| Trading Metrics calculated at close of trading on 11-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2012 |
11-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,346.50 |
2,363.25 |
16.75 |
0.7% |
2,312.50 |
| High |
2,378.25 |
2,373.25 |
-5.00 |
-0.2% |
2,358.75 |
| Low |
2,346.25 |
2,352.50 |
6.25 |
0.3% |
2,302.50 |
| Close |
2,363.50 |
2,367.00 |
3.50 |
0.1% |
2,352.25 |
| Range |
32.00 |
20.75 |
-11.25 |
-35.2% |
56.25 |
| ATR |
39.65 |
38.30 |
-1.35 |
-3.4% |
0.00 |
| Volume |
120,603 |
151,860 |
31,257 |
25.9% |
577,759 |
|
| Daily Pivots for day following 11-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,426.50 |
2,417.50 |
2,378.50 |
|
| R3 |
2,405.75 |
2,396.75 |
2,372.75 |
|
| R2 |
2,385.00 |
2,385.00 |
2,370.75 |
|
| R1 |
2,376.00 |
2,376.00 |
2,369.00 |
2,380.50 |
| PP |
2,364.25 |
2,364.25 |
2,364.25 |
2,366.50 |
| S1 |
2,355.25 |
2,355.25 |
2,365.00 |
2,359.75 |
| S2 |
2,343.50 |
2,343.50 |
2,363.25 |
|
| S3 |
2,322.75 |
2,334.50 |
2,361.25 |
|
| S4 |
2,302.00 |
2,313.75 |
2,355.50 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,506.50 |
2,485.75 |
2,383.25 |
|
| R3 |
2,450.25 |
2,429.50 |
2,367.75 |
|
| R2 |
2,394.00 |
2,394.00 |
2,362.50 |
|
| R1 |
2,373.25 |
2,373.25 |
2,357.50 |
2,383.50 |
| PP |
2,337.75 |
2,337.75 |
2,337.75 |
2,343.00 |
| S1 |
2,317.00 |
2,317.00 |
2,347.00 |
2,327.50 |
| S2 |
2,281.50 |
2,281.50 |
2,342.00 |
|
| S3 |
2,225.25 |
2,260.75 |
2,336.75 |
|
| S4 |
2,169.00 |
2,204.50 |
2,321.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,378.25 |
2,309.25 |
69.00 |
2.9% |
28.50 |
1.2% |
84% |
False |
False |
138,118 |
| 10 |
2,378.25 |
2,256.25 |
122.00 |
5.2% |
26.25 |
1.1% |
91% |
False |
False |
120,888 |
| 20 |
2,378.25 |
2,204.25 |
174.00 |
7.4% |
36.50 |
1.5% |
94% |
False |
False |
156,029 |
| 40 |
2,378.25 |
2,135.00 |
243.25 |
10.3% |
43.25 |
1.8% |
95% |
False |
False |
94,193 |
| 60 |
2,401.25 |
2,135.00 |
266.25 |
11.2% |
46.75 |
2.0% |
87% |
False |
False |
62,816 |
| 80 |
2,401.25 |
2,034.50 |
366.75 |
15.5% |
50.75 |
2.1% |
91% |
False |
False |
47,129 |
| 100 |
2,401.25 |
2,034.50 |
366.75 |
15.5% |
47.75 |
2.0% |
91% |
False |
False |
37,710 |
| 120 |
2,413.75 |
2,029.25 |
384.50 |
16.2% |
42.00 |
1.8% |
88% |
False |
False |
31,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,461.50 |
|
2.618 |
2,427.50 |
|
1.618 |
2,406.75 |
|
1.000 |
2,394.00 |
|
0.618 |
2,386.00 |
|
HIGH |
2,373.25 |
|
0.618 |
2,365.25 |
|
0.500 |
2,363.00 |
|
0.382 |
2,360.50 |
|
LOW |
2,352.50 |
|
0.618 |
2,339.75 |
|
1.000 |
2,331.75 |
|
1.618 |
2,319.00 |
|
2.618 |
2,298.25 |
|
4.250 |
2,264.25 |
|
|
| Fisher Pivots for day following 11-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,365.50 |
2,364.00 |
| PP |
2,364.25 |
2,361.25 |
| S1 |
2,363.00 |
2,358.50 |
|