| 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 |
1,286.00 |
1,288.25 |
2.25 |
0.2% |
1,274.75 |
| High |
1,289.50 |
1,297.50 |
8.00 |
0.6% |
1,282.25 |
| Low |
1,279.25 |
1,280.75 |
1.50 |
0.1% |
1,259.75 |
| Close |
1,288.25 |
1,291.75 |
3.50 |
0.3% |
1,274.25 |
| Range |
10.25 |
16.75 |
6.50 |
63.4% |
22.50 |
| ATR |
20.08 |
19.84 |
-0.24 |
-1.2% |
0.00 |
| Volume |
1,565,704 |
1,505,640 |
-60,064 |
-3.8% |
5,610,562 |
|
| Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,340.25 |
1,332.75 |
1,301.00 |
|
| R3 |
1,323.50 |
1,316.00 |
1,296.25 |
|
| R2 |
1,306.75 |
1,306.75 |
1,294.75 |
|
| R1 |
1,299.25 |
1,299.25 |
1,293.25 |
1,303.00 |
| PP |
1,290.00 |
1,290.00 |
1,290.00 |
1,292.00 |
| S1 |
1,282.50 |
1,282.50 |
1,290.25 |
1,286.25 |
| S2 |
1,273.25 |
1,273.25 |
1,288.75 |
|
| S3 |
1,256.50 |
1,265.75 |
1,287.25 |
|
| S4 |
1,239.75 |
1,249.00 |
1,282.50 |
|
|
| 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 |
1,297.50 |
1,266.75 |
30.75 |
2.4% |
14.00 |
1.1% |
81% |
True |
False |
1,396,923 |
| 10 |
1,297.50 |
1,243.75 |
53.75 |
4.2% |
13.50 |
1.0% |
89% |
True |
False |
1,228,068 |
| 20 |
1,297.50 |
1,195.50 |
102.00 |
7.9% |
17.25 |
1.3% |
94% |
True |
False |
1,340,882 |
| 40 |
1,297.50 |
1,141.75 |
155.75 |
12.1% |
22.50 |
1.8% |
96% |
True |
False |
918,512 |
| 60 |
1,297.50 |
1,141.75 |
155.75 |
12.1% |
25.25 |
2.0% |
96% |
True |
False |
613,307 |
| 80 |
1,297.50 |
1,062.00 |
235.50 |
18.2% |
27.75 |
2.2% |
98% |
True |
False |
460,396 |
| 100 |
1,297.50 |
1,062.00 |
235.50 |
18.2% |
28.50 |
2.2% |
98% |
True |
False |
368,356 |
| 120 |
1,328.25 |
1,062.00 |
266.25 |
20.6% |
30.25 |
2.3% |
86% |
False |
False |
306,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,368.75 |
|
2.618 |
1,341.25 |
|
1.618 |
1,324.50 |
|
1.000 |
1,314.25 |
|
0.618 |
1,307.75 |
|
HIGH |
1,297.50 |
|
0.618 |
1,291.00 |
|
0.500 |
1,289.00 |
|
0.382 |
1,287.25 |
|
LOW |
1,280.75 |
|
0.618 |
1,270.50 |
|
1.000 |
1,264.00 |
|
1.618 |
1,253.75 |
|
2.618 |
1,237.00 |
|
4.250 |
1,209.50 |
|
|
| Fisher Pivots for day following 12-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,291.00 |
1,289.75 |
| PP |
1,290.00 |
1,288.00 |
| S1 |
1,289.00 |
1,286.00 |
|