| 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 |
1,409.7 |
1,422.6 |
12.9 |
0.9% |
1,379.2 |
| High |
1,424.1 |
1,426.3 |
2.2 |
0.2% |
1,424.1 |
| Low |
1,409.2 |
1,415.5 |
6.3 |
0.4% |
1,375.0 |
| Close |
1,423.6 |
1,425.1 |
1.5 |
0.1% |
1,423.6 |
| Range |
14.9 |
10.8 |
-4.1 |
-27.5% |
49.1 |
| ATR |
18.2 |
17.7 |
-0.5 |
-2.9% |
0.0 |
| Volume |
6,076 |
6,132 |
56 |
0.9% |
20,403 |
|
| Daily Pivots for day following 03-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,454.7 |
1,450.7 |
1,431.0 |
|
| R3 |
1,443.9 |
1,439.9 |
1,428.1 |
|
| R2 |
1,433.1 |
1,433.1 |
1,427.1 |
|
| R1 |
1,429.1 |
1,429.1 |
1,426.1 |
1,431.1 |
| PP |
1,422.3 |
1,422.3 |
1,422.3 |
1,423.3 |
| S1 |
1,418.3 |
1,418.3 |
1,424.1 |
1,420.3 |
| S2 |
1,411.5 |
1,411.5 |
1,423.1 |
|
| S3 |
1,400.7 |
1,407.5 |
1,422.1 |
|
| S4 |
1,389.9 |
1,396.7 |
1,419.2 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,554.9 |
1,538.3 |
1,450.6 |
|
| R3 |
1,505.8 |
1,489.2 |
1,437.1 |
|
| R2 |
1,456.7 |
1,456.7 |
1,432.6 |
|
| R1 |
1,440.1 |
1,440.1 |
1,428.1 |
1,448.4 |
| PP |
1,407.6 |
1,407.6 |
1,407.6 |
1,411.7 |
| S1 |
1,391.0 |
1,391.0 |
1,419.1 |
1,399.3 |
| S2 |
1,358.5 |
1,358.5 |
1,414.6 |
|
| S3 |
1,309.4 |
1,341.9 |
1,410.1 |
|
| S4 |
1,260.3 |
1,292.8 |
1,396.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,426.3 |
1,385.8 |
40.5 |
2.8% |
14.9 |
1.0% |
97% |
True |
False |
4,984 |
| 10 |
1,426.3 |
1,374.8 |
51.5 |
3.6% |
13.5 |
0.9% |
98% |
True |
False |
3,417 |
| 20 |
1,434.1 |
1,364.7 |
69.4 |
4.9% |
17.2 |
1.2% |
87% |
False |
False |
4,194 |
| 40 |
1,434.1 |
1,333.7 |
100.4 |
7.0% |
20.2 |
1.4% |
91% |
False |
False |
4,201 |
| 60 |
1,434.1 |
1,319.3 |
114.8 |
8.1% |
20.3 |
1.4% |
92% |
False |
False |
3,491 |
| 80 |
1,434.1 |
1,246.8 |
187.3 |
13.1% |
17.9 |
1.3% |
95% |
False |
False |
2,744 |
| 100 |
1,434.1 |
1,202.0 |
232.1 |
16.3% |
15.4 |
1.1% |
96% |
False |
False |
2,253 |
| 120 |
1,434.1 |
1,163.2 |
270.9 |
19.0% |
13.8 |
1.0% |
97% |
False |
False |
1,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,472.2 |
|
2.618 |
1,454.6 |
|
1.618 |
1,443.8 |
|
1.000 |
1,437.1 |
|
0.618 |
1,433.0 |
|
HIGH |
1,426.3 |
|
0.618 |
1,422.2 |
|
0.500 |
1,420.9 |
|
0.382 |
1,419.6 |
|
LOW |
1,415.5 |
|
0.618 |
1,408.8 |
|
1.000 |
1,404.7 |
|
1.618 |
1,398.0 |
|
2.618 |
1,387.2 |
|
4.250 |
1,369.6 |
|
|
| Fisher Pivots for day following 03-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,423.7 |
1,422.1 |
| PP |
1,422.3 |
1,419.0 |
| S1 |
1,420.9 |
1,416.0 |
|