| Trading Metrics calculated at close of trading on 02-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2011 |
02-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
5,880.0 |
5,890.0 |
10.0 |
0.2% |
5,905.0 |
| High |
5,900.0 |
6,081.5 |
181.5 |
3.1% |
5,932.0 |
| Low |
5,822.0 |
5,880.0 |
58.0 |
1.0% |
5,774.0 |
| Close |
5,900.0 |
6,060.0 |
160.0 |
2.7% |
5,900.0 |
| Range |
78.0 |
201.5 |
123.5 |
158.3% |
158.0 |
| ATR |
154.1 |
157.5 |
3.4 |
2.2% |
0.0 |
| Volume |
35,988 |
55,403 |
19,415 |
53.9% |
210,580 |
|
| Daily Pivots for day following 02-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,611.7 |
6,537.3 |
6,170.8 |
|
| R3 |
6,410.2 |
6,335.8 |
6,115.4 |
|
| R2 |
6,208.7 |
6,208.7 |
6,096.9 |
|
| R1 |
6,134.3 |
6,134.3 |
6,078.5 |
6,171.5 |
| PP |
6,007.2 |
6,007.2 |
6,007.2 |
6,025.8 |
| S1 |
5,932.8 |
5,932.8 |
6,041.5 |
5,970.0 |
| S2 |
5,805.7 |
5,805.7 |
6,023.1 |
|
| S3 |
5,604.2 |
5,731.3 |
6,004.6 |
|
| S4 |
5,402.7 |
5,529.8 |
5,949.2 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,342.7 |
6,279.3 |
5,986.9 |
|
| R3 |
6,184.7 |
6,121.3 |
5,943.5 |
|
| R2 |
6,026.7 |
6,026.7 |
5,929.0 |
|
| R1 |
5,963.3 |
5,963.3 |
5,914.5 |
5,916.0 |
| PP |
5,868.7 |
5,868.7 |
5,868.7 |
5,845.0 |
| S1 |
5,805.3 |
5,805.3 |
5,885.5 |
5,758.0 |
| S2 |
5,710.7 |
5,710.7 |
5,871.0 |
|
| S3 |
5,552.7 |
5,647.3 |
5,856.6 |
|
| S4 |
5,394.7 |
5,489.3 |
5,813.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,081.5 |
5,774.0 |
307.5 |
5.1% |
113.8 |
1.9% |
93% |
True |
False |
53,196 |
| 10 |
6,081.5 |
5,614.5 |
467.0 |
7.7% |
136.5 |
2.3% |
95% |
True |
False |
81,635 |
| 20 |
6,180.0 |
5,614.5 |
565.5 |
9.3% |
154.0 |
2.5% |
79% |
False |
False |
65,720 |
| 40 |
6,180.0 |
5,382.0 |
798.0 |
13.2% |
169.3 |
2.8% |
85% |
False |
False |
33,361 |
| 60 |
6,456.0 |
5,382.0 |
1,074.0 |
17.7% |
178.6 |
2.9% |
63% |
False |
False |
22,418 |
| 80 |
6,456.0 |
4,988.0 |
1,468.0 |
24.2% |
186.2 |
3.1% |
73% |
False |
False |
17,818 |
| 100 |
6,456.0 |
4,988.0 |
1,468.0 |
24.2% |
182.2 |
3.0% |
73% |
False |
False |
14,316 |
| 120 |
7,454.0 |
4,988.0 |
2,466.0 |
40.7% |
189.7 |
3.1% |
43% |
False |
False |
11,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,937.9 |
|
2.618 |
6,609.0 |
|
1.618 |
6,407.5 |
|
1.000 |
6,283.0 |
|
0.618 |
6,206.0 |
|
HIGH |
6,081.5 |
|
0.618 |
6,004.5 |
|
0.500 |
5,980.8 |
|
0.382 |
5,957.0 |
|
LOW |
5,880.0 |
|
0.618 |
5,755.5 |
|
1.000 |
5,678.5 |
|
1.618 |
5,554.0 |
|
2.618 |
5,352.5 |
|
4.250 |
5,023.6 |
|
|
| Fisher Pivots for day following 02-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,033.6 |
6,017.0 |
| PP |
6,007.2 |
5,974.0 |
| S1 |
5,980.8 |
5,931.0 |
|