| Trading Metrics calculated at close of trading on 12-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2011 |
12-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
6,890.5 |
6,952.5 |
62.0 |
0.9% |
7,001.5 |
| High |
6,959.5 |
7,097.0 |
137.5 |
2.0% |
7,059.0 |
| Low |
6,867.0 |
6,952.0 |
85.0 |
1.2% |
6,852.5 |
| Close |
6,953.0 |
7,077.5 |
124.5 |
1.8% |
6,961.5 |
| Range |
92.5 |
145.0 |
52.5 |
56.8% |
206.5 |
| ATR |
89.4 |
93.3 |
4.0 |
4.4% |
0.0 |
| Volume |
131,373 |
142,601 |
11,228 |
8.5% |
664,992 |
|
| Daily Pivots for day following 12-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,477.2 |
7,422.3 |
7,157.3 |
|
| R3 |
7,332.2 |
7,277.3 |
7,117.4 |
|
| R2 |
7,187.2 |
7,187.2 |
7,104.1 |
|
| R1 |
7,132.3 |
7,132.3 |
7,090.8 |
7,159.8 |
| PP |
7,042.2 |
7,042.2 |
7,042.2 |
7,055.9 |
| S1 |
6,987.3 |
6,987.3 |
7,064.2 |
7,014.8 |
| S2 |
6,897.2 |
6,897.2 |
7,050.9 |
|
| S3 |
6,752.2 |
6,842.3 |
7,037.6 |
|
| S4 |
6,607.2 |
6,697.3 |
6,997.8 |
|
|
| 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 |
7,097.0 |
6,842.5 |
254.5 |
3.6% |
107.7 |
1.5% |
92% |
True |
False |
142,548 |
| 10 |
7,097.0 |
6,842.5 |
254.5 |
3.6% |
103.4 |
1.5% |
92% |
True |
False |
117,195 |
| 20 |
7,105.5 |
6,842.5 |
263.0 |
3.7% |
81.8 |
1.2% |
89% |
False |
False |
94,999 |
| 40 |
7,105.5 |
6,679.0 |
426.5 |
6.0% |
83.4 |
1.2% |
93% |
False |
False |
52,476 |
| 60 |
7,105.5 |
6,490.0 |
615.5 |
8.7% |
81.3 |
1.1% |
95% |
False |
False |
35,187 |
| 80 |
7,105.5 |
6,137.5 |
968.0 |
13.7% |
84.3 |
1.2% |
97% |
False |
False |
26,627 |
| 100 |
7,105.5 |
5,863.5 |
1,242.0 |
17.5% |
82.3 |
1.2% |
98% |
False |
False |
21,676 |
| 120 |
7,105.5 |
5,863.5 |
1,242.0 |
17.5% |
80.9 |
1.1% |
98% |
False |
False |
18,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,713.3 |
|
2.618 |
7,476.6 |
|
1.618 |
7,331.6 |
|
1.000 |
7,242.0 |
|
0.618 |
7,186.6 |
|
HIGH |
7,097.0 |
|
0.618 |
7,041.6 |
|
0.500 |
7,024.5 |
|
0.382 |
7,007.4 |
|
LOW |
6,952.0 |
|
0.618 |
6,862.4 |
|
1.000 |
6,807.0 |
|
1.618 |
6,717.4 |
|
2.618 |
6,572.4 |
|
4.250 |
6,335.8 |
|
|
| Fisher Pivots for day following 12-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
7,059.8 |
7,041.6 |
| PP |
7,042.2 |
7,005.7 |
| S1 |
7,024.5 |
6,969.8 |
|