| Trading Metrics calculated at close of trading on 06-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2011 |
06-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,246.75 |
2,270.75 |
24.00 |
1.1% |
2,227.25 |
| High |
2,271.75 |
2,279.25 |
7.50 |
0.3% |
2,237.00 |
| Low |
2,229.50 |
2,267.25 |
37.75 |
1.7% |
2,207.25 |
| Close |
2,269.75 |
2,276.25 |
6.50 |
0.3% |
2,216.00 |
| Range |
42.25 |
12.00 |
-30.25 |
-71.6% |
29.75 |
| ATR |
25.81 |
24.82 |
-0.99 |
-3.8% |
0.00 |
| Volume |
213,120 |
177,334 |
-35,786 |
-16.8% |
418,820 |
|
| Daily Pivots for day following 06-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,310.25 |
2,305.25 |
2,282.75 |
|
| R3 |
2,298.25 |
2,293.25 |
2,279.50 |
|
| R2 |
2,286.25 |
2,286.25 |
2,278.50 |
|
| R1 |
2,281.25 |
2,281.25 |
2,277.25 |
2,283.75 |
| PP |
2,274.25 |
2,274.25 |
2,274.25 |
2,275.50 |
| S1 |
2,269.25 |
2,269.25 |
2,275.25 |
2,271.75 |
| S2 |
2,262.25 |
2,262.25 |
2,274.00 |
|
| S3 |
2,250.25 |
2,257.25 |
2,273.00 |
|
| S4 |
2,238.25 |
2,245.25 |
2,269.75 |
|
|
| 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 |
2,279.25 |
2,207.50 |
71.75 |
3.2% |
30.00 |
1.3% |
96% |
True |
False |
196,728 |
| 10 |
2,279.25 |
2,207.25 |
72.00 |
3.2% |
23.00 |
1.0% |
96% |
True |
False |
139,029 |
| 20 |
2,279.25 |
2,192.50 |
86.75 |
3.8% |
21.25 |
0.9% |
97% |
True |
False |
166,463 |
| 40 |
2,279.25 |
2,082.25 |
197.00 |
8.7% |
28.00 |
1.2% |
98% |
True |
False |
84,226 |
| 60 |
2,279.25 |
2,034.00 |
245.25 |
10.8% |
27.75 |
1.2% |
99% |
True |
False |
56,227 |
| 80 |
2,279.25 |
1,914.25 |
365.00 |
16.0% |
28.25 |
1.2% |
99% |
True |
False |
42,205 |
| 100 |
2,279.25 |
1,744.25 |
535.00 |
23.5% |
24.75 |
1.1% |
99% |
True |
False |
33,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,330.25 |
|
2.618 |
2,310.75 |
|
1.618 |
2,298.75 |
|
1.000 |
2,291.25 |
|
0.618 |
2,286.75 |
|
HIGH |
2,279.25 |
|
0.618 |
2,274.75 |
|
0.500 |
2,273.25 |
|
0.382 |
2,271.75 |
|
LOW |
2,267.25 |
|
0.618 |
2,259.75 |
|
1.000 |
2,255.25 |
|
1.618 |
2,247.75 |
|
2.618 |
2,235.75 |
|
4.250 |
2,216.25 |
|
|
| Fisher Pivots for day following 06-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,275.25 |
2,269.00 |
| PP |
2,274.25 |
2,261.75 |
| S1 |
2,273.25 |
2,254.50 |
|