| Trading Metrics calculated at close of trading on 11-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2011 |
11-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,272.25 |
2,282.00 |
9.75 |
0.4% |
2,220.00 |
| High |
2,287.00 |
2,295.25 |
8.25 |
0.4% |
2,282.25 |
| Low |
2,260.75 |
2,278.00 |
17.25 |
0.8% |
2,219.25 |
| Close |
2,282.50 |
2,285.50 |
3.00 |
0.1% |
2,273.00 |
| Range |
26.25 |
17.25 |
-9.00 |
-34.3% |
63.00 |
| ATR |
25.27 |
24.69 |
-0.57 |
-2.3% |
0.00 |
| Volume |
197,994 |
208,383 |
10,389 |
5.2% |
1,162,935 |
|
| Daily Pivots for day following 11-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,338.00 |
2,329.00 |
2,295.00 |
|
| R3 |
2,320.75 |
2,311.75 |
2,290.25 |
|
| R2 |
2,303.50 |
2,303.50 |
2,288.75 |
|
| R1 |
2,294.50 |
2,294.50 |
2,287.00 |
2,299.00 |
| PP |
2,286.25 |
2,286.25 |
2,286.25 |
2,288.50 |
| S1 |
2,277.25 |
2,277.25 |
2,284.00 |
2,281.75 |
| S2 |
2,269.00 |
2,269.00 |
2,282.25 |
|
| S3 |
2,251.75 |
2,260.00 |
2,280.75 |
|
| S4 |
2,234.50 |
2,242.75 |
2,276.00 |
|
|
| 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 |
2,295.25 |
2,229.50 |
65.75 |
2.9% |
25.50 |
1.1% |
85% |
True |
False |
215,238 |
| 10 |
2,295.25 |
2,207.50 |
87.75 |
3.8% |
24.75 |
1.1% |
89% |
True |
False |
181,994 |
| 20 |
2,295.25 |
2,196.00 |
99.25 |
4.3% |
22.00 |
1.0% |
90% |
True |
False |
170,993 |
| 40 |
2,295.25 |
2,082.25 |
213.00 |
9.3% |
27.00 |
1.2% |
95% |
True |
False |
101,356 |
| 60 |
2,295.25 |
2,049.75 |
245.50 |
10.7% |
27.50 |
1.2% |
96% |
True |
False |
67,649 |
| 80 |
2,295.25 |
1,949.00 |
346.25 |
15.1% |
28.75 |
1.3% |
97% |
True |
False |
50,776 |
| 100 |
2,295.25 |
1,744.25 |
551.00 |
24.1% |
25.25 |
1.1% |
98% |
True |
False |
40,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,368.50 |
|
2.618 |
2,340.50 |
|
1.618 |
2,323.25 |
|
1.000 |
2,312.50 |
|
0.618 |
2,306.00 |
|
HIGH |
2,295.25 |
|
0.618 |
2,288.75 |
|
0.500 |
2,286.50 |
|
0.382 |
2,284.50 |
|
LOW |
2,278.00 |
|
0.618 |
2,267.25 |
|
1.000 |
2,260.75 |
|
1.618 |
2,250.00 |
|
2.618 |
2,232.75 |
|
4.250 |
2,204.75 |
|
|
| Fisher Pivots for day following 11-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,286.50 |
2,281.50 |
| PP |
2,286.25 |
2,277.75 |
| S1 |
2,286.00 |
2,273.75 |
|