| 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 |
11,621 |
11,662 |
41 |
0.4% |
11,499 |
| High |
11,683 |
11,708 |
25 |
0.2% |
11,564 |
| Low |
11,543 |
11,614 |
71 |
0.6% |
11,453 |
| Close |
11,664 |
11,646 |
-18 |
-0.2% |
11,513 |
| Range |
140 |
94 |
-46 |
-32.9% |
111 |
| ATR |
98 |
98 |
0 |
-0.3% |
0 |
| Volume |
100,760 |
91,622 |
-9,138 |
-9.1% |
166,008 |
|
| Daily Pivots for day following 06-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,938 |
11,886 |
11,698 |
|
| R3 |
11,844 |
11,792 |
11,672 |
|
| R2 |
11,750 |
11,750 |
11,663 |
|
| R1 |
11,698 |
11,698 |
11,655 |
11,677 |
| PP |
11,656 |
11,656 |
11,656 |
11,646 |
| S1 |
11,604 |
11,604 |
11,638 |
11,583 |
| S2 |
11,562 |
11,562 |
11,629 |
|
| S3 |
11,468 |
11,510 |
11,620 |
|
| S4 |
11,374 |
11,416 |
11,594 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,843 |
11,789 |
11,574 |
|
| R3 |
11,732 |
11,678 |
11,544 |
|
| R2 |
11,621 |
11,621 |
11,533 |
|
| R1 |
11,567 |
11,567 |
11,523 |
11,594 |
| PP |
11,510 |
11,510 |
11,510 |
11,524 |
| S1 |
11,456 |
11,456 |
11,503 |
11,483 |
| S2 |
11,399 |
11,399 |
11,493 |
|
| S3 |
11,288 |
11,345 |
11,483 |
|
| S4 |
11,177 |
11,234 |
11,452 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,708 |
11,467 |
241 |
2.1% |
99 |
0.9% |
74% |
True |
False |
78,582 |
| 10 |
11,708 |
11,453 |
255 |
2.2% |
78 |
0.7% |
76% |
True |
False |
56,172 |
| 20 |
11,708 |
11,265 |
443 |
3.8% |
82 |
0.7% |
86% |
True |
False |
65,892 |
| 40 |
11,708 |
10,855 |
853 |
7.3% |
111 |
1.0% |
93% |
True |
False |
33,565 |
| 60 |
11,708 |
10,794 |
914 |
7.8% |
118 |
1.0% |
93% |
True |
False |
22,398 |
| 80 |
11,708 |
10,350 |
1,358 |
11.7% |
119 |
1.0% |
95% |
True |
False |
16,811 |
| 100 |
11,708 |
9,790 |
1,918 |
16.5% |
107 |
0.9% |
97% |
True |
False |
13,450 |
| 120 |
11,708 |
9,790 |
1,918 |
16.5% |
90 |
0.8% |
97% |
True |
False |
11,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,108 |
|
2.618 |
11,954 |
|
1.618 |
11,860 |
|
1.000 |
11,802 |
|
0.618 |
11,766 |
|
HIGH |
11,708 |
|
0.618 |
11,672 |
|
0.500 |
11,661 |
|
0.382 |
11,650 |
|
LOW |
11,614 |
|
0.618 |
11,556 |
|
1.000 |
11,520 |
|
1.618 |
11,462 |
|
2.618 |
11,368 |
|
4.250 |
11,215 |
|
|
| Fisher Pivots for day following 06-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,661 |
11,639 |
| PP |
11,656 |
11,632 |
| S1 |
11,651 |
11,626 |
|