| Trading Metrics calculated at close of trading on 17-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,378.00 |
2,367.25 |
-10.75 |
-0.5% |
2,353.25 |
| High |
2,386.75 |
2,401.00 |
14.25 |
0.6% |
2,386.75 |
| Low |
2,348.50 |
2,361.50 |
13.00 |
0.6% |
2,338.50 |
| Close |
2,373.50 |
2,389.75 |
16.25 |
0.7% |
2,373.50 |
| Range |
38.25 |
39.50 |
1.25 |
3.3% |
48.25 |
| ATR |
37.57 |
37.70 |
0.14 |
0.4% |
0.00 |
| Volume |
169,957 |
190,236 |
20,279 |
11.9% |
707,996 |
|
| Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,502.50 |
2,485.75 |
2,411.50 |
|
| R3 |
2,463.00 |
2,446.25 |
2,400.50 |
|
| R2 |
2,423.50 |
2,423.50 |
2,397.00 |
|
| R1 |
2,406.75 |
2,406.75 |
2,393.25 |
2,415.00 |
| PP |
2,384.00 |
2,384.00 |
2,384.00 |
2,388.25 |
| S1 |
2,367.25 |
2,367.25 |
2,386.25 |
2,375.50 |
| S2 |
2,344.50 |
2,344.50 |
2,382.50 |
|
| S3 |
2,305.00 |
2,327.75 |
2,379.00 |
|
| S4 |
2,265.50 |
2,288.25 |
2,368.00 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,511.00 |
2,490.50 |
2,400.00 |
|
| R3 |
2,462.75 |
2,442.25 |
2,386.75 |
|
| R2 |
2,414.50 |
2,414.50 |
2,382.25 |
|
| R1 |
2,394.00 |
2,394.00 |
2,378.00 |
2,404.25 |
| PP |
2,366.25 |
2,366.25 |
2,366.25 |
2,371.50 |
| S1 |
2,345.75 |
2,345.75 |
2,369.00 |
2,356.00 |
| S2 |
2,318.00 |
2,318.00 |
2,364.75 |
|
| S3 |
2,269.75 |
2,297.50 |
2,360.25 |
|
| S4 |
2,221.50 |
2,249.25 |
2,347.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,401.00 |
2,346.25 |
54.75 |
2.3% |
31.50 |
1.3% |
79% |
True |
False |
154,089 |
| 10 |
2,401.00 |
2,302.50 |
98.50 |
4.1% |
29.50 |
1.2% |
89% |
True |
False |
147,599 |
| 20 |
2,401.00 |
2,204.25 |
196.75 |
8.2% |
33.75 |
1.4% |
94% |
True |
False |
135,970 |
| 40 |
2,401.00 |
2,135.00 |
266.00 |
11.1% |
42.00 |
1.8% |
96% |
True |
False |
106,625 |
| 60 |
2,401.25 |
2,135.00 |
266.25 |
11.1% |
45.25 |
1.9% |
96% |
False |
False |
71,113 |
| 80 |
2,401.25 |
2,034.50 |
366.75 |
15.3% |
49.75 |
2.1% |
97% |
False |
False |
53,350 |
| 100 |
2,401.25 |
2,034.50 |
366.75 |
15.3% |
47.75 |
2.0% |
97% |
False |
False |
42,689 |
| 120 |
2,401.25 |
2,029.25 |
372.00 |
15.6% |
42.50 |
1.8% |
97% |
False |
False |
35,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,569.00 |
|
2.618 |
2,504.50 |
|
1.618 |
2,465.00 |
|
1.000 |
2,440.50 |
|
0.618 |
2,425.50 |
|
HIGH |
2,401.00 |
|
0.618 |
2,386.00 |
|
0.500 |
2,381.25 |
|
0.382 |
2,376.50 |
|
LOW |
2,361.50 |
|
0.618 |
2,337.00 |
|
1.000 |
2,322.00 |
|
1.618 |
2,297.50 |
|
2.618 |
2,258.00 |
|
4.250 |
2,193.50 |
|
|
| Fisher Pivots for day following 17-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,387.00 |
2,384.75 |
| PP |
2,384.00 |
2,379.75 |
| S1 |
2,381.25 |
2,374.75 |
|