| Trading Metrics calculated at close of trading on 26-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1,311.25 |
1,320.75 |
9.50 |
0.7% |
1,285.25 |
| High |
1,324.75 |
1,329.75 |
5.00 |
0.4% |
1,311.75 |
| Low |
1,303.00 |
1,309.25 |
6.25 |
0.5% |
1,281.25 |
| Close |
1,320.25 |
1,315.25 |
-5.00 |
-0.4% |
1,310.75 |
| Range |
21.75 |
20.50 |
-1.25 |
-5.7% |
30.50 |
| ATR |
17.86 |
18.05 |
0.19 |
1.1% |
0.00 |
| Volume |
1,968,562 |
2,001,696 |
33,134 |
1.7% |
6,181,741 |
|
| Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,379.50 |
1,368.00 |
1,326.50 |
|
| R3 |
1,359.00 |
1,347.50 |
1,321.00 |
|
| R2 |
1,338.50 |
1,338.50 |
1,319.00 |
|
| R1 |
1,327.00 |
1,327.00 |
1,317.25 |
1,322.50 |
| PP |
1,318.00 |
1,318.00 |
1,318.00 |
1,316.00 |
| S1 |
1,306.50 |
1,306.50 |
1,313.25 |
1,302.00 |
| S2 |
1,297.50 |
1,297.50 |
1,311.50 |
|
| S3 |
1,277.00 |
1,286.00 |
1,309.50 |
|
| S4 |
1,256.50 |
1,265.50 |
1,304.00 |
|
|
| 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 |
1,329.75 |
1,301.50 |
28.25 |
2.1% |
14.50 |
1.1% |
49% |
True |
False |
1,641,931 |
| 10 |
1,329.75 |
1,272.75 |
57.00 |
4.3% |
16.25 |
1.2% |
75% |
True |
False |
1,649,623 |
| 20 |
1,329.75 |
1,243.00 |
86.75 |
6.6% |
15.00 |
1.1% |
83% |
True |
False |
1,404,499 |
| 40 |
1,329.75 |
1,177.25 |
152.50 |
11.6% |
20.25 |
1.5% |
90% |
True |
False |
1,291,537 |
| 60 |
1,329.75 |
1,141.75 |
188.00 |
14.3% |
23.25 |
1.8% |
92% |
True |
False |
862,785 |
| 80 |
1,329.75 |
1,062.00 |
267.75 |
20.4% |
25.25 |
1.9% |
95% |
True |
False |
647,628 |
| 100 |
1,329.75 |
1,062.00 |
267.75 |
20.4% |
27.00 |
2.1% |
95% |
True |
False |
518,247 |
| 120 |
1,329.75 |
1,062.00 |
267.75 |
20.4% |
29.50 |
2.2% |
95% |
True |
False |
431,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,417.00 |
|
2.618 |
1,383.50 |
|
1.618 |
1,363.00 |
|
1.000 |
1,350.25 |
|
0.618 |
1,342.50 |
|
HIGH |
1,329.75 |
|
0.618 |
1,322.00 |
|
0.500 |
1,319.50 |
|
0.382 |
1,317.00 |
|
LOW |
1,309.25 |
|
0.618 |
1,296.50 |
|
1.000 |
1,288.75 |
|
1.618 |
1,276.00 |
|
2.618 |
1,255.50 |
|
4.250 |
1,222.00 |
|
|
| Fisher Pivots for day following 26-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,319.50 |
1,315.50 |
| PP |
1,318.00 |
1,315.50 |
| S1 |
1,316.75 |
1,315.50 |
|