| Trading Metrics calculated at close of trading on 06-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2011 |
06-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
6,960.5 |
6,962.0 |
1.5 |
0.0% |
7,080.5 |
| High |
6,981.0 |
7,059.0 |
78.0 |
1.1% |
7,083.5 |
| Low |
6,852.5 |
6,956.0 |
103.5 |
1.5% |
6,910.0 |
| Close |
6,946.5 |
6,989.5 |
43.0 |
0.6% |
6,927.0 |
| Range |
128.5 |
103.0 |
-25.5 |
-19.8% |
173.5 |
| ATR |
84.7 |
86.7 |
2.0 |
2.3% |
0.0 |
| Volume |
158,435 |
137,766 |
-20,669 |
-13.0% |
234,251 |
|
| Daily Pivots for day following 06-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,310.5 |
7,253.0 |
7,046.2 |
|
| R3 |
7,207.5 |
7,150.0 |
7,017.8 |
|
| R2 |
7,104.5 |
7,104.5 |
7,008.4 |
|
| R1 |
7,047.0 |
7,047.0 |
6,998.9 |
7,075.8 |
| PP |
7,001.5 |
7,001.5 |
7,001.5 |
7,015.9 |
| S1 |
6,944.0 |
6,944.0 |
6,980.1 |
6,972.8 |
| S2 |
6,898.5 |
6,898.5 |
6,970.6 |
|
| S3 |
6,795.5 |
6,841.0 |
6,961.2 |
|
| S4 |
6,692.5 |
6,738.0 |
6,932.9 |
|
|
| 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 |
7,059.0 |
6,852.5 |
206.5 |
3.0% |
97.0 |
1.4% |
66% |
True |
False |
110,301 |
| 10 |
7,100.5 |
6,852.5 |
248.0 |
3.5% |
87.7 |
1.3% |
55% |
False |
False |
78,580 |
| 20 |
7,105.5 |
6,852.5 |
253.0 |
3.6% |
69.6 |
1.0% |
54% |
False |
False |
74,845 |
| 40 |
7,105.5 |
6,646.5 |
459.0 |
6.6% |
83.2 |
1.2% |
75% |
False |
False |
38,180 |
| 60 |
7,105.5 |
6,467.5 |
638.0 |
9.1% |
78.7 |
1.1% |
82% |
False |
False |
25,669 |
| 80 |
7,105.5 |
6,137.5 |
968.0 |
13.8% |
83.2 |
1.2% |
88% |
False |
False |
19,642 |
| 100 |
7,105.5 |
5,863.5 |
1,242.0 |
17.8% |
81.3 |
1.2% |
91% |
False |
False |
15,939 |
| 120 |
7,105.5 |
5,863.5 |
1,242.0 |
17.8% |
79.5 |
1.1% |
91% |
False |
False |
13,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,496.8 |
|
2.618 |
7,328.7 |
|
1.618 |
7,225.7 |
|
1.000 |
7,162.0 |
|
0.618 |
7,122.7 |
|
HIGH |
7,059.0 |
|
0.618 |
7,019.7 |
|
0.500 |
7,007.5 |
|
0.382 |
6,995.3 |
|
LOW |
6,956.0 |
|
0.618 |
6,892.3 |
|
1.000 |
6,853.0 |
|
1.618 |
6,789.3 |
|
2.618 |
6,686.3 |
|
4.250 |
6,518.3 |
|
|
| Fisher Pivots for day following 06-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
7,007.5 |
6,978.3 |
| PP |
7,001.5 |
6,967.0 |
| S1 |
6,995.5 |
6,955.8 |
|