| Trading Metrics calculated at close of trading on 13-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,342.0 |
2,357.0 |
15.0 |
0.6% |
2,277.0 |
| High |
2,379.0 |
2,368.0 |
-11.0 |
-0.5% |
2,379.0 |
| Low |
2,332.0 |
2,300.0 |
-32.0 |
-1.4% |
2,272.0 |
| Close |
2,351.0 |
2,333.0 |
-18.0 |
-0.8% |
2,333.0 |
| Range |
47.0 |
68.0 |
21.0 |
44.7% |
107.0 |
| ATR |
55.9 |
56.7 |
0.9 |
1.6% |
0.0 |
| Volume |
1,234,639 |
1,270,188 |
35,549 |
2.9% |
5,546,070 |
|
| Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,537.7 |
2,503.3 |
2,370.4 |
|
| R3 |
2,469.7 |
2,435.3 |
2,351.7 |
|
| R2 |
2,401.7 |
2,401.7 |
2,345.5 |
|
| R1 |
2,367.3 |
2,367.3 |
2,339.2 |
2,350.5 |
| PP |
2,333.7 |
2,333.7 |
2,333.7 |
2,325.3 |
| S1 |
2,299.3 |
2,299.3 |
2,326.8 |
2,282.5 |
| S2 |
2,265.7 |
2,265.7 |
2,320.5 |
|
| S3 |
2,197.7 |
2,231.3 |
2,314.3 |
|
| S4 |
2,129.7 |
2,163.3 |
2,295.6 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,649.0 |
2,598.0 |
2,391.9 |
|
| R3 |
2,542.0 |
2,491.0 |
2,362.4 |
|
| R2 |
2,435.0 |
2,435.0 |
2,352.6 |
|
| R1 |
2,384.0 |
2,384.0 |
2,342.8 |
2,409.5 |
| PP |
2,328.0 |
2,328.0 |
2,328.0 |
2,340.8 |
| S1 |
2,277.0 |
2,277.0 |
2,323.2 |
2,302.5 |
| S2 |
2,221.0 |
2,221.0 |
2,313.4 |
|
| S3 |
2,114.0 |
2,170.0 |
2,303.6 |
|
| S4 |
2,007.0 |
2,063.0 |
2,274.2 |
|
|
| 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% |
48.4 |
2.1% |
57% |
False |
False |
1,109,214 |
| 10 |
2,387.0 |
2,272.0 |
115.0 |
4.9% |
50.0 |
2.1% |
53% |
False |
False |
919,340 |
| 20 |
2,387.0 |
2,162.0 |
225.0 |
9.6% |
51.9 |
2.2% |
76% |
False |
False |
750,114 |
| 40 |
2,392.0 |
2,059.0 |
333.0 |
14.3% |
58.7 |
2.5% |
82% |
False |
False |
527,427 |
| 60 |
2,503.0 |
2,059.0 |
444.0 |
19.0% |
64.6 |
2.8% |
62% |
False |
False |
355,313 |
| 80 |
2,503.0 |
1,927.0 |
576.0 |
24.7% |
66.1 |
2.8% |
70% |
False |
False |
268,099 |
| 100 |
2,503.0 |
1,927.0 |
576.0 |
24.7% |
67.4 |
2.9% |
70% |
False |
False |
218,196 |
| 120 |
2,702.0 |
1,927.0 |
775.0 |
33.2% |
72.3 |
3.1% |
52% |
False |
False |
181,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,657.0 |
|
2.618 |
2,546.0 |
|
1.618 |
2,478.0 |
|
1.000 |
2,436.0 |
|
0.618 |
2,410.0 |
|
HIGH |
2,368.0 |
|
0.618 |
2,342.0 |
|
0.500 |
2,334.0 |
|
0.382 |
2,326.0 |
|
LOW |
2,300.0 |
|
0.618 |
2,258.0 |
|
1.000 |
2,232.0 |
|
1.618 |
2,190.0 |
|
2.618 |
2,122.0 |
|
4.250 |
2,011.0 |
|
|
| Fisher Pivots for day following 13-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,334.0 |
2,339.5 |
| PP |
2,333.7 |
2,337.3 |
| S1 |
2,333.3 |
2,335.2 |
|