| Trading Metrics calculated at close of trading on 11-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2011 |
11-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
6,945.0 |
6,890.5 |
-54.5 |
-0.8% |
7,001.5 |
| High |
6,952.0 |
6,959.5 |
7.5 |
0.1% |
7,059.0 |
| Low |
6,842.5 |
6,867.0 |
24.5 |
0.4% |
6,852.5 |
| Close |
6,880.0 |
6,953.0 |
73.0 |
1.1% |
6,961.5 |
| Range |
109.5 |
92.5 |
-17.0 |
-15.5% |
206.5 |
| ATR |
89.1 |
89.4 |
0.2 |
0.3% |
0.0 |
| Volume |
142,049 |
131,373 |
-10,676 |
-7.5% |
664,992 |
|
| Daily Pivots for day following 11-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,204.0 |
7,171.0 |
7,003.9 |
|
| R3 |
7,111.5 |
7,078.5 |
6,978.4 |
|
| R2 |
7,019.0 |
7,019.0 |
6,970.0 |
|
| R1 |
6,986.0 |
6,986.0 |
6,961.5 |
7,002.5 |
| PP |
6,926.5 |
6,926.5 |
6,926.5 |
6,934.8 |
| S1 |
6,893.5 |
6,893.5 |
6,944.5 |
6,910.0 |
| S2 |
6,834.0 |
6,834.0 |
6,936.0 |
|
| S3 |
6,741.5 |
6,801.0 |
6,927.6 |
|
| S4 |
6,649.0 |
6,708.5 |
6,902.1 |
|
|
| 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% |
104.4 |
1.5% |
51% |
False |
False |
145,715 |
| 10 |
7,059.0 |
6,842.5 |
216.5 |
3.1% |
91.6 |
1.3% |
51% |
False |
False |
107,811 |
| 20 |
7,105.5 |
6,842.5 |
263.0 |
3.8% |
75.9 |
1.1% |
42% |
False |
False |
93,315 |
| 40 |
7,105.5 |
6,674.0 |
431.5 |
6.2% |
82.6 |
1.2% |
65% |
False |
False |
48,948 |
| 60 |
7,105.5 |
6,485.0 |
620.5 |
8.9% |
80.3 |
1.2% |
75% |
False |
False |
32,840 |
| 80 |
7,105.5 |
6,137.5 |
968.0 |
13.9% |
83.3 |
1.2% |
84% |
False |
False |
24,869 |
| 100 |
7,105.5 |
5,863.5 |
1,242.0 |
17.9% |
81.5 |
1.2% |
88% |
False |
False |
20,260 |
| 120 |
7,105.5 |
5,863.5 |
1,242.0 |
17.9% |
80.2 |
1.2% |
88% |
False |
False |
16,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,352.6 |
|
2.618 |
7,201.7 |
|
1.618 |
7,109.2 |
|
1.000 |
7,052.0 |
|
0.618 |
7,016.7 |
|
HIGH |
6,959.5 |
|
0.618 |
6,924.2 |
|
0.500 |
6,913.3 |
|
0.382 |
6,902.3 |
|
LOW |
6,867.0 |
|
0.618 |
6,809.8 |
|
1.000 |
6,774.5 |
|
1.618 |
6,717.3 |
|
2.618 |
6,624.8 |
|
4.250 |
6,473.9 |
|
|
| Fisher Pivots for day following 11-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
6,939.8 |
6,946.2 |
| PP |
6,926.5 |
6,939.3 |
| S1 |
6,913.3 |
6,932.5 |
|