| Trading Metrics calculated at close of trading on 03-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2010 |
03-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,225.25 |
2,220.00 |
-5.25 |
-0.2% |
2,227.25 |
| High |
2,229.00 |
2,267.75 |
38.75 |
1.7% |
2,237.00 |
| Low |
2,207.50 |
2,219.25 |
11.75 |
0.5% |
2,207.25 |
| Close |
2,216.00 |
2,250.50 |
34.50 |
1.6% |
2,216.00 |
| Range |
21.50 |
48.50 |
27.00 |
125.6% |
29.75 |
| ATR |
22.33 |
24.43 |
2.10 |
9.4% |
0.00 |
| Volume |
100,071 |
276,753 |
176,682 |
176.6% |
418,820 |
|
| Daily Pivots for day following 03-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,391.25 |
2,369.50 |
2,277.25 |
|
| R3 |
2,342.75 |
2,321.00 |
2,263.75 |
|
| R2 |
2,294.25 |
2,294.25 |
2,259.50 |
|
| R1 |
2,272.50 |
2,272.50 |
2,255.00 |
2,283.50 |
| PP |
2,245.75 |
2,245.75 |
2,245.75 |
2,251.25 |
| S1 |
2,224.00 |
2,224.00 |
2,246.00 |
2,235.00 |
| S2 |
2,197.25 |
2,197.25 |
2,241.50 |
|
| S3 |
2,148.75 |
2,175.50 |
2,237.25 |
|
| S4 |
2,100.25 |
2,127.00 |
2,223.75 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,309.25 |
2,292.50 |
2,232.25 |
|
| R3 |
2,279.50 |
2,262.75 |
2,224.25 |
|
| R2 |
2,249.75 |
2,249.75 |
2,221.50 |
|
| R1 |
2,233.00 |
2,233.00 |
2,218.75 |
2,226.50 |
| PP |
2,220.00 |
2,220.00 |
2,220.00 |
2,217.00 |
| S1 |
2,203.25 |
2,203.25 |
2,213.25 |
2,196.75 |
| S2 |
2,190.25 |
2,190.25 |
2,210.50 |
|
| S3 |
2,160.50 |
2,173.50 |
2,207.75 |
|
| S4 |
2,130.75 |
2,143.75 |
2,199.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,267.75 |
2,207.50 |
60.25 |
2.7% |
21.75 |
1.0% |
71% |
True |
False |
121,533 |
| 10 |
2,267.75 |
2,205.50 |
62.25 |
2.8% |
20.00 |
0.9% |
72% |
True |
False |
114,875 |
| 20 |
2,267.75 |
2,176.00 |
91.75 |
4.1% |
20.75 |
0.9% |
81% |
True |
False |
137,688 |
| 40 |
2,267.75 |
2,082.25 |
185.50 |
8.2% |
27.50 |
1.2% |
91% |
True |
False |
69,075 |
| 60 |
2,267.75 |
1,983.25 |
284.50 |
12.6% |
28.00 |
1.2% |
94% |
True |
False |
46,123 |
| 80 |
2,267.75 |
1,882.00 |
385.75 |
17.1% |
28.00 |
1.2% |
96% |
True |
False |
34,620 |
| 100 |
2,267.75 |
1,744.25 |
523.50 |
23.3% |
24.50 |
1.1% |
97% |
True |
False |
27,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,474.00 |
|
2.618 |
2,394.75 |
|
1.618 |
2,346.25 |
|
1.000 |
2,316.25 |
|
0.618 |
2,297.75 |
|
HIGH |
2,267.75 |
|
0.618 |
2,249.25 |
|
0.500 |
2,243.50 |
|
0.382 |
2,237.75 |
|
LOW |
2,219.25 |
|
0.618 |
2,189.25 |
|
1.000 |
2,170.75 |
|
1.618 |
2,140.75 |
|
2.618 |
2,092.25 |
|
4.250 |
2,013.00 |
|
|
| Fisher Pivots for day following 03-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,248.25 |
2,246.25 |
| PP |
2,245.75 |
2,242.00 |
| S1 |
2,243.50 |
2,237.50 |
|