| Trading Metrics calculated at close of trading on 10-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2011 |
10-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
6,991.0 |
6,945.0 |
-46.0 |
-0.7% |
7,001.5 |
| High |
7,022.5 |
6,952.0 |
-70.5 |
-1.0% |
7,059.0 |
| Low |
6,934.0 |
6,842.5 |
-91.5 |
-1.3% |
6,852.5 |
| Close |
6,961.5 |
6,880.0 |
-81.5 |
-1.2% |
6,961.5 |
| Range |
88.5 |
109.5 |
21.0 |
23.7% |
206.5 |
| ATR |
86.8 |
89.1 |
2.3 |
2.6% |
0.0 |
| Volume |
158,953 |
142,049 |
-16,904 |
-10.6% |
664,992 |
|
| Daily Pivots for day following 10-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,220.0 |
7,159.5 |
6,940.2 |
|
| R3 |
7,110.5 |
7,050.0 |
6,910.1 |
|
| R2 |
7,001.0 |
7,001.0 |
6,900.1 |
|
| R1 |
6,940.5 |
6,940.5 |
6,890.0 |
6,916.0 |
| PP |
6,891.5 |
6,891.5 |
6,891.5 |
6,879.3 |
| S1 |
6,831.0 |
6,831.0 |
6,870.0 |
6,806.5 |
| S2 |
6,782.0 |
6,782.0 |
6,859.9 |
|
| S3 |
6,672.5 |
6,721.5 |
6,849.9 |
|
| S4 |
6,563.0 |
6,612.0 |
6,819.8 |
|
|
| 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 |
6,842.5 |
216.5 |
3.1% |
100.9 |
1.5% |
17% |
False |
True |
142,464 |
| 10 |
7,059.0 |
6,842.5 |
216.5 |
3.1% |
86.3 |
1.3% |
17% |
False |
True |
97,986 |
| 20 |
7,105.5 |
6,842.5 |
263.0 |
3.8% |
72.9 |
1.1% |
14% |
False |
True |
88,730 |
| 40 |
7,105.5 |
6,674.0 |
431.5 |
6.3% |
83.6 |
1.2% |
48% |
False |
False |
45,669 |
| 60 |
7,105.5 |
6,485.0 |
620.5 |
9.0% |
80.3 |
1.2% |
64% |
False |
False |
30,667 |
| 80 |
7,105.5 |
6,137.5 |
968.0 |
14.1% |
83.4 |
1.2% |
77% |
False |
False |
23,229 |
| 100 |
7,105.5 |
5,863.5 |
1,242.0 |
18.1% |
80.9 |
1.2% |
82% |
False |
False |
18,947 |
| 120 |
7,105.5 |
5,863.5 |
1,242.0 |
18.1% |
79.8 |
1.2% |
82% |
False |
False |
15,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,417.4 |
|
2.618 |
7,238.7 |
|
1.618 |
7,129.2 |
|
1.000 |
7,061.5 |
|
0.618 |
7,019.7 |
|
HIGH |
6,952.0 |
|
0.618 |
6,910.2 |
|
0.500 |
6,897.3 |
|
0.382 |
6,884.3 |
|
LOW |
6,842.5 |
|
0.618 |
6,774.8 |
|
1.000 |
6,733.0 |
|
1.618 |
6,665.3 |
|
2.618 |
6,555.8 |
|
4.250 |
6,377.1 |
|
|
| Fisher Pivots for day following 10-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
6,897.3 |
6,950.8 |
| PP |
6,891.5 |
6,927.2 |
| S1 |
6,885.8 |
6,903.6 |
|