| Trading Metrics calculated at close of trading on 12-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2011 |
12-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,772.0 |
2,792.0 |
20.0 |
0.7% |
2,815.0 |
| High |
2,797.0 |
2,881.0 |
84.0 |
3.0% |
2,866.0 |
| Low |
2,758.0 |
2,792.0 |
34.0 |
1.2% |
2,783.0 |
| Close |
2,793.0 |
2,872.0 |
79.0 |
2.8% |
2,803.0 |
| Range |
39.0 |
89.0 |
50.0 |
128.2% |
83.0 |
| ATR |
46.1 |
49.2 |
3.1 |
6.6% |
0.0 |
| Volume |
1,065,289 |
1,385,164 |
319,875 |
30.0% |
5,252,697 |
|
| Daily Pivots for day following 12-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,115.3 |
3,082.7 |
2,921.0 |
|
| R3 |
3,026.3 |
2,993.7 |
2,896.5 |
|
| R2 |
2,937.3 |
2,937.3 |
2,888.3 |
|
| R1 |
2,904.7 |
2,904.7 |
2,880.2 |
2,921.0 |
| PP |
2,848.3 |
2,848.3 |
2,848.3 |
2,856.5 |
| S1 |
2,815.7 |
2,815.7 |
2,863.8 |
2,832.0 |
| S2 |
2,759.3 |
2,759.3 |
2,855.7 |
|
| S3 |
2,670.3 |
2,726.7 |
2,847.5 |
|
| S4 |
2,581.3 |
2,637.7 |
2,823.1 |
|
|
| 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 |
2,881.0 |
2,751.0 |
130.0 |
4.5% |
54.6 |
1.9% |
93% |
True |
False |
1,230,854 |
| 10 |
2,881.0 |
2,751.0 |
130.0 |
4.5% |
50.0 |
1.7% |
93% |
True |
False |
976,315 |
| 20 |
2,882.0 |
2,751.0 |
131.0 |
4.6% |
42.2 |
1.5% |
92% |
False |
False |
825,465 |
| 40 |
2,882.0 |
2,631.0 |
251.0 |
8.7% |
47.2 |
1.6% |
96% |
False |
False |
459,079 |
| 60 |
2,916.0 |
2,631.0 |
285.0 |
9.9% |
46.6 |
1.6% |
85% |
False |
False |
314,649 |
| 80 |
2,916.0 |
2,631.0 |
285.0 |
9.9% |
47.0 |
1.6% |
85% |
False |
False |
237,320 |
| 100 |
2,916.0 |
2,535.0 |
381.0 |
13.3% |
46.0 |
1.6% |
88% |
False |
False |
190,822 |
| 120 |
2,916.0 |
2,535.0 |
381.0 |
13.3% |
44.2 |
1.5% |
88% |
False |
False |
159,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,259.3 |
|
2.618 |
3,114.0 |
|
1.618 |
3,025.0 |
|
1.000 |
2,970.0 |
|
0.618 |
2,936.0 |
|
HIGH |
2,881.0 |
|
0.618 |
2,847.0 |
|
0.500 |
2,836.5 |
|
0.382 |
2,826.0 |
|
LOW |
2,792.0 |
|
0.618 |
2,737.0 |
|
1.000 |
2,703.0 |
|
1.618 |
2,648.0 |
|
2.618 |
2,559.0 |
|
4.250 |
2,413.8 |
|
|
| Fisher Pivots for day following 12-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,860.2 |
2,853.3 |
| PP |
2,848.3 |
2,834.7 |
| S1 |
2,836.5 |
2,816.0 |
|