| Trading Metrics calculated at close of trading on 04-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2011 |
04-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,220.00 |
2,249.75 |
29.75 |
1.3% |
2,227.25 |
| High |
2,267.75 |
2,262.50 |
-5.25 |
-0.2% |
2,237.00 |
| Low |
2,219.25 |
2,236.50 |
17.25 |
0.8% |
2,207.25 |
| Close |
2,250.50 |
2,245.50 |
-5.00 |
-0.2% |
2,216.00 |
| Range |
48.50 |
26.00 |
-22.50 |
-46.4% |
29.75 |
| ATR |
24.43 |
24.54 |
0.11 |
0.5% |
0.00 |
| Volume |
276,753 |
216,365 |
-60,388 |
-21.8% |
418,820 |
|
| Daily Pivots for day following 04-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,326.25 |
2,311.75 |
2,259.75 |
|
| R3 |
2,300.25 |
2,285.75 |
2,252.75 |
|
| R2 |
2,274.25 |
2,274.25 |
2,250.25 |
|
| R1 |
2,259.75 |
2,259.75 |
2,248.00 |
2,254.00 |
| PP |
2,248.25 |
2,248.25 |
2,248.25 |
2,245.25 |
| S1 |
2,233.75 |
2,233.75 |
2,243.00 |
2,228.00 |
| S2 |
2,222.25 |
2,222.25 |
2,240.75 |
|
| S3 |
2,196.25 |
2,207.75 |
2,238.25 |
|
| S4 |
2,170.25 |
2,181.75 |
2,231.25 |
|
|
| 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% |
23.75 |
1.1% |
63% |
False |
False |
148,750 |
| 10 |
2,267.75 |
2,207.25 |
60.50 |
2.7% |
20.25 |
0.9% |
63% |
False |
False |
119,276 |
| 20 |
2,267.75 |
2,178.50 |
89.25 |
4.0% |
21.25 |
0.9% |
75% |
False |
False |
148,444 |
| 40 |
2,267.75 |
2,082.25 |
185.50 |
8.3% |
27.75 |
1.2% |
88% |
False |
False |
74,476 |
| 60 |
2,267.75 |
2,001.75 |
266.00 |
11.8% |
27.75 |
1.2% |
92% |
False |
False |
49,727 |
| 80 |
2,267.75 |
1,892.00 |
375.75 |
16.7% |
28.25 |
1.3% |
94% |
False |
False |
37,325 |
| 100 |
2,267.75 |
1,744.25 |
523.50 |
23.3% |
24.75 |
1.1% |
96% |
False |
False |
29,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,373.00 |
|
2.618 |
2,330.50 |
|
1.618 |
2,304.50 |
|
1.000 |
2,288.50 |
|
0.618 |
2,278.50 |
|
HIGH |
2,262.50 |
|
0.618 |
2,252.50 |
|
0.500 |
2,249.50 |
|
0.382 |
2,246.50 |
|
LOW |
2,236.50 |
|
0.618 |
2,220.50 |
|
1.000 |
2,210.50 |
|
1.618 |
2,194.50 |
|
2.618 |
2,168.50 |
|
4.250 |
2,126.00 |
|
|
| Fisher Pivots for day following 04-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,249.50 |
2,243.00 |
| PP |
2,248.25 |
2,240.25 |
| S1 |
2,246.75 |
2,237.50 |
|