| Trading Metrics calculated at close of trading on 05-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2011 |
05-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1,418.4 |
1,383.3 |
-35.1 |
-2.5% |
1,379.2 |
| High |
1,419.7 |
1,386.7 |
-33.0 |
-2.3% |
1,424.1 |
| Low |
1,377.3 |
1,365.8 |
-11.5 |
-0.8% |
1,375.0 |
| Close |
1,380.9 |
1,375.6 |
-5.3 |
-0.4% |
1,423.6 |
| Range |
42.4 |
20.9 |
-21.5 |
-50.7% |
49.1 |
| ATR |
19.8 |
19.9 |
0.1 |
0.4% |
0.0 |
| Volume |
2,910 |
13,712 |
10,802 |
371.2% |
20,403 |
|
| Daily Pivots for day following 05-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,438.7 |
1,428.1 |
1,387.1 |
|
| R3 |
1,417.8 |
1,407.2 |
1,381.3 |
|
| R2 |
1,396.9 |
1,396.9 |
1,379.4 |
|
| R1 |
1,386.3 |
1,386.3 |
1,377.5 |
1,381.2 |
| PP |
1,376.0 |
1,376.0 |
1,376.0 |
1,373.5 |
| S1 |
1,365.4 |
1,365.4 |
1,373.7 |
1,360.3 |
| S2 |
1,355.1 |
1,355.1 |
1,371.8 |
|
| S3 |
1,334.2 |
1,344.5 |
1,369.9 |
|
| S4 |
1,313.3 |
1,323.6 |
1,364.1 |
|
|
| 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 |
1,365.8 |
60.5 |
4.4% |
20.2 |
1.5% |
16% |
False |
True |
6,421 |
| 10 |
1,426.3 |
1,365.8 |
60.5 |
4.4% |
17.5 |
1.3% |
16% |
False |
True |
4,606 |
| 20 |
1,426.3 |
1,364.7 |
61.6 |
4.5% |
17.7 |
1.3% |
18% |
False |
False |
4,650 |
| 40 |
1,434.1 |
1,333.7 |
100.4 |
7.3% |
20.6 |
1.5% |
42% |
False |
False |
4,498 |
| 60 |
1,434.1 |
1,319.3 |
114.8 |
8.3% |
20.9 |
1.5% |
49% |
False |
False |
3,711 |
| 80 |
1,434.1 |
1,253.8 |
180.3 |
13.1% |
18.6 |
1.4% |
68% |
False |
False |
2,944 |
| 100 |
1,434.1 |
1,218.1 |
216.0 |
15.7% |
15.8 |
1.1% |
73% |
False |
False |
2,412 |
| 120 |
1,434.1 |
1,163.2 |
270.9 |
19.7% |
14.1 |
1.0% |
78% |
False |
False |
2,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,475.5 |
|
2.618 |
1,441.4 |
|
1.618 |
1,420.5 |
|
1.000 |
1,407.6 |
|
0.618 |
1,399.6 |
|
HIGH |
1,386.7 |
|
0.618 |
1,378.7 |
|
0.500 |
1,376.3 |
|
0.382 |
1,373.8 |
|
LOW |
1,365.8 |
|
0.618 |
1,352.9 |
|
1.000 |
1,344.9 |
|
1.618 |
1,332.0 |
|
2.618 |
1,311.1 |
|
4.250 |
1,277.0 |
|
|
| Fisher Pivots for day following 05-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,376.3 |
1,396.1 |
| PP |
1,376.0 |
1,389.2 |
| S1 |
1,375.8 |
1,382.4 |
|