| Trading Metrics calculated at close of trading on 07-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2011 |
07-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
6,962.0 |
6,991.0 |
29.0 |
0.4% |
7,001.5 |
| High |
7,059.0 |
7,022.5 |
-36.5 |
-0.5% |
7,059.0 |
| Low |
6,956.0 |
6,934.0 |
-22.0 |
-0.3% |
6,852.5 |
| Close |
6,989.5 |
6,961.5 |
-28.0 |
-0.4% |
6,961.5 |
| Range |
103.0 |
88.5 |
-14.5 |
-14.1% |
206.5 |
| ATR |
86.7 |
86.8 |
0.1 |
0.1% |
0.0 |
| Volume |
137,766 |
158,953 |
21,187 |
15.4% |
664,992 |
|
| Daily Pivots for day following 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,238.2 |
7,188.3 |
7,010.2 |
|
| R3 |
7,149.7 |
7,099.8 |
6,985.8 |
|
| R2 |
7,061.2 |
7,061.2 |
6,977.7 |
|
| R1 |
7,011.3 |
7,011.3 |
6,969.6 |
6,992.0 |
| PP |
6,972.7 |
6,972.7 |
6,972.7 |
6,963.0 |
| S1 |
6,922.8 |
6,922.8 |
6,953.4 |
6,903.5 |
| S2 |
6,884.2 |
6,884.2 |
6,945.3 |
|
| S3 |
6,795.7 |
6,834.3 |
6,937.2 |
|
| S4 |
6,707.2 |
6,745.8 |
6,912.8 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,577.2 |
7,475.8 |
7,075.1 |
|
| R3 |
7,370.7 |
7,269.3 |
7,018.3 |
|
| R2 |
7,164.2 |
7,164.2 |
6,999.4 |
|
| R1 |
7,062.8 |
7,062.8 |
6,980.4 |
7,010.3 |
| PP |
6,957.7 |
6,957.7 |
6,957.7 |
6,931.4 |
| S1 |
6,856.3 |
6,856.3 |
6,942.6 |
6,803.8 |
| S2 |
6,751.2 |
6,751.2 |
6,923.6 |
|
| S3 |
6,544.7 |
6,649.8 |
6,904.7 |
|
| S4 |
6,338.2 |
6,443.3 |
6,847.9 |
|
|
| 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% |
92.1 |
1.3% |
53% |
False |
False |
132,998 |
| 10 |
7,083.5 |
6,852.5 |
231.0 |
3.3% |
92.2 |
1.3% |
47% |
False |
False |
89,924 |
| 20 |
7,105.5 |
6,852.5 |
253.0 |
3.6% |
70.0 |
1.0% |
43% |
False |
False |
82,382 |
| 40 |
7,105.5 |
6,646.5 |
459.0 |
6.6% |
84.3 |
1.2% |
69% |
False |
False |
42,125 |
| 60 |
7,105.5 |
6,470.0 |
635.5 |
9.1% |
79.6 |
1.1% |
77% |
False |
False |
28,305 |
| 80 |
7,105.5 |
6,137.5 |
968.0 |
13.9% |
83.6 |
1.2% |
85% |
False |
False |
21,495 |
| 100 |
7,105.5 |
5,863.5 |
1,242.0 |
17.8% |
80.7 |
1.2% |
88% |
False |
False |
17,528 |
| 120 |
7,105.5 |
5,863.5 |
1,242.0 |
17.8% |
79.0 |
1.1% |
88% |
False |
False |
14,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,398.6 |
|
2.618 |
7,254.2 |
|
1.618 |
7,165.7 |
|
1.000 |
7,111.0 |
|
0.618 |
7,077.2 |
|
HIGH |
7,022.5 |
|
0.618 |
6,988.7 |
|
0.500 |
6,978.3 |
|
0.382 |
6,967.8 |
|
LOW |
6,934.0 |
|
0.618 |
6,879.3 |
|
1.000 |
6,845.5 |
|
1.618 |
6,790.8 |
|
2.618 |
6,702.3 |
|
4.250 |
6,557.9 |
|
|
| Fisher Pivots for day following 07-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
6,978.3 |
6,959.6 |
| PP |
6,972.7 |
6,957.7 |
| S1 |
6,967.1 |
6,955.8 |
|