| Trading Metrics calculated at close of trading on 06-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2011 |
06-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
11,688.61 |
11,716.93 |
28.32 |
0.2% |
11,572.81 |
| High |
11,742.68 |
11,736.74 |
-5.94 |
-0.1% |
11,625.00 |
| Low |
11,652.89 |
11,667.46 |
14.57 |
0.1% |
11,518.44 |
| Close |
11,722.89 |
11,697.31 |
-25.58 |
-0.2% |
11,577.51 |
| Range |
89.79 |
69.28 |
-20.51 |
-22.8% |
106.56 |
| ATR |
81.98 |
81.08 |
-0.91 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,908.34 |
11,872.11 |
11,735.41 |
|
| R3 |
11,839.06 |
11,802.83 |
11,716.36 |
|
| R2 |
11,769.78 |
11,769.78 |
11,710.01 |
|
| R1 |
11,733.55 |
11,733.55 |
11,703.66 |
11,717.03 |
| PP |
11,700.50 |
11,700.50 |
11,700.50 |
11,692.24 |
| S1 |
11,664.27 |
11,664.27 |
11,690.96 |
11,647.75 |
| S2 |
11,631.22 |
11,631.22 |
11,684.61 |
|
| S3 |
11,561.94 |
11,594.99 |
11,678.26 |
|
| S4 |
11,492.66 |
11,525.71 |
11,659.21 |
|
|
| 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% |
84.55 |
0.7% |
79% |
False |
False |
|
| 10 |
11,742.68 |
11,518.44 |
224.24 |
1.9% |
66.05 |
0.6% |
80% |
False |
False |
|
| 20 |
11,742.68 |
11,331.50 |
411.18 |
3.5% |
68.07 |
0.6% |
89% |
False |
False |
|
| 40 |
11,742.68 |
10,929.28 |
813.40 |
7.0% |
97.22 |
0.8% |
94% |
False |
False |
|
| 60 |
11,742.68 |
10,917.62 |
825.06 |
7.1% |
106.19 |
0.9% |
95% |
False |
False |
|
| 80 |
11,742.68 |
10,480.78 |
1,261.90 |
10.8% |
109.20 |
0.9% |
96% |
False |
False |
|
| 100 |
11,742.68 |
9,936.62 |
1,806.06 |
15.4% |
115.10 |
1.0% |
97% |
False |
False |
|
| 120 |
11,742.68 |
9,936.62 |
1,806.06 |
15.4% |
119.49 |
1.0% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,031.18 |
|
2.618 |
11,918.12 |
|
1.618 |
11,848.84 |
|
1.000 |
11,806.02 |
|
0.618 |
11,779.56 |
|
HIGH |
11,736.74 |
|
0.618 |
11,710.28 |
|
0.500 |
11,702.10 |
|
0.382 |
11,693.92 |
|
LOW |
11,667.46 |
|
0.618 |
11,624.64 |
|
1.000 |
11,598.18 |
|
1.618 |
11,555.36 |
|
2.618 |
11,486.08 |
|
4.250 |
11,373.02 |
|
|
| Fisher Pivots for day following 06-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,702.10 |
11,694.61 |
| PP |
11,700.50 |
11,691.91 |
| S1 |
11,698.91 |
11,689.21 |
|