| Trading Metrics calculated at close of trading on 03-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2011 |
03-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1,251.00 |
1,265.25 |
14.25 |
1.1% |
1,256.00 |
| High |
1,254.00 |
1,274.50 |
20.50 |
1.6% |
1,258.50 |
| Low |
1,245.00 |
1,265.25 |
20.25 |
1.6% |
1,237.75 |
| Close |
1,247.25 |
1,266.75 |
19.50 |
1.6% |
1,247.25 |
| Range |
9.00 |
9.25 |
0.25 |
2.8% |
20.75 |
| ATR |
20.25 |
20.75 |
0.50 |
2.5% |
0.00 |
| Volume |
1,635 |
296 |
-1,339 |
-81.9% |
4,457 |
|
| Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,296.50 |
1,291.00 |
1,271.75 |
|
| R3 |
1,287.25 |
1,281.75 |
1,269.25 |
|
| R2 |
1,278.00 |
1,278.00 |
1,268.50 |
|
| R1 |
1,272.50 |
1,272.50 |
1,267.50 |
1,275.25 |
| PP |
1,268.75 |
1,268.75 |
1,268.75 |
1,270.25 |
| S1 |
1,263.25 |
1,263.25 |
1,266.00 |
1,266.00 |
| S2 |
1,259.50 |
1,259.50 |
1,265.00 |
|
| S3 |
1,250.25 |
1,254.00 |
1,264.25 |
|
| S4 |
1,241.00 |
1,244.75 |
1,261.75 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,310.00 |
1,299.50 |
1,258.75 |
|
| R3 |
1,289.25 |
1,278.75 |
1,253.00 |
|
| R2 |
1,268.50 |
1,268.50 |
1,251.00 |
|
| R1 |
1,258.00 |
1,258.00 |
1,249.25 |
1,253.00 |
| PP |
1,247.75 |
1,247.75 |
1,247.75 |
1,245.25 |
| S1 |
1,237.25 |
1,237.25 |
1,245.25 |
1,232.00 |
| S2 |
1,227.00 |
1,227.00 |
1,243.50 |
|
| S3 |
1,206.25 |
1,216.50 |
1,241.50 |
|
| S4 |
1,185.50 |
1,195.75 |
1,235.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,274.50 |
1,237.75 |
36.75 |
2.9% |
11.75 |
0.9% |
79% |
True |
False |
950 |
| 10 |
1,274.50 |
1,190.00 |
84.50 |
6.7% |
17.50 |
1.4% |
91% |
True |
False |
1,325 |
| 20 |
1,274.50 |
1,190.00 |
84.50 |
6.7% |
19.25 |
1.5% |
91% |
True |
False |
794 |
| 40 |
1,274.50 |
1,140.25 |
134.25 |
10.6% |
18.00 |
1.4% |
94% |
True |
False |
471 |
| 60 |
1,277.25 |
1,134.25 |
143.00 |
11.3% |
20.25 |
1.6% |
93% |
False |
False |
319 |
| 80 |
1,277.25 |
1,057.50 |
219.75 |
17.3% |
23.25 |
1.8% |
95% |
False |
False |
243 |
| 100 |
1,277.25 |
1,057.50 |
219.75 |
17.3% |
20.00 |
1.6% |
95% |
False |
False |
197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,313.75 |
|
2.618 |
1,298.75 |
|
1.618 |
1,289.50 |
|
1.000 |
1,283.75 |
|
0.618 |
1,280.25 |
|
HIGH |
1,274.50 |
|
0.618 |
1,271.00 |
|
0.500 |
1,270.00 |
|
0.382 |
1,268.75 |
|
LOW |
1,265.25 |
|
0.618 |
1,259.50 |
|
1.000 |
1,256.00 |
|
1.618 |
1,250.25 |
|
2.618 |
1,241.00 |
|
4.250 |
1,226.00 |
|
|
| Fisher Pivots for day following 03-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,270.00 |
1,263.50 |
| PP |
1,268.75 |
1,260.50 |
| S1 |
1,267.75 |
1,257.50 |
|