| Trading Metrics calculated at close of trading on 19-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2012 |
19-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1,285.25 |
1,296.75 |
11.50 |
0.9% |
1,262.50 |
| High |
1,298.25 |
1,305.50 |
7.25 |
0.6% |
1,291.50 |
| Low |
1,281.25 |
1,294.50 |
13.25 |
1.0% |
1,262.50 |
| Close |
1,296.50 |
1,304.75 |
8.25 |
0.6% |
1,283.25 |
| Range |
17.00 |
11.00 |
-6.00 |
-35.3% |
29.00 |
| ATR |
18.08 |
17.57 |
-0.51 |
-2.8% |
0.00 |
| Volume |
1,582 |
2,006 |
424 |
26.8% |
7,816 |
|
| Daily Pivots for day following 19-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,334.50 |
1,330.75 |
1,310.75 |
|
| R3 |
1,323.50 |
1,319.75 |
1,307.75 |
|
| R2 |
1,312.50 |
1,312.50 |
1,306.75 |
|
| R1 |
1,308.75 |
1,308.75 |
1,305.75 |
1,310.50 |
| PP |
1,301.50 |
1,301.50 |
1,301.50 |
1,302.50 |
| S1 |
1,297.75 |
1,297.75 |
1,303.75 |
1,299.50 |
| S2 |
1,290.50 |
1,290.50 |
1,302.75 |
|
| S3 |
1,279.50 |
1,286.75 |
1,301.75 |
|
| S4 |
1,268.50 |
1,275.75 |
1,298.75 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,366.00 |
1,353.75 |
1,299.25 |
|
| R3 |
1,337.00 |
1,324.75 |
1,291.25 |
|
| R2 |
1,308.00 |
1,308.00 |
1,288.50 |
|
| R1 |
1,295.75 |
1,295.75 |
1,286.00 |
1,302.00 |
| PP |
1,279.00 |
1,279.00 |
1,279.00 |
1,282.25 |
| S1 |
1,266.75 |
1,266.75 |
1,280.50 |
1,273.00 |
| S2 |
1,250.00 |
1,250.00 |
1,278.00 |
|
| S3 |
1,221.00 |
1,237.75 |
1,275.25 |
|
| S4 |
1,192.00 |
1,208.75 |
1,267.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,305.50 |
1,267.50 |
38.00 |
2.9% |
17.00 |
1.3% |
98% |
True |
False |
1,729 |
| 10 |
1,305.50 |
1,255.25 |
50.25 |
3.9% |
15.25 |
1.2% |
99% |
True |
False |
1,476 |
| 20 |
1,305.50 |
1,193.50 |
112.00 |
8.6% |
15.75 |
1.2% |
99% |
True |
False |
1,343 |
| 40 |
1,305.50 |
1,140.25 |
165.25 |
12.7% |
18.00 |
1.4% |
100% |
True |
False |
826 |
| 60 |
1,305.50 |
1,140.25 |
165.25 |
12.7% |
18.50 |
1.4% |
100% |
True |
False |
575 |
| 80 |
1,305.50 |
1,057.50 |
248.00 |
19.0% |
21.50 |
1.6% |
100% |
True |
False |
435 |
| 100 |
1,305.50 |
1,057.50 |
248.00 |
19.0% |
20.75 |
1.6% |
100% |
True |
False |
351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,352.25 |
|
2.618 |
1,334.25 |
|
1.618 |
1,323.25 |
|
1.000 |
1,316.50 |
|
0.618 |
1,312.25 |
|
HIGH |
1,305.50 |
|
0.618 |
1,301.25 |
|
0.500 |
1,300.00 |
|
0.382 |
1,298.75 |
|
LOW |
1,294.50 |
|
0.618 |
1,287.75 |
|
1.000 |
1,283.50 |
|
1.618 |
1,276.75 |
|
2.618 |
1,265.75 |
|
4.250 |
1,247.75 |
|
|
| Fisher Pivots for day following 19-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,303.25 |
1,300.00 |
| PP |
1,301.50 |
1,295.50 |
| S1 |
1,300.00 |
1,291.00 |
|