| 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 |
2,282.00 |
2,286.00 |
4.00 |
0.2% |
2,220.00 |
| High |
2,295.25 |
2,306.75 |
11.50 |
0.5% |
2,282.25 |
| Low |
2,278.00 |
2,284.00 |
6.00 |
0.3% |
2,219.25 |
| Close |
2,285.50 |
2,304.50 |
19.00 |
0.8% |
2,273.00 |
| Range |
17.25 |
22.75 |
5.50 |
31.9% |
63.00 |
| ATR |
24.69 |
24.55 |
-0.14 |
-0.6% |
0.00 |
| Volume |
208,383 |
176,801 |
-31,582 |
-15.2% |
1,162,935 |
|
| Daily Pivots for day following 12-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,366.75 |
2,358.25 |
2,317.00 |
|
| R3 |
2,344.00 |
2,335.50 |
2,310.75 |
|
| R2 |
2,321.25 |
2,321.25 |
2,308.75 |
|
| R1 |
2,312.75 |
2,312.75 |
2,306.50 |
2,317.00 |
| PP |
2,298.50 |
2,298.50 |
2,298.50 |
2,300.50 |
| S1 |
2,290.00 |
2,290.00 |
2,302.50 |
2,294.25 |
| S2 |
2,275.75 |
2,275.75 |
2,300.25 |
|
| S3 |
2,253.00 |
2,267.25 |
2,298.25 |
|
| S4 |
2,230.25 |
2,244.50 |
2,292.00 |
|
|
| 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 |
2,306.75 |
2,252.25 |
54.50 |
2.4% |
21.75 |
0.9% |
96% |
True |
False |
207,975 |
| 10 |
2,306.75 |
2,207.50 |
99.25 |
4.3% |
25.75 |
1.1% |
98% |
True |
False |
193,214 |
| 20 |
2,306.75 |
2,196.00 |
110.75 |
4.8% |
22.25 |
1.0% |
98% |
True |
False |
167,044 |
| 40 |
2,306.75 |
2,082.25 |
224.50 |
9.7% |
27.00 |
1.2% |
99% |
True |
False |
105,766 |
| 60 |
2,306.75 |
2,049.75 |
257.00 |
11.2% |
27.50 |
1.2% |
99% |
True |
False |
70,593 |
| 80 |
2,306.75 |
1,958.50 |
348.25 |
15.1% |
28.50 |
1.2% |
99% |
True |
False |
52,985 |
| 100 |
2,306.75 |
1,744.25 |
562.50 |
24.4% |
25.50 |
1.1% |
100% |
True |
False |
42,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,403.50 |
|
2.618 |
2,366.25 |
|
1.618 |
2,343.50 |
|
1.000 |
2,329.50 |
|
0.618 |
2,320.75 |
|
HIGH |
2,306.75 |
|
0.618 |
2,298.00 |
|
0.500 |
2,295.50 |
|
0.382 |
2,292.75 |
|
LOW |
2,284.00 |
|
0.618 |
2,270.00 |
|
1.000 |
2,261.25 |
|
1.618 |
2,247.25 |
|
2.618 |
2,224.50 |
|
4.250 |
2,187.25 |
|
|
| Fisher Pivots for day following 12-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,301.50 |
2,297.50 |
| PP |
2,298.50 |
2,290.75 |
| S1 |
2,295.50 |
2,283.75 |
|