| Trading Metrics calculated at close of trading on 04-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2011 |
04-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
7,001.5 |
6,989.5 |
-12.0 |
-0.2% |
7,080.5 |
| High |
7,042.5 |
7,038.0 |
-4.5 |
-0.1% |
7,083.5 |
| Low |
6,977.0 |
6,963.0 |
-14.0 |
-0.2% |
6,910.0 |
| Close |
6,998.0 |
6,983.0 |
-15.0 |
-0.2% |
6,927.0 |
| Range |
65.5 |
75.0 |
9.5 |
14.5% |
173.5 |
| ATR |
81.7 |
81.2 |
-0.5 |
-0.6% |
0.0 |
| Volume |
94,718 |
115,120 |
20,402 |
21.5% |
234,251 |
|
| Daily Pivots for day following 04-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,219.7 |
7,176.3 |
7,024.3 |
|
| R3 |
7,144.7 |
7,101.3 |
7,003.6 |
|
| R2 |
7,069.7 |
7,069.7 |
6,996.8 |
|
| R1 |
7,026.3 |
7,026.3 |
6,989.9 |
7,010.5 |
| PP |
6,994.7 |
6,994.7 |
6,994.7 |
6,986.8 |
| S1 |
6,951.3 |
6,951.3 |
6,976.1 |
6,935.5 |
| S2 |
6,919.7 |
6,919.7 |
6,969.3 |
|
| S3 |
6,844.7 |
6,876.3 |
6,962.4 |
|
| S4 |
6,769.7 |
6,801.3 |
6,941.8 |
|
|
| 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% |
78.8 |
1.1% |
55% |
False |
False |
69,908 |
| 10 |
7,105.5 |
6,910.0 |
195.5 |
2.8% |
71.0 |
1.0% |
37% |
False |
False |
59,902 |
| 20 |
7,105.5 |
6,910.0 |
195.5 |
2.8% |
64.4 |
0.9% |
37% |
False |
False |
60,740 |
| 40 |
7,105.5 |
6,646.5 |
459.0 |
6.6% |
81.6 |
1.2% |
73% |
False |
False |
30,815 |
| 60 |
7,105.5 |
6,250.0 |
855.5 |
12.3% |
78.6 |
1.1% |
86% |
False |
False |
20,758 |
| 80 |
7,105.5 |
6,137.5 |
968.0 |
13.9% |
81.7 |
1.2% |
87% |
False |
False |
16,081 |
| 100 |
7,105.5 |
5,863.5 |
1,242.0 |
17.8% |
80.5 |
1.2% |
90% |
False |
False |
12,983 |
| 120 |
7,105.5 |
5,863.5 |
1,242.0 |
17.8% |
79.3 |
1.1% |
90% |
False |
False |
10,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,356.8 |
|
2.618 |
7,234.4 |
|
1.618 |
7,159.4 |
|
1.000 |
7,113.0 |
|
0.618 |
7,084.4 |
|
HIGH |
7,038.0 |
|
0.618 |
7,009.4 |
|
0.500 |
7,000.5 |
|
0.382 |
6,991.7 |
|
LOW |
6,963.0 |
|
0.618 |
6,916.7 |
|
1.000 |
6,888.0 |
|
1.618 |
6,841.7 |
|
2.618 |
6,766.7 |
|
4.250 |
6,644.3 |
|
|
| Fisher Pivots for day following 04-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
7,000.5 |
6,980.8 |
| PP |
6,994.7 |
6,978.5 |
| S1 |
6,988.8 |
6,976.3 |
|