| 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 |
11,585 |
11,614 |
29 |
0.3% |
11,547 |
| High |
11,652 |
11,730 |
78 |
0.7% |
11,708 |
| Low |
11,575 |
11,605 |
30 |
0.3% |
11,543 |
| Close |
11,616 |
11,708 |
92 |
0.8% |
11,619 |
| Range |
77 |
125 |
48 |
62.3% |
165 |
| ATR |
99 |
101 |
2 |
1.9% |
0 |
| Volume |
100,051 |
87,477 |
-12,574 |
-12.6% |
478,373 |
|
| Daily Pivots for day following 12-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,056 |
12,007 |
11,777 |
|
| R3 |
11,931 |
11,882 |
11,743 |
|
| R2 |
11,806 |
11,806 |
11,731 |
|
| R1 |
11,757 |
11,757 |
11,720 |
11,782 |
| PP |
11,681 |
11,681 |
11,681 |
11,693 |
| S1 |
11,632 |
11,632 |
11,697 |
11,657 |
| S2 |
11,556 |
11,556 |
11,685 |
|
| S3 |
11,431 |
11,507 |
11,674 |
|
| S4 |
11,306 |
11,382 |
11,639 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,118 |
12,034 |
11,710 |
|
| R3 |
11,953 |
11,869 |
11,665 |
|
| R2 |
11,788 |
11,788 |
11,649 |
|
| R1 |
11,704 |
11,704 |
11,634 |
11,746 |
| PP |
11,623 |
11,623 |
11,623 |
11,645 |
| S1 |
11,539 |
11,539 |
11,604 |
11,581 |
| S2 |
11,458 |
11,458 |
11,589 |
|
| S3 |
11,293 |
11,374 |
11,574 |
|
| S4 |
11,128 |
11,209 |
11,528 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,730 |
11,520 |
210 |
1.8% |
107 |
0.9% |
90% |
True |
False |
99,434 |
| 10 |
11,730 |
11,467 |
263 |
2.2% |
99 |
0.8% |
92% |
True |
False |
83,695 |
| 20 |
11,730 |
11,353 |
377 |
3.2% |
85 |
0.7% |
94% |
True |
False |
70,412 |
| 40 |
11,730 |
10,855 |
875 |
7.5% |
111 |
0.9% |
97% |
True |
False |
43,698 |
| 60 |
11,730 |
10,794 |
936 |
8.0% |
116 |
1.0% |
98% |
True |
False |
29,154 |
| 80 |
11,730 |
10,512 |
1,218 |
10.4% |
119 |
1.0% |
98% |
True |
False |
21,879 |
| 100 |
11,730 |
9,790 |
1,940 |
16.6% |
111 |
0.9% |
99% |
True |
False |
17,505 |
| 120 |
11,730 |
9,790 |
1,940 |
16.6% |
94 |
0.8% |
99% |
True |
False |
14,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,261 |
|
2.618 |
12,057 |
|
1.618 |
11,932 |
|
1.000 |
11,855 |
|
0.618 |
11,807 |
|
HIGH |
11,730 |
|
0.618 |
11,682 |
|
0.500 |
11,668 |
|
0.382 |
11,653 |
|
LOW |
11,605 |
|
0.618 |
11,528 |
|
1.000 |
11,480 |
|
1.618 |
11,403 |
|
2.618 |
11,278 |
|
4.250 |
11,074 |
|
|
| Fisher Pivots for day following 12-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,695 |
11,680 |
| PP |
11,681 |
11,653 |
| S1 |
11,668 |
11,625 |
|