| Trading Metrics calculated at close of trading on 20-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
12,506 |
12,594 |
88 |
0.7% |
12,350 |
| High |
12,589 |
12,668 |
79 |
0.6% |
12,668 |
| Low |
12,486 |
12,553 |
67 |
0.5% |
12,327 |
| Close |
12,587 |
12,654 |
67 |
0.5% |
12,654 |
| Range |
103 |
115 |
12 |
11.7% |
341 |
| ATR |
165 |
161 |
-4 |
-2.2% |
0 |
| Volume |
69,553 |
63,862 |
-5,691 |
-8.2% |
319,071 |
|
| Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,970 |
12,927 |
12,717 |
|
| R3 |
12,855 |
12,812 |
12,686 |
|
| R2 |
12,740 |
12,740 |
12,675 |
|
| R1 |
12,697 |
12,697 |
12,665 |
12,719 |
| PP |
12,625 |
12,625 |
12,625 |
12,636 |
| S1 |
12,582 |
12,582 |
12,644 |
12,604 |
| S2 |
12,510 |
12,510 |
12,633 |
|
| S3 |
12,395 |
12,467 |
12,623 |
|
| S4 |
12,280 |
12,352 |
12,591 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,573 |
13,454 |
12,842 |
|
| R3 |
13,232 |
13,113 |
12,748 |
|
| R2 |
12,891 |
12,891 |
12,717 |
|
| R1 |
12,772 |
12,772 |
12,685 |
12,832 |
| PP |
12,550 |
12,550 |
12,550 |
12,579 |
| S1 |
12,431 |
12,431 |
12,623 |
12,491 |
| S2 |
12,209 |
12,209 |
12,592 |
|
| S3 |
11,868 |
12,090 |
12,560 |
|
| S4 |
11,527 |
11,749 |
12,467 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,668 |
12,248 |
420 |
3.3% |
146 |
1.2% |
97% |
True |
False |
83,319 |
| 10 |
12,668 |
12,248 |
420 |
3.3% |
132 |
1.0% |
97% |
True |
False |
81,869 |
| 20 |
12,668 |
11,928 |
740 |
5.8% |
133 |
1.1% |
98% |
True |
False |
71,899 |
| 40 |
12,668 |
11,077 |
1,591 |
12.6% |
181 |
1.4% |
99% |
True |
False |
61,192 |
| 60 |
12,668 |
11,077 |
1,591 |
12.6% |
189 |
1.5% |
99% |
True |
False |
40,808 |
| 80 |
12,668 |
10,288 |
2,380 |
18.8% |
200 |
1.6% |
99% |
True |
False |
30,613 |
| 100 |
12,668 |
10,288 |
2,380 |
18.8% |
195 |
1.5% |
99% |
True |
False |
24,495 |
| 120 |
12,668 |
10,288 |
2,380 |
18.8% |
166 |
1.3% |
99% |
True |
False |
20,412 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,157 |
|
2.618 |
12,969 |
|
1.618 |
12,854 |
|
1.000 |
12,783 |
|
0.618 |
12,739 |
|
HIGH |
12,668 |
|
0.618 |
12,624 |
|
0.500 |
12,611 |
|
0.382 |
12,597 |
|
LOW |
12,553 |
|
0.618 |
12,482 |
|
1.000 |
12,438 |
|
1.618 |
12,367 |
|
2.618 |
12,252 |
|
4.250 |
12,064 |
|
|
| Fisher Pivots for day following 20-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
12,640 |
12,614 |
| PP |
12,625 |
12,573 |
| S1 |
12,611 |
12,533 |
|