| 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 |
2,277.00 |
2,272.25 |
-4.75 |
-0.2% |
2,220.00 |
| High |
2,282.25 |
2,287.00 |
4.75 |
0.2% |
2,282.25 |
| Low |
2,252.25 |
2,260.75 |
8.50 |
0.4% |
2,219.25 |
| Close |
2,273.00 |
2,282.50 |
9.50 |
0.4% |
2,273.00 |
| Range |
30.00 |
26.25 |
-3.75 |
-12.5% |
63.00 |
| ATR |
25.19 |
25.27 |
0.08 |
0.3% |
0.00 |
| Volume |
279,363 |
197,994 |
-81,369 |
-29.1% |
1,162,935 |
|
| Daily Pivots for day following 10-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,355.50 |
2,345.25 |
2,297.00 |
|
| R3 |
2,329.25 |
2,319.00 |
2,289.75 |
|
| R2 |
2,303.00 |
2,303.00 |
2,287.25 |
|
| R1 |
2,292.75 |
2,292.75 |
2,285.00 |
2,298.00 |
| PP |
2,276.75 |
2,276.75 |
2,276.75 |
2,279.25 |
| S1 |
2,266.50 |
2,266.50 |
2,280.00 |
2,271.50 |
| S2 |
2,250.50 |
2,250.50 |
2,277.75 |
|
| S3 |
2,224.25 |
2,240.25 |
2,275.25 |
|
| S4 |
2,198.00 |
2,214.00 |
2,268.00 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,447.25 |
2,423.00 |
2,307.75 |
|
| R3 |
2,384.25 |
2,360.00 |
2,290.25 |
|
| R2 |
2,321.25 |
2,321.25 |
2,284.50 |
|
| R1 |
2,297.00 |
2,297.00 |
2,278.75 |
2,309.00 |
| PP |
2,258.25 |
2,258.25 |
2,258.25 |
2,264.25 |
| S1 |
2,234.00 |
2,234.00 |
2,267.25 |
2,246.00 |
| S2 |
2,195.25 |
2,195.25 |
2,261.50 |
|
| S3 |
2,132.25 |
2,171.00 |
2,255.75 |
|
| S4 |
2,069.25 |
2,108.00 |
2,238.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,287.00 |
2,229.50 |
57.50 |
2.5% |
27.25 |
1.2% |
92% |
True |
False |
216,835 |
| 10 |
2,287.00 |
2,207.50 |
79.50 |
3.5% |
24.50 |
1.1% |
94% |
True |
False |
169,184 |
| 20 |
2,287.00 |
2,196.00 |
91.00 |
4.0% |
22.00 |
1.0% |
95% |
True |
False |
173,461 |
| 40 |
2,287.00 |
2,082.25 |
204.75 |
9.0% |
27.75 |
1.2% |
98% |
True |
False |
96,150 |
| 60 |
2,287.00 |
2,049.75 |
237.25 |
10.4% |
27.75 |
1.2% |
98% |
True |
False |
64,178 |
| 80 |
2,287.00 |
1,944.00 |
343.00 |
15.0% |
28.75 |
1.3% |
99% |
True |
False |
48,172 |
| 100 |
2,287.00 |
1,744.25 |
542.75 |
23.8% |
25.25 |
1.1% |
99% |
True |
False |
38,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,398.50 |
|
2.618 |
2,355.75 |
|
1.618 |
2,329.50 |
|
1.000 |
2,313.25 |
|
0.618 |
2,303.25 |
|
HIGH |
2,287.00 |
|
0.618 |
2,277.00 |
|
0.500 |
2,274.00 |
|
0.382 |
2,270.75 |
|
LOW |
2,260.75 |
|
0.618 |
2,244.50 |
|
1.000 |
2,234.50 |
|
1.618 |
2,218.25 |
|
2.618 |
2,192.00 |
|
4.250 |
2,149.25 |
|
|
| Fisher Pivots for day following 10-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,279.50 |
2,278.25 |
| PP |
2,276.75 |
2,274.00 |
| S1 |
2,274.00 |
2,269.50 |
|