| Trading Metrics calculated at close of trading on 12-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2012 |
12-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,334.0 |
2,342.0 |
8.0 |
0.3% |
2,296.0 |
| High |
2,356.0 |
2,379.0 |
23.0 |
1.0% |
2,387.0 |
| Low |
2,317.0 |
2,332.0 |
15.0 |
0.6% |
2,279.0 |
| Close |
2,346.0 |
2,351.0 |
5.0 |
0.2% |
2,290.0 |
| Range |
39.0 |
47.0 |
8.0 |
20.5% |
108.0 |
| ATR |
56.6 |
55.9 |
-0.7 |
-1.2% |
0.0 |
| Volume |
1,058,883 |
1,234,639 |
175,756 |
16.6% |
3,647,331 |
|
| Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,495.0 |
2,470.0 |
2,376.9 |
|
| R3 |
2,448.0 |
2,423.0 |
2,363.9 |
|
| R2 |
2,401.0 |
2,401.0 |
2,359.6 |
|
| R1 |
2,376.0 |
2,376.0 |
2,355.3 |
2,388.5 |
| PP |
2,354.0 |
2,354.0 |
2,354.0 |
2,360.3 |
| S1 |
2,329.0 |
2,329.0 |
2,346.7 |
2,341.5 |
| S2 |
2,307.0 |
2,307.0 |
2,342.4 |
|
| S3 |
2,260.0 |
2,282.0 |
2,338.1 |
|
| S4 |
2,213.0 |
2,235.0 |
2,325.2 |
|
|
| 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 |
2,379.0 |
2,272.0 |
107.0 |
4.6% |
46.4 |
2.0% |
74% |
True |
False |
1,021,820 |
| 10 |
2,387.0 |
2,272.0 |
115.0 |
4.9% |
46.6 |
2.0% |
69% |
False |
False |
827,045 |
| 20 |
2,387.0 |
2,162.0 |
225.0 |
9.6% |
51.0 |
2.2% |
84% |
False |
False |
752,851 |
| 40 |
2,392.0 |
2,059.0 |
333.0 |
14.2% |
58.4 |
2.5% |
88% |
False |
False |
495,794 |
| 60 |
2,503.0 |
2,059.0 |
444.0 |
18.9% |
64.3 |
2.7% |
66% |
False |
False |
334,155 |
| 80 |
2,503.0 |
1,927.0 |
576.0 |
24.5% |
66.3 |
2.8% |
74% |
False |
False |
252,259 |
| 100 |
2,503.0 |
1,927.0 |
576.0 |
24.5% |
67.5 |
2.9% |
74% |
False |
False |
205,510 |
| 120 |
2,702.0 |
1,927.0 |
775.0 |
33.0% |
72.0 |
3.1% |
55% |
False |
False |
171,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,578.8 |
|
2.618 |
2,502.0 |
|
1.618 |
2,455.0 |
|
1.000 |
2,426.0 |
|
0.618 |
2,408.0 |
|
HIGH |
2,379.0 |
|
0.618 |
2,361.0 |
|
0.500 |
2,355.5 |
|
0.382 |
2,350.0 |
|
LOW |
2,332.0 |
|
0.618 |
2,303.0 |
|
1.000 |
2,285.0 |
|
1.618 |
2,256.0 |
|
2.618 |
2,209.0 |
|
4.250 |
2,132.3 |
|
|
| Fisher Pivots for day following 12-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,355.5 |
2,346.8 |
| PP |
2,354.0 |
2,342.7 |
| S1 |
2,352.5 |
2,338.5 |
|