| Trading Metrics calculated at close of trading on 03-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2010 |
03-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
11,518 |
11,547 |
29 |
0.3% |
11,499 |
| High |
11,558 |
11,651 |
93 |
0.8% |
11,564 |
| Low |
11,467 |
11,543 |
76 |
0.7% |
11,453 |
| Close |
11,513 |
11,585 |
72 |
0.6% |
11,513 |
| Range |
91 |
108 |
17 |
18.7% |
111 |
| ATR |
94 |
97 |
3 |
3.3% |
0 |
| Volume |
30,888 |
74,573 |
43,685 |
141.4% |
166,008 |
|
| Daily Pivots for day following 03-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,917 |
11,859 |
11,645 |
|
| R3 |
11,809 |
11,751 |
11,615 |
|
| R2 |
11,701 |
11,701 |
11,605 |
|
| R1 |
11,643 |
11,643 |
11,595 |
11,672 |
| PP |
11,593 |
11,593 |
11,593 |
11,608 |
| S1 |
11,535 |
11,535 |
11,575 |
11,564 |
| S2 |
11,485 |
11,485 |
11,565 |
|
| S3 |
11,377 |
11,427 |
11,555 |
|
| S4 |
11,269 |
11,319 |
11,526 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,843 |
11,789 |
11,574 |
|
| R3 |
11,732 |
11,678 |
11,544 |
|
| R2 |
11,621 |
11,621 |
11,533 |
|
| R1 |
11,567 |
11,567 |
11,523 |
11,594 |
| PP |
11,510 |
11,510 |
11,510 |
11,524 |
| S1 |
11,456 |
11,456 |
11,503 |
11,483 |
| S2 |
11,399 |
11,399 |
11,493 |
|
| S3 |
11,288 |
11,345 |
11,483 |
|
| S4 |
11,177 |
11,234 |
11,452 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,651 |
11,467 |
184 |
1.6% |
77 |
0.7% |
64% |
True |
False |
41,377 |
| 10 |
11,651 |
11,378 |
273 |
2.4% |
71 |
0.6% |
76% |
True |
False |
44,162 |
| 20 |
11,651 |
11,216 |
435 |
3.8% |
82 |
0.7% |
85% |
True |
False |
52,673 |
| 40 |
11,651 |
10,855 |
796 |
6.9% |
111 |
1.0% |
92% |
True |
False |
26,383 |
| 60 |
11,651 |
10,754 |
897 |
7.7% |
119 |
1.0% |
93% |
True |
False |
17,609 |
| 80 |
11,651 |
10,273 |
1,378 |
11.9% |
118 |
1.0% |
95% |
True |
False |
13,219 |
| 100 |
11,651 |
9,790 |
1,861 |
16.1% |
104 |
0.9% |
96% |
True |
False |
10,576 |
| 120 |
11,651 |
9,790 |
1,861 |
16.1% |
89 |
0.8% |
96% |
True |
False |
8,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,110 |
|
2.618 |
11,934 |
|
1.618 |
11,826 |
|
1.000 |
11,759 |
|
0.618 |
11,718 |
|
HIGH |
11,651 |
|
0.618 |
11,610 |
|
0.500 |
11,597 |
|
0.382 |
11,584 |
|
LOW |
11,543 |
|
0.618 |
11,476 |
|
1.000 |
11,435 |
|
1.618 |
11,368 |
|
2.618 |
11,260 |
|
4.250 |
11,084 |
|
|
| Fisher Pivots for day following 03-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,597 |
11,576 |
| PP |
11,593 |
11,568 |
| S1 |
11,589 |
11,559 |
|