| Trading Metrics calculated at close of trading on 09-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2012 |
09-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,309.0 |
2,277.0 |
-32.0 |
-1.4% |
2,296.0 |
| High |
2,337.0 |
2,307.0 |
-30.0 |
-1.3% |
2,387.0 |
| Low |
2,279.0 |
2,272.0 |
-7.0 |
-0.3% |
2,279.0 |
| Close |
2,290.0 |
2,287.0 |
-3.0 |
-0.1% |
2,290.0 |
| Range |
58.0 |
35.0 |
-23.0 |
-39.7% |
108.0 |
| ATR |
59.2 |
57.4 |
-1.7 |
-2.9% |
0.0 |
| Volume |
833,218 |
811,866 |
-21,352 |
-2.6% |
3,647,331 |
|
| Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,393.7 |
2,375.3 |
2,306.3 |
|
| R3 |
2,358.7 |
2,340.3 |
2,296.6 |
|
| R2 |
2,323.7 |
2,323.7 |
2,293.4 |
|
| R1 |
2,305.3 |
2,305.3 |
2,290.2 |
2,314.5 |
| PP |
2,288.7 |
2,288.7 |
2,288.7 |
2,293.3 |
| S1 |
2,270.3 |
2,270.3 |
2,283.8 |
2,279.5 |
| S2 |
2,253.7 |
2,253.7 |
2,280.6 |
|
| S3 |
2,218.7 |
2,235.3 |
2,277.4 |
|
| S4 |
2,183.7 |
2,200.3 |
2,267.8 |
|
|
| 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 |
2,272.0 |
115.0 |
5.0% |
44.6 |
2.0% |
13% |
False |
True |
832,474 |
| 10 |
2,387.0 |
2,242.0 |
145.0 |
6.3% |
47.1 |
2.1% |
31% |
False |
False |
585,097 |
| 20 |
2,387.0 |
2,162.0 |
225.0 |
9.8% |
54.1 |
2.4% |
56% |
False |
False |
766,595 |
| 40 |
2,392.0 |
2,059.0 |
333.0 |
14.6% |
59.8 |
2.6% |
68% |
False |
False |
410,496 |
| 60 |
2,503.0 |
2,059.0 |
444.0 |
19.4% |
65.7 |
2.9% |
51% |
False |
False |
277,106 |
| 80 |
2,503.0 |
1,927.0 |
576.0 |
25.2% |
66.8 |
2.9% |
63% |
False |
False |
209,030 |
| 100 |
2,503.0 |
1,927.0 |
576.0 |
25.2% |
68.3 |
3.0% |
63% |
False |
False |
170,906 |
| 120 |
2,754.0 |
1,927.0 |
827.0 |
36.2% |
71.8 |
3.1% |
44% |
False |
False |
142,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,455.8 |
|
2.618 |
2,398.6 |
|
1.618 |
2,363.6 |
|
1.000 |
2,342.0 |
|
0.618 |
2,328.6 |
|
HIGH |
2,307.0 |
|
0.618 |
2,293.6 |
|
0.500 |
2,289.5 |
|
0.382 |
2,285.4 |
|
LOW |
2,272.0 |
|
0.618 |
2,250.4 |
|
1.000 |
2,237.0 |
|
1.618 |
2,215.4 |
|
2.618 |
2,180.4 |
|
4.250 |
2,123.3 |
|
|
| Fisher Pivots for day following 09-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,289.5 |
2,312.0 |
| PP |
2,288.7 |
2,303.7 |
| S1 |
2,287.8 |
2,295.3 |
|