| 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 |
12,416 |
12,506 |
90 |
0.7% |
12,312 |
| High |
12,529 |
12,589 |
60 |
0.5% |
12,465 |
| Low |
12,397 |
12,486 |
89 |
0.7% |
12,248 |
| Close |
12,504 |
12,587 |
83 |
0.7% |
12,390 |
| Range |
132 |
103 |
-29 |
-22.0% |
217 |
| ATR |
169 |
165 |
-5 |
-2.8% |
0 |
| Volume |
84,854 |
69,553 |
-15,301 |
-18.0% |
415,831 |
|
| Daily Pivots for day following 19-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,863 |
12,828 |
12,644 |
|
| R3 |
12,760 |
12,725 |
12,615 |
|
| R2 |
12,657 |
12,657 |
12,606 |
|
| R1 |
12,622 |
12,622 |
12,597 |
12,640 |
| PP |
12,554 |
12,554 |
12,554 |
12,563 |
| S1 |
12,519 |
12,519 |
12,578 |
12,537 |
| S2 |
12,451 |
12,451 |
12,568 |
|
| S3 |
12,348 |
12,416 |
12,559 |
|
| S4 |
12,245 |
12,313 |
12,530 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,019 |
12,921 |
12,509 |
|
| R3 |
12,802 |
12,704 |
12,450 |
|
| R2 |
12,585 |
12,585 |
12,430 |
|
| R1 |
12,487 |
12,487 |
12,410 |
12,536 |
| PP |
12,368 |
12,368 |
12,368 |
12,392 |
| S1 |
12,270 |
12,270 |
12,370 |
12,319 |
| S2 |
12,151 |
12,151 |
12,350 |
|
| S3 |
11,934 |
12,053 |
12,330 |
|
| S4 |
11,717 |
11,836 |
12,271 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,589 |
12,248 |
341 |
2.7% |
151 |
1.2% |
99% |
True |
False |
87,143 |
| 10 |
12,589 |
12,219 |
370 |
2.9% |
135 |
1.1% |
99% |
True |
False |
84,947 |
| 20 |
12,589 |
11,693 |
896 |
7.1% |
145 |
1.2% |
100% |
True |
False |
74,159 |
| 40 |
12,589 |
11,077 |
1,512 |
12.0% |
185 |
1.5% |
100% |
True |
False |
59,602 |
| 60 |
12,589 |
11,077 |
1,512 |
12.0% |
190 |
1.5% |
100% |
True |
False |
39,744 |
| 80 |
12,589 |
10,288 |
2,301 |
18.3% |
204 |
1.6% |
100% |
True |
False |
29,816 |
| 100 |
12,589 |
10,288 |
2,301 |
18.3% |
194 |
1.5% |
100% |
True |
False |
23,856 |
| 120 |
12,589 |
10,288 |
2,301 |
18.3% |
165 |
1.3% |
100% |
True |
False |
19,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,027 |
|
2.618 |
12,859 |
|
1.618 |
12,756 |
|
1.000 |
12,692 |
|
0.618 |
12,653 |
|
HIGH |
12,589 |
|
0.618 |
12,550 |
|
0.500 |
12,538 |
|
0.382 |
12,525 |
|
LOW |
12,486 |
|
0.618 |
12,422 |
|
1.000 |
12,383 |
|
1.618 |
12,319 |
|
2.618 |
12,216 |
|
4.250 |
12,048 |
|
|
| Fisher Pivots for day following 19-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
12,571 |
12,544 |
| PP |
12,554 |
12,501 |
| S1 |
12,538 |
12,458 |
|