| Trading Metrics calculated at close of trading on 04-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2011 |
04-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1,422.6 |
1,418.4 |
-4.2 |
-0.3% |
1,379.2 |
| High |
1,426.3 |
1,419.7 |
-6.6 |
-0.5% |
1,424.1 |
| Low |
1,415.5 |
1,377.3 |
-38.2 |
-2.7% |
1,375.0 |
| Close |
1,425.1 |
1,380.9 |
-44.2 |
-3.1% |
1,423.6 |
| Range |
10.8 |
42.4 |
31.6 |
292.6% |
49.1 |
| ATR |
17.7 |
19.8 |
2.2 |
12.2% |
0.0 |
| Volume |
6,132 |
2,910 |
-3,222 |
-52.5% |
20,403 |
|
| Daily Pivots for day following 04-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,519.8 |
1,492.8 |
1,404.2 |
|
| R3 |
1,477.4 |
1,450.4 |
1,392.6 |
|
| R2 |
1,435.0 |
1,435.0 |
1,388.7 |
|
| R1 |
1,408.0 |
1,408.0 |
1,384.8 |
1,400.3 |
| PP |
1,392.6 |
1,392.6 |
1,392.6 |
1,388.8 |
| S1 |
1,365.6 |
1,365.6 |
1,377.0 |
1,357.9 |
| S2 |
1,350.2 |
1,350.2 |
1,373.1 |
|
| S3 |
1,307.8 |
1,323.2 |
1,369.2 |
|
| S4 |
1,265.4 |
1,280.8 |
1,357.6 |
|
|
| 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 |
1,377.3 |
49.0 |
3.5% |
18.6 |
1.3% |
7% |
False |
True |
5,293 |
| 10 |
1,426.3 |
1,374.8 |
51.5 |
3.7% |
16.5 |
1.2% |
12% |
False |
False |
3,533 |
| 20 |
1,434.1 |
1,364.7 |
69.4 |
5.0% |
18.4 |
1.3% |
23% |
False |
False |
4,192 |
| 40 |
1,434.1 |
1,333.7 |
100.4 |
7.3% |
20.6 |
1.5% |
47% |
False |
False |
4,215 |
| 60 |
1,434.1 |
1,319.3 |
114.8 |
8.3% |
20.7 |
1.5% |
54% |
False |
False |
3,503 |
| 80 |
1,434.1 |
1,246.8 |
187.3 |
13.6% |
18.4 |
1.3% |
72% |
False |
False |
2,774 |
| 100 |
1,434.1 |
1,218.1 |
216.0 |
15.6% |
15.6 |
1.1% |
75% |
False |
False |
2,277 |
| 120 |
1,434.1 |
1,163.2 |
270.9 |
19.6% |
14.1 |
1.0% |
80% |
False |
False |
1,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,599.9 |
|
2.618 |
1,530.7 |
|
1.618 |
1,488.3 |
|
1.000 |
1,462.1 |
|
0.618 |
1,445.9 |
|
HIGH |
1,419.7 |
|
0.618 |
1,403.5 |
|
0.500 |
1,398.5 |
|
0.382 |
1,393.5 |
|
LOW |
1,377.3 |
|
0.618 |
1,351.1 |
|
1.000 |
1,334.9 |
|
1.618 |
1,308.7 |
|
2.618 |
1,266.3 |
|
4.250 |
1,197.1 |
|
|
| Fisher Pivots for day following 04-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,398.5 |
1,401.8 |
| PP |
1,392.6 |
1,394.8 |
| S1 |
1,386.8 |
1,387.9 |
|