| 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 |
11,670.90 |
11,688.61 |
17.71 |
0.2% |
11,572.81 |
| High |
11,698.22 |
11,742.68 |
44.46 |
0.4% |
11,625.00 |
| Low |
11,635.74 |
11,652.89 |
17.15 |
0.1% |
11,518.44 |
| Close |
11,691.18 |
11,722.89 |
31.71 |
0.3% |
11,577.51 |
| Range |
62.48 |
89.79 |
27.31 |
43.7% |
106.56 |
| ATR |
81.38 |
81.98 |
0.60 |
0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,975.52 |
11,939.00 |
11,772.27 |
|
| R3 |
11,885.73 |
11,849.21 |
11,747.58 |
|
| R2 |
11,795.94 |
11,795.94 |
11,739.35 |
|
| R1 |
11,759.42 |
11,759.42 |
11,731.12 |
11,777.68 |
| PP |
11,706.15 |
11,706.15 |
11,706.15 |
11,715.29 |
| S1 |
11,669.63 |
11,669.63 |
11,714.66 |
11,687.89 |
| S2 |
11,616.36 |
11,616.36 |
11,706.43 |
|
| S3 |
11,526.57 |
11,579.84 |
11,698.20 |
|
| S4 |
11,436.78 |
11,490.05 |
11,673.51 |
|
|
| 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 |
11,742.68 |
11,530.32 |
212.36 |
1.8% |
79.19 |
0.7% |
91% |
True |
False |
|
| 10 |
11,742.68 |
11,518.44 |
224.24 |
1.9% |
63.01 |
0.5% |
91% |
True |
False |
|
| 20 |
11,742.68 |
11,327.49 |
415.19 |
3.5% |
67.69 |
0.6% |
95% |
True |
False |
|
| 40 |
11,742.68 |
10,929.28 |
813.40 |
6.9% |
98.44 |
0.8% |
98% |
True |
False |
|
| 60 |
11,742.68 |
10,913.84 |
828.84 |
7.1% |
107.36 |
0.9% |
98% |
True |
False |
|
| 80 |
11,742.68 |
10,480.78 |
1,261.90 |
10.8% |
109.45 |
0.9% |
98% |
True |
False |
|
| 100 |
11,742.68 |
9,936.62 |
1,806.06 |
15.4% |
115.65 |
1.0% |
99% |
True |
False |
|
| 120 |
11,742.68 |
9,936.62 |
1,806.06 |
15.4% |
119.86 |
1.0% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,124.29 |
|
2.618 |
11,977.75 |
|
1.618 |
11,887.96 |
|
1.000 |
11,832.47 |
|
0.618 |
11,798.17 |
|
HIGH |
11,742.68 |
|
0.618 |
11,708.38 |
|
0.500 |
11,697.79 |
|
0.382 |
11,687.19 |
|
LOW |
11,652.89 |
|
0.618 |
11,597.40 |
|
1.000 |
11,563.10 |
|
1.618 |
11,507.61 |
|
2.618 |
11,417.82 |
|
4.250 |
11,271.28 |
|
|
| Fisher Pivots for day following 05-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,714.52 |
11,701.93 |
| PP |
11,706.15 |
11,680.97 |
| S1 |
11,697.79 |
11,660.02 |
|