| Trading Metrics calculated at close of trading on 05-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2011 |
05-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,249.75 |
2,246.75 |
-3.00 |
-0.1% |
2,227.25 |
| High |
2,262.50 |
2,271.75 |
9.25 |
0.4% |
2,237.00 |
| Low |
2,236.50 |
2,229.50 |
-7.00 |
-0.3% |
2,207.25 |
| Close |
2,245.50 |
2,269.75 |
24.25 |
1.1% |
2,216.00 |
| Range |
26.00 |
42.25 |
16.25 |
62.5% |
29.75 |
| ATR |
24.54 |
25.81 |
1.26 |
5.2% |
0.00 |
| Volume |
216,365 |
213,120 |
-3,245 |
-1.5% |
418,820 |
|
| Daily Pivots for day following 05-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,383.75 |
2,369.00 |
2,293.00 |
|
| R3 |
2,341.50 |
2,326.75 |
2,281.25 |
|
| R2 |
2,299.25 |
2,299.25 |
2,277.50 |
|
| R1 |
2,284.50 |
2,284.50 |
2,273.50 |
2,292.00 |
| PP |
2,257.00 |
2,257.00 |
2,257.00 |
2,260.75 |
| S1 |
2,242.25 |
2,242.25 |
2,266.00 |
2,249.50 |
| S2 |
2,214.75 |
2,214.75 |
2,262.00 |
|
| S3 |
2,172.50 |
2,200.00 |
2,258.25 |
|
| S4 |
2,130.25 |
2,157.75 |
2,246.50 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,309.25 |
2,292.50 |
2,232.25 |
|
| R3 |
2,279.50 |
2,262.75 |
2,224.25 |
|
| R2 |
2,249.75 |
2,249.75 |
2,221.50 |
|
| R1 |
2,233.00 |
2,233.00 |
2,218.75 |
2,226.50 |
| PP |
2,220.00 |
2,220.00 |
2,220.00 |
2,217.00 |
| S1 |
2,203.25 |
2,203.25 |
2,213.25 |
2,196.75 |
| S2 |
2,190.25 |
2,190.25 |
2,210.50 |
|
| S3 |
2,160.50 |
2,173.50 |
2,207.75 |
|
| S4 |
2,130.75 |
2,143.75 |
2,199.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,271.75 |
2,207.50 |
64.25 |
2.8% |
30.00 |
1.3% |
97% |
True |
False |
178,453 |
| 10 |
2,271.75 |
2,207.25 |
64.50 |
2.8% |
22.75 |
1.0% |
97% |
True |
False |
130,273 |
| 20 |
2,271.75 |
2,178.50 |
93.25 |
4.1% |
21.75 |
1.0% |
98% |
True |
False |
158,937 |
| 40 |
2,271.75 |
2,082.25 |
189.50 |
8.3% |
28.50 |
1.3% |
99% |
True |
False |
79,795 |
| 60 |
2,271.75 |
2,001.75 |
270.00 |
11.9% |
28.25 |
1.2% |
99% |
True |
False |
53,272 |
| 80 |
2,271.75 |
1,908.75 |
363.00 |
16.0% |
28.50 |
1.3% |
99% |
True |
False |
39,989 |
| 100 |
2,271.75 |
1,744.25 |
527.50 |
23.2% |
25.00 |
1.1% |
100% |
True |
False |
31,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,451.25 |
|
2.618 |
2,382.25 |
|
1.618 |
2,340.00 |
|
1.000 |
2,314.00 |
|
0.618 |
2,297.75 |
|
HIGH |
2,271.75 |
|
0.618 |
2,255.50 |
|
0.500 |
2,250.50 |
|
0.382 |
2,245.75 |
|
LOW |
2,229.50 |
|
0.618 |
2,203.50 |
|
1.000 |
2,187.25 |
|
1.618 |
2,161.25 |
|
2.618 |
2,119.00 |
|
4.250 |
2,050.00 |
|
|
| Fisher Pivots for day following 05-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,263.50 |
2,261.75 |
| PP |
2,257.00 |
2,253.50 |
| S1 |
2,250.50 |
2,245.50 |
|