| Trading Metrics calculated at close of trading on 17-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,357.0 |
2,378.0 |
21.0 |
0.9% |
2,277.0 |
| High |
2,368.0 |
2,408.0 |
40.0 |
1.7% |
2,379.0 |
| Low |
2,300.0 |
2,372.0 |
72.0 |
3.1% |
2,272.0 |
| Close |
2,333.0 |
2,388.0 |
55.0 |
2.4% |
2,333.0 |
| Range |
68.0 |
36.0 |
-32.0 |
-47.1% |
107.0 |
| ATR |
56.7 |
58.0 |
1.3 |
2.3% |
0.0 |
| Volume |
1,270,188 |
1,135,079 |
-135,109 |
-10.6% |
5,546,070 |
|
| Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,497.3 |
2,478.7 |
2,407.8 |
|
| R3 |
2,461.3 |
2,442.7 |
2,397.9 |
|
| R2 |
2,425.3 |
2,425.3 |
2,394.6 |
|
| R1 |
2,406.7 |
2,406.7 |
2,391.3 |
2,416.0 |
| PP |
2,389.3 |
2,389.3 |
2,389.3 |
2,394.0 |
| S1 |
2,370.7 |
2,370.7 |
2,384.7 |
2,380.0 |
| S2 |
2,353.3 |
2,353.3 |
2,381.4 |
|
| S3 |
2,317.3 |
2,334.7 |
2,378.1 |
|
| S4 |
2,281.3 |
2,298.7 |
2,368.2 |
|
|
| 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 |
2,408.0 |
2,298.0 |
110.0 |
4.6% |
48.6 |
2.0% |
82% |
True |
False |
1,173,856 |
| 10 |
2,408.0 |
2,272.0 |
136.0 |
5.7% |
46.6 |
2.0% |
85% |
True |
False |
1,003,165 |
| 20 |
2,408.0 |
2,162.0 |
246.0 |
10.3% |
50.7 |
2.1% |
92% |
True |
False |
742,949 |
| 40 |
2,408.0 |
2,059.0 |
349.0 |
14.6% |
58.6 |
2.5% |
94% |
True |
False |
555,600 |
| 60 |
2,503.0 |
2,059.0 |
444.0 |
18.6% |
64.2 |
2.7% |
74% |
False |
False |
374,215 |
| 80 |
2,503.0 |
1,965.0 |
538.0 |
22.5% |
65.4 |
2.7% |
79% |
False |
False |
282,279 |
| 100 |
2,503.0 |
1,927.0 |
576.0 |
24.1% |
67.0 |
2.8% |
80% |
False |
False |
229,532 |
| 120 |
2,702.0 |
1,927.0 |
775.0 |
32.5% |
72.2 |
3.0% |
59% |
False |
False |
191,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,561.0 |
|
2.618 |
2,502.2 |
|
1.618 |
2,466.2 |
|
1.000 |
2,444.0 |
|
0.618 |
2,430.2 |
|
HIGH |
2,408.0 |
|
0.618 |
2,394.2 |
|
0.500 |
2,390.0 |
|
0.382 |
2,385.8 |
|
LOW |
2,372.0 |
|
0.618 |
2,349.8 |
|
1.000 |
2,336.0 |
|
1.618 |
2,313.8 |
|
2.618 |
2,277.8 |
|
4.250 |
2,219.0 |
|
|
| Fisher Pivots for day following 17-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,390.0 |
2,376.7 |
| PP |
2,389.3 |
2,365.3 |
| S1 |
2,388.7 |
2,354.0 |
|