| Trading Metrics calculated at close of trading on 06-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2012 |
06-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,347.0 |
2,309.0 |
-38.0 |
-1.6% |
2,296.0 |
| High |
2,352.0 |
2,337.0 |
-15.0 |
-0.6% |
2,387.0 |
| Low |
2,301.0 |
2,279.0 |
-22.0 |
-1.0% |
2,279.0 |
| Close |
2,320.0 |
2,290.0 |
-30.0 |
-1.3% |
2,290.0 |
| Range |
51.0 |
58.0 |
7.0 |
13.7% |
108.0 |
| ATR |
59.3 |
59.2 |
-0.1 |
-0.2% |
0.0 |
| Volume |
924,841 |
833,218 |
-91,623 |
-9.9% |
3,647,331 |
|
| Daily Pivots for day following 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,476.0 |
2,441.0 |
2,321.9 |
|
| R3 |
2,418.0 |
2,383.0 |
2,306.0 |
|
| R2 |
2,360.0 |
2,360.0 |
2,300.6 |
|
| R1 |
2,325.0 |
2,325.0 |
2,295.3 |
2,313.5 |
| PP |
2,302.0 |
2,302.0 |
2,302.0 |
2,296.3 |
| S1 |
2,267.0 |
2,267.0 |
2,284.7 |
2,255.5 |
| S2 |
2,244.0 |
2,244.0 |
2,279.4 |
|
| S3 |
2,186.0 |
2,209.0 |
2,274.1 |
|
| S4 |
2,128.0 |
2,151.0 |
2,258.1 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,642.7 |
2,574.3 |
2,349.4 |
|
| R3 |
2,534.7 |
2,466.3 |
2,319.7 |
|
| R2 |
2,426.7 |
2,426.7 |
2,309.8 |
|
| R1 |
2,358.3 |
2,358.3 |
2,299.9 |
2,338.5 |
| PP |
2,318.7 |
2,318.7 |
2,318.7 |
2,308.8 |
| S1 |
2,250.3 |
2,250.3 |
2,280.1 |
2,230.5 |
| S2 |
2,210.7 |
2,210.7 |
2,270.2 |
|
| S3 |
2,102.7 |
2,142.3 |
2,260.3 |
|
| S4 |
1,994.7 |
2,034.3 |
2,230.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,387.0 |
2,279.0 |
108.0 |
4.7% |
51.6 |
2.3% |
10% |
False |
True |
729,466 |
| 10 |
2,387.0 |
2,242.0 |
145.0 |
6.3% |
45.8 |
2.0% |
33% |
False |
False |
533,491 |
| 20 |
2,387.0 |
2,162.0 |
225.0 |
9.8% |
57.3 |
2.5% |
57% |
False |
False |
736,964 |
| 40 |
2,392.0 |
2,059.0 |
333.0 |
14.5% |
60.7 |
2.6% |
69% |
False |
False |
390,211 |
| 60 |
2,503.0 |
2,059.0 |
444.0 |
19.4% |
66.0 |
2.9% |
52% |
False |
False |
263,586 |
| 80 |
2,503.0 |
1,927.0 |
576.0 |
25.2% |
67.0 |
2.9% |
63% |
False |
False |
199,135 |
| 100 |
2,503.0 |
1,927.0 |
576.0 |
25.2% |
68.7 |
3.0% |
63% |
False |
False |
162,808 |
| 120 |
2,788.0 |
1,927.0 |
861.0 |
37.6% |
71.7 |
3.1% |
42% |
False |
False |
135,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,583.5 |
|
2.618 |
2,488.8 |
|
1.618 |
2,430.8 |
|
1.000 |
2,395.0 |
|
0.618 |
2,372.8 |
|
HIGH |
2,337.0 |
|
0.618 |
2,314.8 |
|
0.500 |
2,308.0 |
|
0.382 |
2,301.2 |
|
LOW |
2,279.0 |
|
0.618 |
2,243.2 |
|
1.000 |
2,221.0 |
|
1.618 |
2,185.2 |
|
2.618 |
2,127.2 |
|
4.250 |
2,032.5 |
|
|
| Fisher Pivots for day following 06-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,308.0 |
2,328.5 |
| PP |
2,302.0 |
2,315.7 |
| S1 |
2,296.0 |
2,302.8 |
|