| Trading Metrics calculated at close of trading on 05-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2011 |
05-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
6,989.5 |
6,960.5 |
-29.0 |
-0.4% |
7,080.5 |
| High |
7,038.0 |
6,981.0 |
-57.0 |
-0.8% |
7,083.5 |
| Low |
6,963.0 |
6,852.5 |
-110.5 |
-1.6% |
6,910.0 |
| Close |
6,983.0 |
6,946.5 |
-36.5 |
-0.5% |
6,927.0 |
| Range |
75.0 |
128.5 |
53.5 |
71.3% |
173.5 |
| ATR |
81.2 |
84.7 |
3.5 |
4.3% |
0.0 |
| Volume |
115,120 |
158,435 |
43,315 |
37.6% |
234,251 |
|
| Daily Pivots for day following 05-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,312.2 |
7,257.8 |
7,017.2 |
|
| R3 |
7,183.7 |
7,129.3 |
6,981.8 |
|
| R2 |
7,055.2 |
7,055.2 |
6,970.1 |
|
| R1 |
7,000.8 |
7,000.8 |
6,958.3 |
6,963.8 |
| PP |
6,926.7 |
6,926.7 |
6,926.7 |
6,908.1 |
| S1 |
6,872.3 |
6,872.3 |
6,934.7 |
6,835.3 |
| S2 |
6,798.2 |
6,798.2 |
6,922.9 |
|
| S3 |
6,669.7 |
6,743.8 |
6,911.2 |
|
| S4 |
6,541.2 |
6,615.3 |
6,875.8 |
|
|
| 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 |
6,852.5 |
190.0 |
2.7% |
99.0 |
1.4% |
49% |
False |
True |
91,841 |
| 10 |
7,102.0 |
6,852.5 |
249.5 |
3.6% |
79.2 |
1.1% |
38% |
False |
True |
69,148 |
| 20 |
7,105.5 |
6,852.5 |
253.0 |
3.6% |
67.0 |
1.0% |
37% |
False |
True |
68,265 |
| 40 |
7,105.5 |
6,646.5 |
459.0 |
6.6% |
82.9 |
1.2% |
65% |
False |
False |
34,747 |
| 60 |
7,105.5 |
6,355.0 |
750.5 |
10.8% |
79.0 |
1.1% |
79% |
False |
False |
23,393 |
| 80 |
7,105.5 |
6,137.5 |
968.0 |
13.9% |
82.6 |
1.2% |
84% |
False |
False |
18,018 |
| 100 |
7,105.5 |
5,863.5 |
1,242.0 |
17.9% |
81.0 |
1.2% |
87% |
False |
False |
14,565 |
| 120 |
7,105.5 |
5,863.5 |
1,242.0 |
17.9% |
79.6 |
1.1% |
87% |
False |
False |
12,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,527.1 |
|
2.618 |
7,317.4 |
|
1.618 |
7,188.9 |
|
1.000 |
7,109.5 |
|
0.618 |
7,060.4 |
|
HIGH |
6,981.0 |
|
0.618 |
6,931.9 |
|
0.500 |
6,916.8 |
|
0.382 |
6,901.6 |
|
LOW |
6,852.5 |
|
0.618 |
6,773.1 |
|
1.000 |
6,724.0 |
|
1.618 |
6,644.6 |
|
2.618 |
6,516.1 |
|
4.250 |
6,306.4 |
|
|
| Fisher Pivots for day following 05-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
6,936.6 |
6,947.5 |
| PP |
6,926.7 |
6,947.2 |
| S1 |
6,916.8 |
6,946.8 |
|