| Trading Metrics calculated at close of trading on 10-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2012 |
10-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1,262.50 |
1,270.25 |
7.75 |
0.6% |
1,265.25 |
| High |
1,272.50 |
1,286.50 |
14.00 |
1.1% |
1,276.00 |
| Low |
1,262.50 |
1,269.25 |
6.75 |
0.5% |
1,255.25 |
| Close |
1,270.00 |
1,280.50 |
10.50 |
0.8% |
1,268.75 |
| Range |
10.00 |
17.25 |
7.25 |
72.5% |
20.75 |
| ATR |
18.71 |
18.61 |
-0.10 |
-0.6% |
0.00 |
| Volume |
936 |
1,589 |
653 |
69.8% |
3,768 |
|
| Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,330.50 |
1,322.75 |
1,290.00 |
|
| R3 |
1,313.25 |
1,305.50 |
1,285.25 |
|
| R2 |
1,296.00 |
1,296.00 |
1,283.75 |
|
| R1 |
1,288.25 |
1,288.25 |
1,282.00 |
1,292.00 |
| PP |
1,278.75 |
1,278.75 |
1,278.75 |
1,280.75 |
| S1 |
1,271.00 |
1,271.00 |
1,279.00 |
1,275.00 |
| S2 |
1,261.50 |
1,261.50 |
1,277.25 |
|
| S3 |
1,244.25 |
1,253.75 |
1,275.75 |
|
| S4 |
1,227.00 |
1,236.50 |
1,271.00 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,329.00 |
1,319.50 |
1,280.25 |
|
| R3 |
1,308.25 |
1,298.75 |
1,274.50 |
|
| R2 |
1,287.50 |
1,287.50 |
1,272.50 |
|
| R1 |
1,278.00 |
1,278.00 |
1,270.75 |
1,282.75 |
| PP |
1,266.75 |
1,266.75 |
1,266.75 |
1,269.00 |
| S1 |
1,257.25 |
1,257.25 |
1,266.75 |
1,262.00 |
| S2 |
1,246.00 |
1,246.00 |
1,265.00 |
|
| S3 |
1,225.25 |
1,236.50 |
1,263.00 |
|
| S4 |
1,204.50 |
1,215.75 |
1,257.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,286.50 |
1,255.25 |
31.25 |
2.4% |
13.75 |
1.1% |
81% |
True |
False |
1,199 |
| 10 |
1,286.50 |
1,237.75 |
48.75 |
3.8% |
12.75 |
1.0% |
88% |
True |
False |
1,075 |
| 20 |
1,286.50 |
1,190.00 |
96.50 |
7.5% |
18.00 |
1.4% |
94% |
True |
False |
1,019 |
| 40 |
1,286.50 |
1,140.25 |
146.25 |
11.4% |
18.00 |
1.4% |
96% |
True |
False |
588 |
| 60 |
1,286.50 |
1,140.25 |
146.25 |
11.4% |
19.50 |
1.5% |
96% |
True |
False |
419 |
| 80 |
1,286.50 |
1,057.50 |
229.00 |
17.9% |
22.00 |
1.7% |
97% |
True |
False |
318 |
| 100 |
1,286.50 |
1,057.50 |
229.00 |
17.9% |
20.50 |
1.6% |
97% |
True |
False |
257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,359.75 |
|
2.618 |
1,331.75 |
|
1.618 |
1,314.50 |
|
1.000 |
1,303.75 |
|
0.618 |
1,297.25 |
|
HIGH |
1,286.50 |
|
0.618 |
1,280.00 |
|
0.500 |
1,278.00 |
|
0.382 |
1,275.75 |
|
LOW |
1,269.25 |
|
0.618 |
1,258.50 |
|
1.000 |
1,252.00 |
|
1.618 |
1,241.25 |
|
2.618 |
1,224.00 |
|
4.250 |
1,196.00 |
|
|
| Fisher Pivots for day following 10-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,279.50 |
1,278.50 |
| PP |
1,278.75 |
1,276.50 |
| S1 |
1,278.00 |
1,274.50 |
|