| Trading Metrics calculated at close of trading on 13-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2011 |
13-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
6,952.5 |
7,094.5 |
142.0 |
2.0% |
7,001.5 |
| High |
7,097.0 |
7,098.0 |
1.0 |
0.0% |
7,059.0 |
| Low |
6,952.0 |
7,045.5 |
93.5 |
1.3% |
6,852.5 |
| Close |
7,077.5 |
7,076.0 |
-1.5 |
0.0% |
6,961.5 |
| Range |
145.0 |
52.5 |
-92.5 |
-63.8% |
206.5 |
| ATR |
93.3 |
90.4 |
-2.9 |
-3.1% |
0.0 |
| Volume |
142,601 |
122,246 |
-20,355 |
-14.3% |
664,992 |
|
| Daily Pivots for day following 13-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,230.7 |
7,205.8 |
7,104.9 |
|
| R3 |
7,178.2 |
7,153.3 |
7,090.4 |
|
| R2 |
7,125.7 |
7,125.7 |
7,085.6 |
|
| R1 |
7,100.8 |
7,100.8 |
7,080.8 |
7,087.0 |
| PP |
7,073.2 |
7,073.2 |
7,073.2 |
7,066.3 |
| S1 |
7,048.3 |
7,048.3 |
7,071.2 |
7,034.5 |
| S2 |
7,020.7 |
7,020.7 |
7,066.4 |
|
| S3 |
6,968.2 |
6,995.8 |
7,061.6 |
|
| S4 |
6,915.7 |
6,943.3 |
7,047.1 |
|
|
| 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 |
7,098.0 |
6,842.5 |
255.5 |
3.6% |
97.6 |
1.4% |
91% |
True |
False |
139,444 |
| 10 |
7,098.0 |
6,842.5 |
255.5 |
3.6% |
97.3 |
1.4% |
91% |
True |
False |
124,872 |
| 20 |
7,105.5 |
6,842.5 |
263.0 |
3.7% |
81.1 |
1.1% |
89% |
False |
False |
94,842 |
| 40 |
7,105.5 |
6,679.0 |
426.5 |
6.0% |
83.7 |
1.2% |
93% |
False |
False |
55,470 |
| 60 |
7,105.5 |
6,532.5 |
573.0 |
8.1% |
81.0 |
1.1% |
95% |
False |
False |
37,217 |
| 80 |
7,105.5 |
6,137.5 |
968.0 |
13.7% |
83.7 |
1.2% |
97% |
False |
False |
28,152 |
| 100 |
7,105.5 |
5,863.5 |
1,242.0 |
17.6% |
82.0 |
1.2% |
98% |
False |
False |
22,898 |
| 120 |
7,105.5 |
5,863.5 |
1,242.0 |
17.6% |
80.8 |
1.1% |
98% |
False |
False |
19,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,321.1 |
|
2.618 |
7,235.4 |
|
1.618 |
7,182.9 |
|
1.000 |
7,150.5 |
|
0.618 |
7,130.4 |
|
HIGH |
7,098.0 |
|
0.618 |
7,077.9 |
|
0.500 |
7,071.8 |
|
0.382 |
7,065.6 |
|
LOW |
7,045.5 |
|
0.618 |
7,013.1 |
|
1.000 |
6,993.0 |
|
1.618 |
6,960.6 |
|
2.618 |
6,908.1 |
|
4.250 |
6,822.4 |
|
|
| Fisher Pivots for day following 13-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
7,074.6 |
7,044.8 |
| PP |
7,073.2 |
7,013.7 |
| S1 |
7,071.8 |
6,982.5 |
|