| Trading Metrics calculated at close of trading on 07-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2011 |
07-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,270.75 |
2,277.00 |
6.25 |
0.3% |
2,220.00 |
| High |
2,279.25 |
2,282.25 |
3.00 |
0.1% |
2,282.25 |
| Low |
2,267.25 |
2,252.25 |
-15.00 |
-0.7% |
2,219.25 |
| Close |
2,276.25 |
2,273.00 |
-3.25 |
-0.1% |
2,273.00 |
| Range |
12.00 |
30.00 |
18.00 |
150.0% |
63.00 |
| ATR |
24.82 |
25.19 |
0.37 |
1.5% |
0.00 |
| Volume |
177,334 |
279,363 |
102,029 |
57.5% |
1,162,935 |
|
| Daily Pivots for day following 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,359.25 |
2,346.00 |
2,289.50 |
|
| R3 |
2,329.25 |
2,316.00 |
2,281.25 |
|
| R2 |
2,299.25 |
2,299.25 |
2,278.50 |
|
| R1 |
2,286.00 |
2,286.00 |
2,275.75 |
2,277.50 |
| PP |
2,269.25 |
2,269.25 |
2,269.25 |
2,265.00 |
| S1 |
2,256.00 |
2,256.00 |
2,270.25 |
2,247.50 |
| S2 |
2,239.25 |
2,239.25 |
2,267.50 |
|
| S3 |
2,209.25 |
2,226.00 |
2,264.75 |
|
| S4 |
2,179.25 |
2,196.00 |
2,256.50 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,447.25 |
2,423.00 |
2,307.75 |
|
| R3 |
2,384.25 |
2,360.00 |
2,290.25 |
|
| R2 |
2,321.25 |
2,321.25 |
2,284.50 |
|
| R1 |
2,297.00 |
2,297.00 |
2,278.75 |
2,309.00 |
| PP |
2,258.25 |
2,258.25 |
2,258.25 |
2,264.25 |
| S1 |
2,234.00 |
2,234.00 |
2,267.25 |
2,246.00 |
| S2 |
2,195.25 |
2,195.25 |
2,261.50 |
|
| S3 |
2,132.25 |
2,171.00 |
2,255.75 |
|
| S4 |
2,069.25 |
2,108.00 |
2,238.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,282.25 |
2,219.25 |
63.00 |
2.8% |
31.75 |
1.4% |
85% |
True |
False |
232,587 |
| 10 |
2,282.25 |
2,207.25 |
75.00 |
3.3% |
24.50 |
1.1% |
88% |
True |
False |
158,175 |
| 20 |
2,282.25 |
2,196.00 |
86.25 |
3.8% |
21.75 |
1.0% |
89% |
True |
False |
173,527 |
| 40 |
2,282.25 |
2,082.25 |
200.00 |
8.8% |
28.00 |
1.2% |
95% |
True |
False |
91,207 |
| 60 |
2,282.25 |
2,039.00 |
243.25 |
10.7% |
27.75 |
1.2% |
96% |
True |
False |
60,880 |
| 80 |
2,282.25 |
1,929.00 |
353.25 |
15.5% |
28.50 |
1.3% |
97% |
True |
False |
45,697 |
| 100 |
2,282.25 |
1,744.25 |
538.00 |
23.7% |
25.25 |
1.1% |
98% |
True |
False |
36,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,409.75 |
|
2.618 |
2,360.75 |
|
1.618 |
2,330.75 |
|
1.000 |
2,312.25 |
|
0.618 |
2,300.75 |
|
HIGH |
2,282.25 |
|
0.618 |
2,270.75 |
|
0.500 |
2,267.25 |
|
0.382 |
2,263.75 |
|
LOW |
2,252.25 |
|
0.618 |
2,233.75 |
|
1.000 |
2,222.25 |
|
1.618 |
2,203.75 |
|
2.618 |
2,173.75 |
|
4.250 |
2,124.75 |
|
|
| Fisher Pivots for day following 07-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,271.00 |
2,267.25 |
| PP |
2,269.25 |
2,261.50 |
| S1 |
2,267.25 |
2,256.00 |
|