| Trading Metrics calculated at close of trading on 03-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2010 |
03-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
7,010.0 |
7,001.5 |
-8.5 |
-0.1% |
7,080.5 |
| High |
7,023.0 |
7,042.5 |
19.5 |
0.3% |
7,083.5 |
| Low |
6,910.0 |
6,977.0 |
67.0 |
1.0% |
6,910.0 |
| Close |
6,927.0 |
6,998.0 |
71.0 |
1.0% |
6,927.0 |
| Range |
113.0 |
65.5 |
-47.5 |
-42.0% |
173.5 |
| ATR |
79.1 |
81.7 |
2.6 |
3.3% |
0.0 |
| Volume |
45,468 |
94,718 |
49,250 |
108.3% |
234,251 |
|
| Daily Pivots for day following 03-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,202.3 |
7,165.7 |
7,034.0 |
|
| R3 |
7,136.8 |
7,100.2 |
7,016.0 |
|
| R2 |
7,071.3 |
7,071.3 |
7,010.0 |
|
| R1 |
7,034.7 |
7,034.7 |
7,004.0 |
7,020.3 |
| PP |
7,005.8 |
7,005.8 |
7,005.8 |
6,998.6 |
| S1 |
6,969.2 |
6,969.2 |
6,992.0 |
6,954.8 |
| S2 |
6,940.3 |
6,940.3 |
6,986.0 |
|
| S3 |
6,874.8 |
6,903.7 |
6,980.0 |
|
| S4 |
6,809.3 |
6,838.2 |
6,962.0 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,494.0 |
7,384.0 |
7,022.4 |
|
| R3 |
7,320.5 |
7,210.5 |
6,974.7 |
|
| R2 |
7,147.0 |
7,147.0 |
6,958.8 |
|
| R1 |
7,037.0 |
7,037.0 |
6,942.9 |
7,005.3 |
| PP |
6,973.5 |
6,973.5 |
6,973.5 |
6,957.6 |
| S1 |
6,863.5 |
6,863.5 |
6,911.1 |
6,831.8 |
| S2 |
6,800.0 |
6,800.0 |
6,895.2 |
|
| S3 |
6,626.5 |
6,690.0 |
6,879.3 |
|
| S4 |
6,453.0 |
6,516.5 |
6,831.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,042.5 |
6,910.0 |
132.5 |
1.9% |
71.6 |
1.0% |
66% |
True |
False |
53,507 |
| 10 |
7,105.5 |
6,910.0 |
195.5 |
2.8% |
71.8 |
1.0% |
45% |
False |
False |
57,739 |
| 20 |
7,105.5 |
6,910.0 |
195.5 |
2.8% |
62.9 |
0.9% |
45% |
False |
False |
54,984 |
| 40 |
7,105.5 |
6,646.5 |
459.0 |
6.6% |
80.9 |
1.2% |
77% |
False |
False |
27,945 |
| 60 |
7,105.5 |
6,250.0 |
855.5 |
12.2% |
78.0 |
1.1% |
87% |
False |
False |
18,843 |
| 80 |
7,105.5 |
6,137.5 |
968.0 |
13.8% |
81.5 |
1.2% |
89% |
False |
False |
14,678 |
| 100 |
7,105.5 |
5,863.5 |
1,242.0 |
17.7% |
80.4 |
1.1% |
91% |
False |
False |
11,833 |
| 120 |
7,105.5 |
5,863.5 |
1,242.0 |
17.7% |
79.0 |
1.1% |
91% |
False |
False |
9,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,320.9 |
|
2.618 |
7,214.0 |
|
1.618 |
7,148.5 |
|
1.000 |
7,108.0 |
|
0.618 |
7,083.0 |
|
HIGH |
7,042.5 |
|
0.618 |
7,017.5 |
|
0.500 |
7,009.8 |
|
0.382 |
7,002.0 |
|
LOW |
6,977.0 |
|
0.618 |
6,936.5 |
|
1.000 |
6,911.5 |
|
1.618 |
6,871.0 |
|
2.618 |
6,805.5 |
|
4.250 |
6,698.6 |
|
|
| Fisher Pivots for day following 03-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
7,009.8 |
6,990.8 |
| PP |
7,005.8 |
6,983.5 |
| S1 |
7,001.9 |
6,976.3 |
|