| Trading Metrics calculated at close of trading on 10-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2011 |
10-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
11,696.86 |
11,672.34 |
-24.52 |
-0.2% |
11,577.43 |
| High |
11,726.94 |
11,677.33 |
-49.61 |
-0.4% |
11,742.68 |
| Low |
11,599.68 |
11,573.87 |
-25.81 |
-0.2% |
11,577.35 |
| Close |
11,674.76 |
11,637.45 |
-37.31 |
-0.3% |
11,674.76 |
| Range |
127.26 |
103.46 |
-23.80 |
-18.7% |
165.33 |
| ATR |
84.38 |
85.74 |
1.36 |
1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,939.93 |
11,892.15 |
11,694.35 |
|
| R3 |
11,836.47 |
11,788.69 |
11,665.90 |
|
| R2 |
11,733.01 |
11,733.01 |
11,656.42 |
|
| R1 |
11,685.23 |
11,685.23 |
11,646.93 |
11,657.39 |
| PP |
11,629.55 |
11,629.55 |
11,629.55 |
11,615.63 |
| S1 |
11,581.77 |
11,581.77 |
11,627.97 |
11,553.93 |
| S2 |
11,526.09 |
11,526.09 |
11,618.48 |
|
| S3 |
11,422.63 |
11,478.31 |
11,609.00 |
|
| S4 |
11,319.17 |
11,374.85 |
11,580.55 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,160.92 |
12,083.17 |
11,765.69 |
|
| R3 |
11,995.59 |
11,917.84 |
11,720.23 |
|
| R2 |
11,830.26 |
11,830.26 |
11,705.07 |
|
| R1 |
11,752.51 |
11,752.51 |
11,689.92 |
11,791.39 |
| PP |
11,664.93 |
11,664.93 |
11,664.93 |
11,684.37 |
| S1 |
11,587.18 |
11,587.18 |
11,659.60 |
11,626.06 |
| S2 |
11,499.60 |
11,499.60 |
11,644.45 |
|
| S3 |
11,334.27 |
11,421.85 |
11,629.29 |
|
| S4 |
11,168.94 |
11,256.52 |
11,583.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,742.68 |
11,573.87 |
168.81 |
1.5% |
90.45 |
0.8% |
38% |
False |
True |
|
| 10 |
11,742.68 |
11,530.32 |
212.36 |
1.8% |
79.83 |
0.7% |
50% |
False |
False |
|
| 20 |
11,742.68 |
11,405.33 |
337.35 |
2.9% |
72.71 |
0.6% |
69% |
False |
False |
|
| 40 |
11,742.68 |
10,929.28 |
813.40 |
7.0% |
97.82 |
0.8% |
87% |
False |
False |
|
| 60 |
11,742.68 |
10,917.62 |
825.06 |
7.1% |
106.34 |
0.9% |
87% |
False |
False |
|
| 80 |
11,742.68 |
10,567.36 |
1,175.32 |
10.1% |
109.74 |
0.9% |
91% |
False |
False |
|
| 100 |
11,742.68 |
9,936.62 |
1,806.06 |
15.5% |
114.16 |
1.0% |
94% |
False |
False |
|
| 120 |
11,742.68 |
9,936.62 |
1,806.06 |
15.5% |
117.84 |
1.0% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,117.04 |
|
2.618 |
11,948.19 |
|
1.618 |
11,844.73 |
|
1.000 |
11,780.79 |
|
0.618 |
11,741.27 |
|
HIGH |
11,677.33 |
|
0.618 |
11,637.81 |
|
0.500 |
11,625.60 |
|
0.382 |
11,613.39 |
|
LOW |
11,573.87 |
|
0.618 |
11,509.93 |
|
1.000 |
11,470.41 |
|
1.618 |
11,406.47 |
|
2.618 |
11,303.01 |
|
4.250 |
11,134.17 |
|
|
| Fisher Pivots for day following 10-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
11,633.50 |
11,655.31 |
| PP |
11,629.55 |
11,649.35 |
| S1 |
11,625.60 |
11,643.40 |
|