| Trading Metrics calculated at close of trading on 04-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2011 |
04-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
11,577.43 |
11,670.90 |
93.47 |
0.8% |
11,572.81 |
| High |
11,711.47 |
11,698.22 |
-13.25 |
-0.1% |
11,625.00 |
| Low |
11,577.35 |
11,635.74 |
58.39 |
0.5% |
11,518.44 |
| Close |
11,670.75 |
11,691.18 |
20.43 |
0.2% |
11,577.51 |
| Range |
134.12 |
62.48 |
-71.64 |
-53.4% |
106.56 |
| ATR |
82.84 |
81.38 |
-1.45 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,862.49 |
11,839.31 |
11,725.54 |
|
| R3 |
11,800.01 |
11,776.83 |
11,708.36 |
|
| R2 |
11,737.53 |
11,737.53 |
11,702.63 |
|
| R1 |
11,714.35 |
11,714.35 |
11,696.91 |
11,725.94 |
| PP |
11,675.05 |
11,675.05 |
11,675.05 |
11,680.84 |
| S1 |
11,651.87 |
11,651.87 |
11,685.45 |
11,663.46 |
| S2 |
11,612.57 |
11,612.57 |
11,679.73 |
|
| S3 |
11,550.09 |
11,589.39 |
11,674.00 |
|
| S4 |
11,487.61 |
11,526.91 |
11,656.82 |
|
|
| 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 |
1.5% |
71.70 |
0.6% |
89% |
False |
False |
|
| 10 |
11,711.47 |
11,478.29 |
233.18 |
2.0% |
61.12 |
0.5% |
91% |
False |
False |
|
| 20 |
11,711.47 |
11,327.49 |
383.98 |
3.3% |
68.04 |
0.6% |
95% |
False |
False |
|
| 40 |
11,711.47 |
10,929.28 |
782.19 |
6.7% |
98.12 |
0.8% |
97% |
False |
False |
|
| 60 |
11,711.47 |
10,913.84 |
797.63 |
6.8% |
106.74 |
0.9% |
97% |
False |
False |
|
| 80 |
11,711.47 |
10,458.60 |
1,252.87 |
10.7% |
109.69 |
0.9% |
98% |
False |
False |
|
| 100 |
11,711.47 |
9,936.62 |
1,774.85 |
15.2% |
115.44 |
1.0% |
99% |
False |
False |
|
| 120 |
11,711.47 |
9,936.62 |
1,774.85 |
15.2% |
121.42 |
1.0% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,963.76 |
|
2.618 |
11,861.79 |
|
1.618 |
11,799.31 |
|
1.000 |
11,760.70 |
|
0.618 |
11,736.83 |
|
HIGH |
11,698.22 |
|
0.618 |
11,674.35 |
|
0.500 |
11,666.98 |
|
0.382 |
11,659.61 |
|
LOW |
11,635.74 |
|
0.618 |
11,597.13 |
|
1.000 |
11,573.26 |
|
1.618 |
11,534.65 |
|
2.618 |
11,472.17 |
|
4.250 |
11,370.20 |
|
|
| Fisher Pivots for day following 04-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,683.11 |
11,667.75 |
| PP |
11,675.05 |
11,644.32 |
| S1 |
11,666.98 |
11,620.90 |
|