| Trading Metrics calculated at close of trading on 27-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2012 |
27-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
8,880 |
8,855 |
-25 |
-0.3% |
8,770 |
| High |
8,920 |
8,890 |
-30 |
-0.3% |
8,920 |
| Low |
8,840 |
8,805 |
-35 |
-0.4% |
8,745 |
| Close |
8,865 |
8,835 |
-30 |
-0.3% |
8,835 |
| Range |
80 |
85 |
5 |
6.3% |
175 |
| ATR |
106 |
104 |
-1 |
-1.4% |
0 |
| Volume |
4,937 |
3,460 |
-1,477 |
-29.9% |
21,977 |
|
| Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,098 |
9,052 |
8,882 |
|
| R3 |
9,013 |
8,967 |
8,859 |
|
| R2 |
8,928 |
8,928 |
8,851 |
|
| R1 |
8,882 |
8,882 |
8,843 |
8,863 |
| PP |
8,843 |
8,843 |
8,843 |
8,834 |
| S1 |
8,797 |
8,797 |
8,827 |
8,778 |
| S2 |
8,758 |
8,758 |
8,820 |
|
| S3 |
8,673 |
8,712 |
8,812 |
|
| S4 |
8,588 |
8,627 |
8,788 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,358 |
9,272 |
8,931 |
|
| R3 |
9,183 |
9,097 |
8,883 |
|
| R2 |
9,008 |
9,008 |
8,867 |
|
| R1 |
8,922 |
8,922 |
8,851 |
8,965 |
| PP |
8,833 |
8,833 |
8,833 |
8,855 |
| S1 |
8,747 |
8,747 |
8,819 |
8,790 |
| S2 |
8,658 |
8,658 |
8,803 |
|
| S3 |
8,483 |
8,572 |
8,787 |
|
| S4 |
8,308 |
8,397 |
8,739 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,920 |
8,745 |
175 |
2.0% |
80 |
0.9% |
51% |
False |
False |
4,395 |
| 10 |
8,920 |
8,355 |
565 |
6.4% |
105 |
1.2% |
85% |
False |
False |
5,111 |
| 20 |
8,920 |
8,300 |
620 |
7.0% |
99 |
1.1% |
86% |
False |
False |
4,298 |
| 40 |
8,920 |
8,275 |
645 |
7.3% |
113 |
1.3% |
87% |
False |
False |
3,974 |
| 60 |
8,920 |
8,110 |
810 |
9.2% |
87 |
1.0% |
90% |
False |
False |
2,657 |
| 80 |
9,075 |
8,110 |
965 |
10.9% |
69 |
0.8% |
75% |
False |
False |
1,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,251 |
|
2.618 |
9,113 |
|
1.618 |
9,028 |
|
1.000 |
8,975 |
|
0.618 |
8,943 |
|
HIGH |
8,890 |
|
0.618 |
8,858 |
|
0.500 |
8,848 |
|
0.382 |
8,838 |
|
LOW |
8,805 |
|
0.618 |
8,753 |
|
1.000 |
8,720 |
|
1.618 |
8,668 |
|
2.618 |
8,583 |
|
4.250 |
8,444 |
|
|
| Fisher Pivots for day following 27-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
8,848 |
8,863 |
| PP |
8,843 |
8,853 |
| S1 |
8,839 |
8,844 |
|