| Trading Metrics calculated at close of trading on 05-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,316.25 |
2,329.00 |
12.75 |
0.6% |
2,280.00 |
| High |
2,329.50 |
2,347.50 |
18.00 |
0.8% |
2,296.50 |
| Low |
2,302.50 |
2,309.25 |
6.75 |
0.3% |
2,256.25 |
| Close |
2,328.75 |
2,339.50 |
10.75 |
0.5% |
2,274.50 |
| Range |
27.00 |
38.25 |
11.25 |
41.7% |
40.25 |
| ATR |
42.91 |
42.58 |
-0.33 |
-0.8% |
0.00 |
| Volume |
142,882 |
155,149 |
12,267 |
8.6% |
291,601 |
|
| Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,446.75 |
2,431.50 |
2,360.50 |
|
| R3 |
2,408.50 |
2,393.25 |
2,350.00 |
|
| R2 |
2,370.25 |
2,370.25 |
2,346.50 |
|
| R1 |
2,355.00 |
2,355.00 |
2,343.00 |
2,362.50 |
| PP |
2,332.00 |
2,332.00 |
2,332.00 |
2,336.00 |
| S1 |
2,316.75 |
2,316.75 |
2,336.00 |
2,324.50 |
| S2 |
2,293.75 |
2,293.75 |
2,332.50 |
|
| S3 |
2,255.50 |
2,278.50 |
2,329.00 |
|
| S4 |
2,217.25 |
2,240.25 |
2,318.50 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,396.50 |
2,375.75 |
2,296.75 |
|
| R3 |
2,356.25 |
2,335.50 |
2,285.50 |
|
| R2 |
2,316.00 |
2,316.00 |
2,282.00 |
|
| R1 |
2,295.25 |
2,295.25 |
2,278.25 |
2,285.50 |
| PP |
2,275.75 |
2,275.75 |
2,275.75 |
2,271.00 |
| S1 |
2,255.00 |
2,255.00 |
2,270.75 |
2,245.25 |
| S2 |
2,235.50 |
2,235.50 |
2,267.00 |
|
| S3 |
2,195.25 |
2,214.75 |
2,263.50 |
|
| S4 |
2,155.00 |
2,174.50 |
2,252.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,347.50 |
2,258.25 |
89.25 |
3.8% |
24.50 |
1.0% |
91% |
True |
False |
114,863 |
| 10 |
2,347.50 |
2,217.75 |
129.75 |
5.5% |
30.75 |
1.3% |
94% |
True |
False |
110,742 |
| 20 |
2,347.50 |
2,204.25 |
143.25 |
6.1% |
42.50 |
1.8% |
94% |
True |
False |
161,126 |
| 40 |
2,394.25 |
2,135.00 |
259.25 |
11.1% |
46.50 |
2.0% |
79% |
False |
False |
80,816 |
| 60 |
2,401.25 |
2,135.00 |
266.25 |
11.4% |
47.50 |
2.0% |
77% |
False |
False |
53,896 |
| 80 |
2,401.25 |
2,034.50 |
366.75 |
15.7% |
51.00 |
2.2% |
83% |
False |
False |
40,443 |
| 100 |
2,401.25 |
2,034.50 |
366.75 |
15.7% |
47.25 |
2.0% |
83% |
False |
False |
32,355 |
| 120 |
2,413.75 |
2,029.25 |
384.50 |
16.4% |
41.00 |
1.8% |
81% |
False |
False |
26,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,510.00 |
|
2.618 |
2,447.75 |
|
1.618 |
2,409.50 |
|
1.000 |
2,385.75 |
|
0.618 |
2,371.25 |
|
HIGH |
2,347.50 |
|
0.618 |
2,333.00 |
|
0.500 |
2,328.50 |
|
0.382 |
2,323.75 |
|
LOW |
2,309.25 |
|
0.618 |
2,285.50 |
|
1.000 |
2,271.00 |
|
1.618 |
2,247.25 |
|
2.618 |
2,209.00 |
|
4.250 |
2,146.75 |
|
|
| Fisher Pivots for day following 05-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,335.75 |
2,334.75 |
| PP |
2,332.00 |
2,329.75 |
| S1 |
2,328.50 |
2,325.00 |
|