| Trading Metrics calculated at close of trading on 05-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1,272.00 |
1,273.25 |
1.25 |
0.1% |
1,260.50 |
| High |
1,273.75 |
1,278.00 |
4.25 |
0.3% |
1,264.50 |
| Low |
1,262.75 |
1,259.75 |
-3.00 |
-0.2% |
1,243.00 |
| Close |
1,273.00 |
1,273.00 |
0.00 |
0.0% |
1,252.50 |
| Range |
11.00 |
18.25 |
7.25 |
65.9% |
21.50 |
| ATR |
22.72 |
22.40 |
-0.32 |
-1.4% |
0.00 |
| Volume |
1,417,634 |
1,538,678 |
121,044 |
8.5% |
2,349,782 |
|
| Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,325.00 |
1,317.25 |
1,283.00 |
|
| R3 |
1,306.75 |
1,299.00 |
1,278.00 |
|
| R2 |
1,288.50 |
1,288.50 |
1,276.25 |
|
| R1 |
1,280.75 |
1,280.75 |
1,274.75 |
1,275.50 |
| PP |
1,270.25 |
1,270.25 |
1,270.25 |
1,267.50 |
| S1 |
1,262.50 |
1,262.50 |
1,271.25 |
1,257.25 |
| S2 |
1,252.00 |
1,252.00 |
1,269.75 |
|
| S3 |
1,233.75 |
1,244.25 |
1,268.00 |
|
| S4 |
1,215.50 |
1,226.00 |
1,263.00 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,317.75 |
1,306.75 |
1,264.25 |
|
| R3 |
1,296.25 |
1,285.25 |
1,258.50 |
|
| R2 |
1,274.75 |
1,274.75 |
1,256.50 |
|
| R1 |
1,263.75 |
1,263.75 |
1,254.50 |
1,258.50 |
| PP |
1,253.25 |
1,253.25 |
1,253.25 |
1,250.75 |
| S1 |
1,242.25 |
1,242.25 |
1,250.50 |
1,237.00 |
| S2 |
1,231.75 |
1,231.75 |
1,248.50 |
|
| S3 |
1,210.25 |
1,220.75 |
1,246.50 |
|
| S4 |
1,188.75 |
1,199.25 |
1,240.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,280.00 |
1,243.75 |
36.25 |
2.8% |
12.75 |
1.0% |
81% |
False |
False |
1,059,214 |
| 10 |
1,280.00 |
1,223.00 |
57.00 |
4.5% |
15.00 |
1.2% |
88% |
False |
False |
977,288 |
| 20 |
1,280.00 |
1,195.50 |
84.50 |
6.6% |
22.00 |
1.7% |
92% |
False |
False |
1,474,059 |
| 40 |
1,280.00 |
1,141.75 |
138.25 |
10.9% |
24.75 |
2.0% |
95% |
False |
False |
744,412 |
| 60 |
1,283.00 |
1,141.75 |
141.25 |
11.1% |
26.25 |
2.1% |
93% |
False |
False |
497,035 |
| 80 |
1,283.00 |
1,062.00 |
221.00 |
17.4% |
28.75 |
2.3% |
95% |
False |
False |
373,114 |
| 100 |
1,283.00 |
1,062.00 |
221.00 |
17.4% |
29.00 |
2.3% |
95% |
False |
False |
298,516 |
| 120 |
1,335.75 |
1,062.00 |
273.75 |
21.5% |
30.50 |
2.4% |
77% |
False |
False |
248,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,355.50 |
|
2.618 |
1,325.75 |
|
1.618 |
1,307.50 |
|
1.000 |
1,296.25 |
|
0.618 |
1,289.25 |
|
HIGH |
1,278.00 |
|
0.618 |
1,271.00 |
|
0.500 |
1,269.00 |
|
0.382 |
1,266.75 |
|
LOW |
1,259.75 |
|
0.618 |
1,248.50 |
|
1.000 |
1,241.50 |
|
1.618 |
1,230.25 |
|
2.618 |
1,212.00 |
|
4.250 |
1,182.25 |
|
|
| Fisher Pivots for day following 05-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,271.50 |
1,272.00 |
| PP |
1,270.25 |
1,271.00 |
| S1 |
1,269.00 |
1,270.00 |
|