0 |
84.0 |
3.0% |
2,783.0 |
| Close |
2,872.0 |
2,911.0 |
39.0 |
1.4% |
2,803.0 |
| Range |
89.0 |
38.0 |
-51.0 |
-57.3% |
83.0 |
| ATR |
49.2 |
48.7 |
-0.5 |
-1.0% |
0.0 |
| Volume |
1,385,164 |
1,501,019 |
115,855 |
8.4% |
5,252,697 |
|
| Daily Pivots for day following 13-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,014.3 |
3,000.7 |
2,931.9 |
|
| R3 |
2,976.3 |
2,962.7 |
2,921.5 |
|
| R2 |
2,938.3 |
2,938.3 |
2,918.0 |
|
| R1 |
2,924.7 |
2,924.7 |
2,914.5 |
2,931.5 |
| PP |
2,900.3 |
2,900.3 |
2,900.3 |
2,903.8 |
| S1 |
2,886.7 |
2,886.7 |
2,907.5 |
2,893.5 |
| S2 |
2,862.3 |
2,862.3 |
2,904.0 |
|
| S3 |
2,824.3 |
2,848.7 |
2,900.6 |
|
| S4 |
2,786.3 |
2,810.7 |
2,890.1 |
|
|
| 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 |
2,914.0 |
2,751.0 |
163.0 |
5.6% |
52.2 |
1.8% |
98% |
True |
False |
1,325,280 |
| 10 |
2,914.0 |
2,751.0 |
163.0 |
5.6% |
51.5 |
1.8% |
98% |
True |
False |
1,093,299 |
| 20 |
2,914.0 |
2,751.0 |
163.0 |
5.6% |
42.8 |
1.5% |
98% |
True |
False |
851,052 |
| 40 |
2,914.0 |
2,631.0 |
283.0 |
9.7% |
46.8 |
1.6% |
99% |
True |
False |
496,595 |
| 60 |
2,916.0 |
2,631.0 |
285.0 |
9.8% |
46.4 |
1.6% |
98% |
False |
False |
339,639 |
| 80 |
2,916.0 |
2,631.0 |
285.0 |
9.8% |
47.0 |
1.6% |
98% |
False |
False |
256,068 |
| 100 |
2,916.0 |
2,535.0 |
381.0 |
13.1% |
46.0 |
1.6% |
99% |
False |
False |
205,832 |
| 120 |
2,916.0 |
2,535.0 |
381.0 |
13.1% |
44.2 |
1.5% |
99% |
False |
False |
171,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,075.5 |
|
2.618 |
3,013.5 |
|
1.618 |
2,975.5 |
|
1.000 |
2,952.0 |
|
0.618 |
2,937.5 |
|
HIGH |
2,914.0 |
|
0.618 |
2,899.5 |
|
0.500 |
2,895.0 |
|
0.382 |
2,890.5 |
|
LOW |
2,876.0 |
|
0.618 |
2,852.5 |
|
1.000 |
2,838.0 |
|
1.618 |
2,814.5 |
|
2.618 |
2,776.5 |
|
4.250 |
2,714.5 |
|
|
| Fisher Pivots for day following 13-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,905.7 |
2,886.0 |
| PP |
2,900.3 |
2,861.0 |
| S1 |
2,895.0 |
2,836.0 |
|