| Trading Metrics calculated at close of trading on 13-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2011 |
13-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
2,286.00 |
2,304.75 |
18.75 |
0.8% |
2,220.00 |
| High |
2,306.75 |
2,309.50 |
2.75 |
0.1% |
2,282.25 |
| Low |
2,284.00 |
2,296.75 |
12.75 |
0.6% |
2,219.25 |
| Close |
2,304.50 |
2,302.75 |
-1.75 |
-0.1% |
2,273.00 |
| Range |
22.75 |
12.75 |
-10.00 |
-44.0% |
63.00 |
| ATR |
24.55 |
23.71 |
-0.84 |
-3.4% |
0.00 |
| Volume |
176,801 |
185,940 |
9,139 |
5.2% |
1,162,935 |
|
| Daily Pivots for day following 13-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,341.25 |
2,334.75 |
2,309.75 |
|
| R3 |
2,328.50 |
2,322.00 |
2,306.25 |
|
| R2 |
2,315.75 |
2,315.75 |
2,305.00 |
|
| R1 |
2,309.25 |
2,309.25 |
2,304.00 |
2,306.00 |
| PP |
2,303.00 |
2,303.00 |
2,303.00 |
2,301.50 |
| S1 |
2,296.50 |
2,296.50 |
2,301.50 |
2,293.50 |
| S2 |
2,290.25 |
2,290.25 |
2,300.50 |
|
| S3 |
2,277.50 |
2,283.75 |
2,299.25 |
|
| S4 |
2,264.75 |
2,271.00 |
2,295.75 |
|
|
| 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 |
2,309.50 |
2,252.25 |
57.25 |
2.5% |
21.75 |
0.9% |
88% |
True |
False |
209,696 |
| 10 |
2,309.50 |
2,207.50 |
102.00 |
4.4% |
26.00 |
1.1% |
93% |
True |
False |
203,212 |
| 20 |
2,309.50 |
2,197.25 |
112.25 |
4.9% |
21.50 |
0.9% |
94% |
True |
False |
160,310 |
| 40 |
2,309.50 |
2,086.75 |
222.75 |
9.7% |
26.25 |
1.1% |
97% |
True |
False |
110,413 |
| 60 |
2,309.50 |
2,061.50 |
248.00 |
10.8% |
27.00 |
1.2% |
97% |
True |
False |
73,692 |
| 80 |
2,309.50 |
1,958.50 |
351.00 |
15.2% |
28.25 |
1.2% |
98% |
True |
False |
55,308 |
| 100 |
2,309.50 |
1,744.25 |
565.25 |
24.5% |
25.75 |
1.1% |
99% |
True |
False |
44,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,363.75 |
|
2.618 |
2,343.00 |
|
1.618 |
2,330.25 |
|
1.000 |
2,322.25 |
|
0.618 |
2,317.50 |
|
HIGH |
2,309.50 |
|
0.618 |
2,304.75 |
|
0.500 |
2,303.00 |
|
0.382 |
2,301.50 |
|
LOW |
2,296.75 |
|
0.618 |
2,288.75 |
|
1.000 |
2,284.00 |
|
1.618 |
2,276.00 |
|
2.618 |
2,263.25 |
|
4.250 |
2,242.50 |
|
|
| Fisher Pivots for day following 13-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,303.00 |
2,299.75 |
| PP |
2,303.00 |
2,296.75 |
| S1 |
2,303.00 |
2,293.75 |
|