| 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 |
1,410.3 |
1,423.3 |
13.0 |
0.9% |
1,381.4 |
| High |
1,426.3 |
1,428.5 |
2.2 |
0.2% |
1,426.3 |
| Low |
1,410.3 |
1,417.6 |
7.3 |
0.5% |
1,378.1 |
| Close |
1,425.7 |
1,427.2 |
1.5 |
0.1% |
1,425.7 |
| Range |
16.0 |
10.9 |
-5.1 |
-31.9% |
48.2 |
| ATR |
17.7 |
17.2 |
-0.5 |
-2.7% |
0.0 |
| Volume |
1,065 |
1,096 |
31 |
2.9% |
5,520 |
|
| Daily Pivots for day following 03-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,457.1 |
1,453.1 |
1,433.2 |
|
| R3 |
1,446.2 |
1,442.2 |
1,430.2 |
|
| R2 |
1,435.3 |
1,435.3 |
1,429.2 |
|
| R1 |
1,431.3 |
1,431.3 |
1,428.2 |
1,433.3 |
| PP |
1,424.4 |
1,424.4 |
1,424.4 |
1,425.5 |
| S1 |
1,420.4 |
1,420.4 |
1,426.2 |
1,422.4 |
| S2 |
1,413.5 |
1,413.5 |
1,425.2 |
|
| S3 |
1,402.6 |
1,409.5 |
1,424.2 |
|
| S4 |
1,391.7 |
1,398.6 |
1,421.2 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,554.6 |
1,538.4 |
1,452.2 |
|
| R3 |
1,506.4 |
1,490.2 |
1,439.0 |
|
| R2 |
1,458.2 |
1,458.2 |
1,434.5 |
|
| R1 |
1,442.0 |
1,442.0 |
1,430.1 |
1,450.1 |
| PP |
1,410.0 |
1,410.0 |
1,410.0 |
1,414.1 |
| S1 |
1,393.8 |
1,393.8 |
1,421.3 |
1,401.9 |
| S2 |
1,361.8 |
1,361.8 |
1,416.9 |
|
| S3 |
1,313.6 |
1,345.6 |
1,412.4 |
|
| S4 |
1,265.4 |
1,297.4 |
1,399.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,428.5 |
1,390.8 |
37.7 |
2.6% |
14.3 |
1.0% |
97% |
True |
False |
1,070 |
| 10 |
1,428.5 |
1,377.0 |
51.5 |
3.6% |
12.5 |
0.9% |
97% |
True |
False |
1,289 |
| 20 |
1,436.7 |
1,366.7 |
70.0 |
4.9% |
16.7 |
1.2% |
86% |
False |
False |
1,891 |
| 40 |
1,436.7 |
1,334.9 |
101.8 |
7.1% |
19.7 |
1.4% |
91% |
False |
False |
2,548 |
| 60 |
1,436.7 |
1,323.0 |
113.7 |
8.0% |
19.9 |
1.4% |
92% |
False |
False |
2,328 |
| 80 |
1,436.7 |
1,251.2 |
185.5 |
13.0% |
17.5 |
1.2% |
95% |
False |
False |
1,898 |
| 100 |
1,436.7 |
1,216.2 |
220.5 |
15.4% |
14.5 |
1.0% |
96% |
False |
False |
1,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,474.8 |
|
2.618 |
1,457.0 |
|
1.618 |
1,446.1 |
|
1.000 |
1,439.4 |
|
0.618 |
1,435.2 |
|
HIGH |
1,428.5 |
|
0.618 |
1,424.3 |
|
0.500 |
1,423.1 |
|
0.382 |
1,421.8 |
|
LOW |
1,417.6 |
|
0.618 |
1,410.9 |
|
1.000 |
1,406.7 |
|
1.618 |
1,400.0 |
|
2.618 |
1,389.1 |
|
4.250 |
1,371.3 |
|
|
| Fisher Pivots for day following 03-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1,425.8 |
1,424.2 |
| PP |
1,424.4 |
1,421.2 |
| S1 |
1,423.1 |
1,418.3 |
|