| 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 |
2,764.0 |
2,752.0 |
-12.0 |
-0.4% |
2,775.0 |
| High |
2,790.0 |
2,768.0 |
-22.0 |
-0.8% |
2,775.0 |
| Low |
2,749.0 |
2,710.0 |
-39.0 |
-1.4% |
2,711.0 |
| Close |
2,762.0 |
2,751.0 |
-11.0 |
-0.4% |
2,719.0 |
| Range |
41.0 |
58.0 |
17.0 |
41.5% |
64.0 |
| ATR |
39.6 |
41.0 |
1.3 |
3.3% |
0.0 |
| Volume |
242 |
5,015 |
4,773 |
1,972.3% |
1,303 |
|
| Daily Pivots for day following 05-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,917.0 |
2,892.0 |
2,782.9 |
|
| R3 |
2,859.0 |
2,834.0 |
2,767.0 |
|
| R2 |
2,801.0 |
2,801.0 |
2,761.6 |
|
| R1 |
2,776.0 |
2,776.0 |
2,756.3 |
2,759.5 |
| PP |
2,743.0 |
2,743.0 |
2,743.0 |
2,734.8 |
| S1 |
2,718.0 |
2,718.0 |
2,745.7 |
2,701.5 |
| S2 |
2,685.0 |
2,685.0 |
2,740.4 |
|
| S3 |
2,627.0 |
2,660.0 |
2,735.1 |
|
| S4 |
2,569.0 |
2,602.0 |
2,719.1 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,927.0 |
2,887.0 |
2,754.2 |
|
| R3 |
2,863.0 |
2,823.0 |
2,736.6 |
|
| R2 |
2,799.0 |
2,799.0 |
2,730.7 |
|
| R1 |
2,759.0 |
2,759.0 |
2,724.9 |
2,747.0 |
| PP |
2,735.0 |
2,735.0 |
2,735.0 |
2,729.0 |
| S1 |
2,695.0 |
2,695.0 |
2,713.1 |
2,683.0 |
| S2 |
2,671.0 |
2,671.0 |
2,707.3 |
|
| S3 |
2,607.0 |
2,631.0 |
2,701.4 |
|
| S4 |
2,543.0 |
2,567.0 |
2,683.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,790.0 |
2,710.0 |
80.0 |
2.9% |
42.4 |
1.5% |
51% |
False |
True |
1,299 |
| 10 |
2,809.0 |
2,710.0 |
99.0 |
3.6% |
33.3 |
1.2% |
41% |
False |
True |
1,468 |
| 20 |
2,809.0 |
2,701.0 |
108.0 |
3.9% |
33.1 |
1.2% |
46% |
False |
False |
5,974 |
| 40 |
2,821.0 |
2,561.0 |
260.0 |
9.5% |
39.3 |
1.4% |
73% |
False |
False |
3,552 |
| 60 |
2,821.0 |
2,561.0 |
260.0 |
9.5% |
34.6 |
1.3% |
73% |
False |
False |
2,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,014.5 |
|
2.618 |
2,919.8 |
|
1.618 |
2,861.8 |
|
1.000 |
2,826.0 |
|
0.618 |
2,803.8 |
|
HIGH |
2,768.0 |
|
0.618 |
2,745.8 |
|
0.500 |
2,739.0 |
|
0.382 |
2,732.2 |
|
LOW |
2,710.0 |
|
0.618 |
2,674.2 |
|
1.000 |
2,652.0 |
|
1.618 |
2,616.2 |
|
2.618 |
2,558.2 |
|
4.250 |
2,463.5 |
|
|
| Fisher Pivots for day following 05-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,747.0 |
2,750.7 |
| PP |
2,743.0 |
2,750.3 |
| S1 |
2,739.0 |
2,750.0 |
|