| Trading Metrics calculated at close of trading on 26-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
8,825 |
8,880 |
55 |
0.6% |
8,455 |
| High |
8,910 |
8,920 |
10 |
0.1% |
8,790 |
| Low |
8,810 |
8,840 |
30 |
0.3% |
8,355 |
| Close |
8,880 |
8,865 |
-15 |
-0.2% |
8,775 |
| Range |
100 |
80 |
-20 |
-20.0% |
435 |
| ATR |
108 |
106 |
-2 |
-1.8% |
0 |
| Volume |
5,783 |
4,937 |
-846 |
-14.6% |
22,057 |
|
| Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,115 |
9,070 |
8,909 |
|
| R3 |
9,035 |
8,990 |
8,887 |
|
| R2 |
8,955 |
8,955 |
8,880 |
|
| R1 |
8,910 |
8,910 |
8,872 |
8,893 |
| PP |
8,875 |
8,875 |
8,875 |
8,866 |
| S1 |
8,830 |
8,830 |
8,858 |
8,813 |
| S2 |
8,795 |
8,795 |
8,850 |
|
| S3 |
8,715 |
8,750 |
8,843 |
|
| S4 |
8,635 |
8,670 |
8,821 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,945 |
9,795 |
9,014 |
|
| R3 |
9,510 |
9,360 |
8,895 |
|
| R2 |
9,075 |
9,075 |
8,855 |
|
| R1 |
8,925 |
8,925 |
8,815 |
9,000 |
| PP |
8,640 |
8,640 |
8,640 |
8,678 |
| S1 |
8,490 |
8,490 |
8,735 |
8,565 |
| S2 |
8,205 |
8,205 |
8,695 |
|
| S3 |
7,770 |
8,055 |
8,656 |
|
| S4 |
7,335 |
7,620 |
8,536 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,920 |
8,715 |
205 |
2.3% |
78 |
0.9% |
73% |
True |
False |
4,604 |
| 10 |
8,920 |
8,355 |
565 |
6.4% |
105 |
1.2% |
90% |
True |
False |
5,348 |
| 20 |
8,920 |
8,300 |
620 |
7.0% |
100 |
1.1% |
91% |
True |
False |
4,246 |
| 40 |
8,920 |
8,275 |
645 |
7.3% |
112 |
1.3% |
91% |
True |
False |
3,889 |
| 60 |
9,075 |
8,110 |
965 |
10.9% |
85 |
1.0% |
78% |
False |
False |
2,599 |
| 80 |
9,075 |
8,110 |
965 |
10.9% |
68 |
0.8% |
78% |
False |
False |
1,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,260 |
|
2.618 |
9,130 |
|
1.618 |
9,050 |
|
1.000 |
9,000 |
|
0.618 |
8,970 |
|
HIGH |
8,920 |
|
0.618 |
8,890 |
|
0.500 |
8,880 |
|
0.382 |
8,871 |
|
LOW |
8,840 |
|
0.618 |
8,791 |
|
1.000 |
8,760 |
|
1.618 |
8,711 |
|
2.618 |
8,631 |
|
4.250 |
8,500 |
|
|
| Fisher Pivots for day following 26-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
8,880 |
8,857 |
| PP |
8,875 |
8,848 |
| S1 |
8,870 |
8,840 |
|