| Trading Metrics calculated at close of trading on 11-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2011 |
11-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
11,672.34 |
11,638.51 |
-33.83 |
-0.3% |
11,577.43 |
| High |
11,677.33 |
11,704.12 |
26.79 |
0.2% |
11,742.68 |
| Low |
11,573.87 |
11,635.48 |
61.61 |
0.5% |
11,577.35 |
| Close |
11,637.45 |
11,671.88 |
34.43 |
0.3% |
11,674.76 |
| Range |
103.46 |
68.64 |
-34.82 |
-33.7% |
165.33 |
| ATR |
85.74 |
84.52 |
-1.22 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,876.41 |
11,842.79 |
11,709.63 |
|
| R3 |
11,807.77 |
11,774.15 |
11,690.76 |
|
| R2 |
11,739.13 |
11,739.13 |
11,684.46 |
|
| R1 |
11,705.51 |
11,705.51 |
11,678.17 |
11,722.32 |
| PP |
11,670.49 |
11,670.49 |
11,670.49 |
11,678.90 |
| S1 |
11,636.87 |
11,636.87 |
11,665.59 |
11,653.68 |
| S2 |
11,601.85 |
11,601.85 |
11,659.30 |
|
| S3 |
11,533.21 |
11,568.23 |
11,653.00 |
|
| S4 |
11,464.57 |
11,499.59 |
11,634.13 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,160.92 |
12,083.17 |
11,765.69 |
|
| R3 |
11,995.59 |
11,917.84 |
11,720.23 |
|
| R2 |
11,830.26 |
11,830.26 |
11,705.07 |
|
| R1 |
11,752.51 |
11,752.51 |
11,689.92 |
11,791.39 |
| PP |
11,664.93 |
11,664.93 |
11,664.93 |
11,684.37 |
| S1 |
11,587.18 |
11,587.18 |
11,659.60 |
11,626.06 |
| S2 |
11,499.60 |
11,499.60 |
11,644.45 |
|
| S3 |
11,334.27 |
11,421.85 |
11,629.29 |
|
| S4 |
11,168.94 |
11,256.52 |
11,583.83 |
|
|
| 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 |
11,573.87 |
168.81 |
1.4% |
91.69 |
0.8% |
58% |
False |
False |
|
| 10 |
11,742.68 |
11,530.32 |
212.36 |
1.8% |
81.69 |
0.7% |
67% |
False |
False |
|
| 20 |
11,742.68 |
11,421.30 |
321.38 |
2.8% |
72.41 |
0.6% |
78% |
False |
False |
|
| 40 |
11,742.68 |
10,929.28 |
813.40 |
7.0% |
96.04 |
0.8% |
91% |
False |
False |
|
| 60 |
11,742.68 |
10,917.62 |
825.06 |
7.1% |
105.31 |
0.9% |
91% |
False |
False |
|
| 80 |
11,742.68 |
10,608.08 |
1,134.60 |
9.7% |
109.56 |
0.9% |
94% |
False |
False |
|
| 100 |
11,742.68 |
9,936.62 |
1,806.06 |
15.5% |
112.89 |
1.0% |
96% |
False |
False |
|
| 120 |
11,742.68 |
9,936.62 |
1,806.06 |
15.5% |
116.40 |
1.0% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,995.84 |
|
2.618 |
11,883.82 |
|
1.618 |
11,815.18 |
|
1.000 |
11,772.76 |
|
0.618 |
11,746.54 |
|
HIGH |
11,704.12 |
|
0.618 |
11,677.90 |
|
0.500 |
11,669.80 |
|
0.382 |
11,661.70 |
|
LOW |
11,635.48 |
|
0.618 |
11,593.06 |
|
1.000 |
11,566.84 |
|
1.618 |
11,524.42 |
|
2.618 |
11,455.78 |
|
4.250 |
11,343.76 |
|
|
| Fisher Pivots for day following 11-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,671.19 |
11,664.72 |
| PP |
11,670.49 |
11,657.56 |
| S1 |
11,669.80 |
11,650.41 |
|