| 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 |
1,378.0 |
1,383.5 |
5.5 |
0.4% |
1,422.6 |
| High |
1,388.5 |
1,390.4 |
1.9 |
0.1% |
1,426.3 |
| Low |
1,374.4 |
1,378.5 |
4.1 |
0.3% |
1,354.5 |
| Close |
1,386.3 |
1,387.7 |
1.4 |
0.1% |
1,370.8 |
| Range |
14.1 |
11.9 |
-2.2 |
-15.6% |
71.8 |
| ATR |
19.0 |
18.5 |
-0.5 |
-2.7% |
0.0 |
| Volume |
22,483 |
23,395 |
912 |
4.1% |
61,190 |
|
| Daily Pivots for day following 12-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,421.2 |
1,416.4 |
1,394.2 |
|
| R3 |
1,409.3 |
1,404.5 |
1,391.0 |
|
| R2 |
1,397.4 |
1,397.4 |
1,389.9 |
|
| R1 |
1,392.6 |
1,392.6 |
1,388.8 |
1,395.0 |
| PP |
1,385.5 |
1,385.5 |
1,385.5 |
1,386.8 |
| S1 |
1,380.7 |
1,380.7 |
1,386.6 |
1,383.1 |
| S2 |
1,373.6 |
1,373.6 |
1,385.5 |
|
| S3 |
1,361.7 |
1,368.8 |
1,384.4 |
|
| S4 |
1,349.8 |
1,356.9 |
1,381.2 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,599.3 |
1,556.8 |
1,410.3 |
|
| R3 |
1,527.5 |
1,485.0 |
1,390.5 |
|
| R2 |
1,455.7 |
1,455.7 |
1,384.0 |
|
| R1 |
1,413.2 |
1,413.2 |
1,377.4 |
1,398.6 |
| PP |
1,383.9 |
1,383.9 |
1,383.9 |
1,376.5 |
| S1 |
1,341.4 |
1,341.4 |
1,364.2 |
1,326.8 |
| S2 |
1,312.1 |
1,312.1 |
1,357.6 |
|
| S3 |
1,240.3 |
1,269.6 |
1,351.1 |
|
| S4 |
1,168.5 |
1,197.8 |
1,331.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,390.4 |
1,354.5 |
35.9 |
2.6% |
15.6 |
1.1% |
92% |
True |
False |
22,555 |
| 10 |
1,426.3 |
1,354.5 |
71.8 |
5.2% |
17.9 |
1.3% |
46% |
False |
False |
14,488 |
| 20 |
1,426.3 |
1,354.5 |
71.8 |
5.2% |
16.7 |
1.2% |
46% |
False |
False |
9,329 |
| 40 |
1,434.1 |
1,333.7 |
100.4 |
7.2% |
18.8 |
1.4% |
54% |
False |
False |
6,918 |
| 60 |
1,434.1 |
1,319.3 |
114.8 |
8.3% |
20.7 |
1.5% |
60% |
False |
False |
5,395 |
| 80 |
1,434.1 |
1,277.4 |
156.7 |
11.3% |
19.0 |
1.4% |
70% |
False |
False |
4,308 |
| 100 |
1,434.1 |
1,218.1 |
216.0 |
15.6% |
16.5 |
1.2% |
79% |
False |
False |
3,536 |
| 120 |
1,434.1 |
1,163.2 |
270.9 |
19.5% |
14.6 |
1.1% |
83% |
False |
False |
3,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,441.0 |
|
2.618 |
1,421.6 |
|
1.618 |
1,409.7 |
|
1.000 |
1,402.3 |
|
0.618 |
1,397.8 |
|
HIGH |
1,390.4 |
|
0.618 |
1,385.9 |
|
0.500 |
1,384.5 |
|
0.382 |
1,383.0 |
|
LOW |
1,378.5 |
|
0.618 |
1,371.1 |
|
1.000 |
1,366.6 |
|
1.618 |
1,359.2 |
|
2.618 |
1,347.3 |
|
4.250 |
1,327.9 |
|
|
| Fisher Pivots for day following 12-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,386.6 |
1,384.7 |
| PP |
1,385.5 |
1,381.7 |
| S1 |
1,384.5 |
1,378.7 |
|