| 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 |
2,795.0 |
2,772.0 |
-23.0 |
-0.8% |
2,815.0 |
| High |
2,796.0 |
2,797.0 |
1.0 |
0.0% |
2,866.0 |
| Low |
2,751.0 |
2,758.0 |
7.0 |
0.3% |
2,783.0 |
| Close |
2,761.0 |
2,793.0 |
32.0 |
1.2% |
2,803.0 |
| Range |
45.0 |
39.0 |
-6.0 |
-13.3% |
83.0 |
| ATR |
46.7 |
46.1 |
-0.5 |
-1.2% |
0.0 |
| Volume |
1,289,023 |
1,065,289 |
-223,734 |
-17.4% |
5,252,697 |
|
| Daily Pivots for day following 11-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,899.7 |
2,885.3 |
2,814.5 |
|
| R3 |
2,860.7 |
2,846.3 |
2,803.7 |
|
| R2 |
2,821.7 |
2,821.7 |
2,800.2 |
|
| R1 |
2,807.3 |
2,807.3 |
2,796.6 |
2,814.5 |
| PP |
2,782.7 |
2,782.7 |
2,782.7 |
2,786.3 |
| S1 |
2,768.3 |
2,768.3 |
2,789.4 |
2,775.5 |
| S2 |
2,743.7 |
2,743.7 |
2,785.9 |
|
| S3 |
2,704.7 |
2,729.3 |
2,782.3 |
|
| S4 |
2,665.7 |
2,690.3 |
2,771.6 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,066.3 |
3,017.7 |
2,848.7 |
|
| R3 |
2,983.3 |
2,934.7 |
2,825.8 |
|
| R2 |
2,900.3 |
2,900.3 |
2,818.2 |
|
| R1 |
2,851.7 |
2,851.7 |
2,810.6 |
2,834.5 |
| PP |
2,817.3 |
2,817.3 |
2,817.3 |
2,808.8 |
| S1 |
2,768.7 |
2,768.7 |
2,795.4 |
2,751.5 |
| S2 |
2,734.3 |
2,734.3 |
2,787.8 |
|
| S3 |
2,651.3 |
2,685.7 |
2,780.2 |
|
| S4 |
2,568.3 |
2,602.7 |
2,757.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,864.0 |
2,751.0 |
113.0 |
4.0% |
49.0 |
1.8% |
37% |
False |
False |
1,213,844 |
| 10 |
2,866.0 |
2,751.0 |
115.0 |
4.1% |
43.3 |
1.6% |
37% |
False |
False |
857,890 |
| 20 |
2,882.0 |
2,751.0 |
131.0 |
4.7% |
39.2 |
1.4% |
32% |
False |
False |
790,353 |
| 40 |
2,882.0 |
2,631.0 |
251.0 |
9.0% |
46.4 |
1.7% |
65% |
False |
False |
425,197 |
| 60 |
2,916.0 |
2,631.0 |
285.0 |
10.2% |
45.8 |
1.6% |
57% |
False |
False |
291,577 |
| 80 |
2,916.0 |
2,631.0 |
285.0 |
10.2% |
46.6 |
1.7% |
57% |
False |
False |
220,006 |
| 100 |
2,916.0 |
2,535.0 |
381.0 |
13.6% |
45.4 |
1.6% |
68% |
False |
False |
176,972 |
| 120 |
2,916.0 |
2,535.0 |
381.0 |
13.6% |
43.6 |
1.6% |
68% |
False |
False |
147,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,962.8 |
|
2.618 |
2,899.1 |
|
1.618 |
2,860.1 |
|
1.000 |
2,836.0 |
|
0.618 |
2,821.1 |
|
HIGH |
2,797.0 |
|
0.618 |
2,782.1 |
|
0.500 |
2,777.5 |
|
0.382 |
2,772.9 |
|
LOW |
2,758.0 |
|
0.618 |
2,733.9 |
|
1.000 |
2,719.0 |
|
1.618 |
2,694.9 |
|
2.618 |
2,655.9 |
|
4.250 |
2,592.3 |
|
|
| Fisher Pivots for day following 11-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,787.8 |
2,793.5 |
| PP |
2,782.7 |
2,793.3 |
| S1 |
2,777.5 |
2,793.2 |
|