| 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 |
12,312 |
12,335 |
23 |
0.2% |
12,352 |
| High |
12,352 |
12,463 |
111 |
0.9% |
12,415 |
| Low |
12,252 |
12,327 |
75 |
0.6% |
12,219 |
| Close |
12,337 |
12,390 |
53 |
0.4% |
12,309 |
| Range |
100 |
136 |
36 |
36.0% |
196 |
| ATR |
183 |
179 |
-3 |
-1.8% |
0 |
| Volume |
78,455 |
76,133 |
-2,322 |
-3.0% |
331,876 |
|
| Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,801 |
12,732 |
12,465 |
|
| R3 |
12,665 |
12,596 |
12,428 |
|
| R2 |
12,529 |
12,529 |
12,415 |
|
| R1 |
12,460 |
12,460 |
12,403 |
12,495 |
| PP |
12,393 |
12,393 |
12,393 |
12,411 |
| S1 |
12,324 |
12,324 |
12,378 |
12,359 |
| S2 |
12,257 |
12,257 |
12,365 |
|
| S3 |
12,121 |
12,188 |
12,353 |
|
| S4 |
11,985 |
12,052 |
12,315 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,902 |
12,802 |
12,417 |
|
| R3 |
12,706 |
12,606 |
12,363 |
|
| R2 |
12,510 |
12,510 |
12,345 |
|
| R1 |
12,410 |
12,410 |
12,327 |
12,362 |
| PP |
12,314 |
12,314 |
12,314 |
12,291 |
| S1 |
12,214 |
12,214 |
12,291 |
12,166 |
| S2 |
12,118 |
12,118 |
12,273 |
|
| S3 |
11,922 |
12,018 |
12,255 |
|
| S4 |
11,726 |
11,822 |
12,201 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,463 |
12,219 |
244 |
2.0% |
124 |
1.0% |
70% |
True |
False |
82,073 |
| 10 |
12,463 |
12,069 |
394 |
3.2% |
124 |
1.0% |
81% |
True |
False |
65,869 |
| 20 |
12,463 |
11,661 |
802 |
6.5% |
170 |
1.4% |
91% |
True |
False |
83,532 |
| 40 |
12,463 |
11,077 |
1,386 |
11.2% |
196 |
1.6% |
95% |
True |
False |
46,696 |
| 60 |
12,463 |
11,077 |
1,386 |
11.2% |
199 |
1.6% |
95% |
True |
False |
31,137 |
| 80 |
12,463 |
10,288 |
2,175 |
17.6% |
215 |
1.7% |
97% |
True |
False |
23,363 |
| 100 |
12,463 |
10,288 |
2,175 |
17.6% |
185 |
1.5% |
97% |
True |
False |
18,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,041 |
|
2.618 |
12,819 |
|
1.618 |
12,683 |
|
1.000 |
12,599 |
|
0.618 |
12,547 |
|
HIGH |
12,463 |
|
0.618 |
12,411 |
|
0.500 |
12,395 |
|
0.382 |
12,379 |
|
LOW |
12,327 |
|
0.618 |
12,243 |
|
1.000 |
12,191 |
|
1.618 |
12,107 |
|
2.618 |
11,971 |
|
4.250 |
11,749 |
|
|
| Fisher Pivots for day following 10-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
12,395 |
12,379 |
| PP |
12,393 |
12,368 |
| S1 |
12,392 |
12,358 |
|