| Trading Metrics calculated at close of trading on 10-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2012 |
10-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1,274.75 |
1,275.00 |
0.25 |
0.0% |
1,274.75 |
| High |
1,277.75 |
1,292.00 |
14.25 |
1.1% |
1,282.25 |
| Low |
1,267.25 |
1,274.50 |
7.25 |
0.6% |
1,259.75 |
| Close |
1,275.50 |
1,286.00 |
10.50 |
0.8% |
1,274.25 |
| Range |
10.50 |
17.50 |
7.00 |
66.7% |
22.50 |
| ATR |
21.09 |
20.83 |
-0.26 |
-1.2% |
0.00 |
| Volume |
1,217,578 |
1,250,815 |
33,237 |
2.7% |
5,610,562 |
|
| Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,336.75 |
1,328.75 |
1,295.50 |
|
| R3 |
1,319.25 |
1,311.25 |
1,290.75 |
|
| R2 |
1,301.75 |
1,301.75 |
1,289.25 |
|
| R1 |
1,293.75 |
1,293.75 |
1,287.50 |
1,297.75 |
| PP |
1,284.25 |
1,284.25 |
1,284.25 |
1,286.00 |
| S1 |
1,276.25 |
1,276.25 |
1,284.50 |
1,280.25 |
| S2 |
1,266.75 |
1,266.75 |
1,282.75 |
|
| S3 |
1,249.25 |
1,258.75 |
1,281.25 |
|
| S4 |
1,231.75 |
1,241.25 |
1,276.50 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,339.50 |
1,329.50 |
1,286.50 |
|
| R3 |
1,317.00 |
1,307.00 |
1,280.50 |
|
| R2 |
1,294.50 |
1,294.50 |
1,278.50 |
|
| R1 |
1,284.50 |
1,284.50 |
1,276.25 |
1,278.25 |
| PP |
1,272.00 |
1,272.00 |
1,272.00 |
1,269.00 |
| S1 |
1,262.00 |
1,262.00 |
1,272.25 |
1,255.75 |
| S2 |
1,249.50 |
1,249.50 |
1,270.00 |
|
| S3 |
1,227.00 |
1,239.50 |
1,268.00 |
|
| S4 |
1,204.50 |
1,217.00 |
1,262.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,292.00 |
1,259.75 |
32.25 |
2.5% |
14.50 |
1.1% |
81% |
True |
False |
1,373,916 |
| 10 |
1,292.00 |
1,243.00 |
49.00 |
3.8% |
13.75 |
1.1% |
88% |
True |
False |
1,042,873 |
| 20 |
1,292.00 |
1,195.50 |
96.50 |
7.5% |
19.25 |
1.5% |
94% |
True |
False |
1,471,304 |
| 40 |
1,292.00 |
1,141.75 |
150.25 |
11.7% |
23.50 |
1.8% |
96% |
True |
False |
841,995 |
| 60 |
1,292.00 |
1,141.75 |
150.25 |
11.7% |
26.00 |
2.0% |
96% |
True |
False |
562,194 |
| 80 |
1,292.00 |
1,062.00 |
230.00 |
17.9% |
28.00 |
2.2% |
97% |
True |
False |
422,014 |
| 100 |
1,292.00 |
1,062.00 |
230.00 |
17.9% |
29.00 |
2.3% |
97% |
True |
False |
337,648 |
| 120 |
1,335.75 |
1,062.00 |
273.75 |
21.3% |
30.50 |
2.4% |
82% |
False |
False |
281,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,366.50 |
|
2.618 |
1,337.75 |
|
1.618 |
1,320.25 |
|
1.000 |
1,309.50 |
|
0.618 |
1,302.75 |
|
HIGH |
1,292.00 |
|
0.618 |
1,285.25 |
|
0.500 |
1,283.25 |
|
0.382 |
1,281.25 |
|
LOW |
1,274.50 |
|
0.618 |
1,263.75 |
|
1.000 |
1,257.00 |
|
1.618 |
1,246.25 |
|
2.618 |
1,228.75 |
|
4.250 |
1,200.00 |
|
|
| Fisher Pivots for day following 10-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,285.00 |
1,283.75 |
| PP |
1,284.25 |
1,281.50 |
| S1 |
1,283.25 |
1,279.50 |
|