| 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 |
11,569.33 |
11,577.43 |
8.10 |
0.1% |
11,572.81 |
| High |
11,597.41 |
11,711.47 |
114.06 |
1.0% |
11,625.00 |
| Low |
11,530.32 |
11,577.35 |
47.03 |
0.4% |
11,518.44 |
| Close |
11,577.51 |
11,670.75 |
93.24 |
0.8% |
11,577.51 |
| Range |
67.09 |
134.12 |
67.03 |
99.9% |
106.56 |
| ATR |
78.89 |
82.84 |
3.94 |
5.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,055.55 |
11,997.27 |
11,744.52 |
|
| R3 |
11,921.43 |
11,863.15 |
11,707.63 |
|
| R2 |
11,787.31 |
11,787.31 |
11,695.34 |
|
| R1 |
11,729.03 |
11,729.03 |
11,683.04 |
11,758.17 |
| PP |
11,653.19 |
11,653.19 |
11,653.19 |
11,667.76 |
| S1 |
11,594.91 |
11,594.91 |
11,658.46 |
11,624.05 |
| S2 |
11,519.07 |
11,519.07 |
11,646.16 |
|
| S3 |
11,384.95 |
11,460.79 |
11,633.87 |
|
| S4 |
11,250.83 |
11,326.67 |
11,596.98 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,893.33 |
11,841.98 |
11,636.12 |
|
| R3 |
11,786.77 |
11,735.42 |
11,606.81 |
|
| R2 |
11,680.21 |
11,680.21 |
11,597.05 |
|
| R1 |
11,628.86 |
11,628.86 |
11,587.28 |
11,654.54 |
| PP |
11,573.65 |
11,573.65 |
11,573.65 |
11,586.49 |
| S1 |
11,522.30 |
11,522.30 |
11,567.74 |
11,547.98 |
| S2 |
11,467.09 |
11,467.09 |
11,557.97 |
|
| S3 |
11,360.53 |
11,415.74 |
11,548.21 |
|
| S4 |
11,253.97 |
11,309.18 |
11,518.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,711.47 |
11,530.32 |
181.15 |
1.6% |
69.20 |
0.6% |
78% |
True |
False |
|
| 10 |
11,711.47 |
11,442.68 |
268.79 |
2.3% |
62.31 |
0.5% |
85% |
True |
False |
|
| 20 |
11,711.47 |
11,327.49 |
383.98 |
3.3% |
67.00 |
0.6% |
89% |
True |
False |
|
| 40 |
11,711.47 |
10,929.28 |
782.19 |
6.7% |
98.01 |
0.8% |
95% |
True |
False |
|
| 60 |
11,711.47 |
10,913.84 |
797.63 |
6.8% |
107.41 |
0.9% |
95% |
True |
False |
|
| 80 |
11,711.47 |
10,403.17 |
1,308.30 |
11.2% |
109.76 |
0.9% |
97% |
True |
False |
|
| 100 |
11,711.47 |
9,936.62 |
1,774.85 |
15.2% |
115.75 |
1.0% |
98% |
True |
False |
|
| 120 |
11,711.47 |
9,936.62 |
1,774.85 |
15.2% |
122.06 |
1.0% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,281.48 |
|
2.618 |
12,062.60 |
|
1.618 |
11,928.48 |
|
1.000 |
11,845.59 |
|
0.618 |
11,794.36 |
|
HIGH |
11,711.47 |
|
0.618 |
11,660.24 |
|
0.500 |
11,644.41 |
|
0.382 |
11,628.58 |
|
LOW |
11,577.35 |
|
0.618 |
11,494.46 |
|
1.000 |
11,443.23 |
|
1.618 |
11,360.34 |
|
2.618 |
11,226.22 |
|
4.250 |
11,007.34 |
|
|
| Fisher Pivots for day following 03-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,661.97 |
11,654.13 |
| PP |
11,653.19 |
11,637.51 |
| S1 |
11,644.41 |
11,620.90 |
|