| Trading Metrics calculated at close of trading on 23-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1,310.00 |
1,307.50 |
-2.50 |
-0.2% |
1,285.25 |
| High |
1,311.75 |
1,318.25 |
6.50 |
0.5% |
1,311.75 |
| Low |
1,304.75 |
1,305.00 |
0.25 |
0.0% |
1,281.25 |
| Close |
1,310.75 |
1,311.00 |
0.25 |
0.0% |
1,310.75 |
| Range |
7.00 |
13.25 |
6.25 |
89.3% |
30.50 |
| ATR |
18.50 |
18.12 |
-0.37 |
-2.0% |
0.00 |
| Volume |
1,175,481 |
1,594,961 |
419,480 |
35.7% |
6,181,741 |
|
| Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,351.25 |
1,344.25 |
1,318.25 |
|
| R3 |
1,338.00 |
1,331.00 |
1,314.75 |
|
| R2 |
1,324.75 |
1,324.75 |
1,313.50 |
|
| R1 |
1,317.75 |
1,317.75 |
1,312.25 |
1,321.25 |
| PP |
1,311.50 |
1,311.50 |
1,311.50 |
1,313.00 |
| S1 |
1,304.50 |
1,304.50 |
1,309.75 |
1,308.00 |
| S2 |
1,298.25 |
1,298.25 |
1,308.50 |
|
| S3 |
1,285.00 |
1,291.25 |
1,307.25 |
|
| S4 |
1,271.75 |
1,278.00 |
1,303.75 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,392.75 |
1,382.25 |
1,327.50 |
|
| R3 |
1,362.25 |
1,351.75 |
1,319.25 |
|
| R2 |
1,331.75 |
1,331.75 |
1,316.25 |
|
| R1 |
1,321.25 |
1,321.25 |
1,313.50 |
1,326.50 |
| PP |
1,301.25 |
1,301.25 |
1,301.25 |
1,304.00 |
| S1 |
1,290.75 |
1,290.75 |
1,308.00 |
1,296.00 |
| S2 |
1,270.75 |
1,270.75 |
1,305.25 |
|
| S3 |
1,240.25 |
1,260.25 |
1,302.25 |
|
| S4 |
1,209.75 |
1,229.75 |
1,294.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,318.25 |
1,281.25 |
37.00 |
2.8% |
14.25 |
1.1% |
80% |
True |
False |
1,555,340 |
| 10 |
1,318.25 |
1,267.25 |
51.00 |
3.9% |
15.00 |
1.1% |
86% |
True |
False |
1,509,111 |
| 20 |
1,318.25 |
1,232.25 |
86.00 |
6.6% |
14.50 |
1.1% |
92% |
True |
False |
1,232,914 |
| 40 |
1,318.25 |
1,141.75 |
176.50 |
13.5% |
21.00 |
1.6% |
96% |
True |
False |
1,156,125 |
| 60 |
1,318.25 |
1,141.75 |
176.50 |
13.5% |
23.75 |
1.8% |
96% |
True |
False |
772,275 |
| 80 |
1,318.25 |
1,062.00 |
256.25 |
19.5% |
26.00 |
2.0% |
97% |
True |
False |
579,689 |
| 100 |
1,318.25 |
1,062.00 |
256.25 |
19.5% |
27.25 |
2.1% |
97% |
True |
False |
463,856 |
| 120 |
1,318.25 |
1,062.00 |
256.25 |
19.5% |
30.00 |
2.3% |
97% |
True |
False |
386,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,374.50 |
|
2.618 |
1,353.00 |
|
1.618 |
1,339.75 |
|
1.000 |
1,331.50 |
|
0.618 |
1,326.50 |
|
HIGH |
1,318.25 |
|
0.618 |
1,313.25 |
|
0.500 |
1,311.50 |
|
0.382 |
1,310.00 |
|
LOW |
1,305.00 |
|
0.618 |
1,296.75 |
|
1.000 |
1,291.75 |
|
1.618 |
1,283.50 |
|
2.618 |
1,270.25 |
|
4.250 |
1,248.75 |
|
|
| Fisher Pivots for day following 23-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,311.50 |
1,310.25 |
| PP |
1,311.50 |
1,309.50 |
| S1 |
1,311.25 |
1,308.75 |
|