| Trading Metrics calculated at close of trading on 13-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
8,440 |
8,415 |
-25 |
-0.3% |
8,350 |
| High |
8,455 |
8,505 |
50 |
0.6% |
8,505 |
| Low |
8,370 |
8,405 |
35 |
0.4% |
8,300 |
| Close |
8,420 |
8,470 |
50 |
0.6% |
8,470 |
| Range |
85 |
100 |
15 |
17.6% |
205 |
| ATR |
109 |
108 |
-1 |
-0.6% |
0 |
| Volume |
5,830 |
7,079 |
1,249 |
21.4% |
22,271 |
|
| Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,760 |
8,715 |
8,525 |
|
| R3 |
8,660 |
8,615 |
8,498 |
|
| R2 |
8,560 |
8,560 |
8,488 |
|
| R1 |
8,515 |
8,515 |
8,479 |
8,538 |
| PP |
8,460 |
8,460 |
8,460 |
8,471 |
| S1 |
8,415 |
8,415 |
8,461 |
8,438 |
| S2 |
8,360 |
8,360 |
8,452 |
|
| S3 |
8,260 |
8,315 |
8,443 |
|
| S4 |
8,160 |
8,215 |
8,415 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,040 |
8,960 |
8,583 |
|
| R3 |
8,835 |
8,755 |
8,527 |
|
| R2 |
8,630 |
8,630 |
8,508 |
|
| R1 |
8,550 |
8,550 |
8,489 |
8,590 |
| PP |
8,425 |
8,425 |
8,425 |
8,445 |
| S1 |
8,345 |
8,345 |
8,451 |
8,385 |
| S2 |
8,220 |
8,220 |
8,433 |
|
| S3 |
8,015 |
8,140 |
8,414 |
|
| S4 |
7,810 |
7,935 |
8,357 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,505 |
8,300 |
205 |
2.4% |
90 |
1.1% |
83% |
True |
False |
4,454 |
| 10 |
8,600 |
8,300 |
300 |
3.5% |
91 |
1.1% |
57% |
False |
False |
3,999 |
| 20 |
8,600 |
8,275 |
325 |
3.8% |
99 |
1.2% |
60% |
False |
False |
3,432 |
| 40 |
8,755 |
8,110 |
645 |
7.6% |
101 |
1.2% |
56% |
False |
False |
2,878 |
| 60 |
9,075 |
8,110 |
965 |
11.4% |
73 |
0.9% |
37% |
False |
False |
1,924 |
| 80 |
9,075 |
8,110 |
965 |
11.4% |
57 |
0.7% |
37% |
False |
False |
1,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,930 |
|
2.618 |
8,767 |
|
1.618 |
8,667 |
|
1.000 |
8,605 |
|
0.618 |
8,567 |
|
HIGH |
8,505 |
|
0.618 |
8,467 |
|
0.500 |
8,455 |
|
0.382 |
8,443 |
|
LOW |
8,405 |
|
0.618 |
8,343 |
|
1.000 |
8,305 |
|
1.618 |
8,243 |
|
2.618 |
8,143 |
|
4.250 |
7,980 |
|
|
| Fisher Pivots for day following 13-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
8,465 |
8,459 |
| PP |
8,460 |
8,448 |
| S1 |
8,455 |
8,438 |
|