| Trading Metrics calculated at close of trading on 19-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2012 |
19-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1,289.00 |
1,302.75 |
13.75 |
1.1% |
1,274.75 |
| High |
1,304.25 |
1,311.50 |
7.25 |
0.6% |
1,297.50 |
| Low |
1,286.50 |
1,299.25 |
12.75 |
1.0% |
1,267.25 |
| Close |
1,302.25 |
1,310.50 |
8.25 |
0.6% |
1,289.00 |
| Range |
17.75 |
12.25 |
-5.50 |
-31.0% |
30.25 |
| ATR |
19.93 |
19.38 |
-0.55 |
-2.8% |
0.00 |
| Volume |
1,660,756 |
1,508,684 |
-152,072 |
-9.2% |
7,314,415 |
|
| Daily Pivots for day following 19-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,343.75 |
1,339.50 |
1,317.25 |
|
| R3 |
1,331.50 |
1,327.25 |
1,313.75 |
|
| R2 |
1,319.25 |
1,319.25 |
1,312.75 |
|
| R1 |
1,315.00 |
1,315.00 |
1,311.50 |
1,317.00 |
| PP |
1,307.00 |
1,307.00 |
1,307.00 |
1,308.25 |
| S1 |
1,302.75 |
1,302.75 |
1,309.50 |
1,305.00 |
| S2 |
1,294.75 |
1,294.75 |
1,308.25 |
|
| S3 |
1,282.50 |
1,290.50 |
1,307.25 |
|
| S4 |
1,270.25 |
1,278.25 |
1,303.75 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,375.25 |
1,362.50 |
1,305.75 |
|
| R3 |
1,345.00 |
1,332.25 |
1,297.25 |
|
| R2 |
1,314.75 |
1,314.75 |
1,294.50 |
|
| R1 |
1,302.00 |
1,302.00 |
1,291.75 |
1,308.50 |
| PP |
1,284.50 |
1,284.50 |
1,284.50 |
1,287.75 |
| S1 |
1,271.75 |
1,271.75 |
1,286.25 |
1,278.00 |
| S2 |
1,254.25 |
1,254.25 |
1,283.50 |
|
| S3 |
1,224.00 |
1,241.50 |
1,280.75 |
|
| S4 |
1,193.75 |
1,211.25 |
1,272.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,311.50 |
1,272.75 |
38.75 |
3.0% |
18.00 |
1.4% |
97% |
True |
False |
1,657,315 |
| 10 |
1,311.50 |
1,259.75 |
51.75 |
3.9% |
16.25 |
1.2% |
98% |
True |
False |
1,530,423 |
| 20 |
1,311.50 |
1,198.75 |
112.75 |
8.6% |
16.50 |
1.3% |
99% |
True |
False |
1,268,209 |
| 40 |
1,311.50 |
1,141.75 |
169.75 |
13.0% |
21.75 |
1.7% |
99% |
True |
False |
1,087,240 |
| 60 |
1,311.50 |
1,141.75 |
169.75 |
13.0% |
24.50 |
1.9% |
99% |
True |
False |
726,138 |
| 80 |
1,311.50 |
1,062.00 |
249.50 |
19.0% |
26.75 |
2.0% |
100% |
True |
False |
545,105 |
| 100 |
1,311.50 |
1,062.00 |
249.50 |
19.0% |
28.00 |
2.1% |
100% |
True |
False |
436,154 |
| 120 |
1,311.50 |
1,062.00 |
249.50 |
19.0% |
30.25 |
2.3% |
100% |
True |
False |
363,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,363.50 |
|
2.618 |
1,343.50 |
|
1.618 |
1,331.25 |
|
1.000 |
1,323.75 |
|
0.618 |
1,319.00 |
|
HIGH |
1,311.50 |
|
0.618 |
1,306.75 |
|
0.500 |
1,305.50 |
|
0.382 |
1,304.00 |
|
LOW |
1,299.25 |
|
0.618 |
1,291.75 |
|
1.000 |
1,287.00 |
|
1.618 |
1,279.50 |
|
2.618 |
1,267.25 |
|
4.250 |
1,247.25 |
|
|
| Fisher Pivots for day following 19-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,308.75 |
1,305.75 |
| PP |
1,307.00 |
1,301.00 |
| S1 |
1,305.50 |
1,296.50 |
|