| 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 |
1,307.75 |
1,314.50 |
6.75 |
0.5% |
1,279.25 |
| High |
1,318.75 |
1,324.00 |
5.25 |
0.4% |
1,306.00 |
| Low |
1,297.50 |
1,303.75 |
6.25 |
0.5% |
1,276.25 |
| Close |
1,314.50 |
1,309.50 |
-5.00 |
-0.4% |
1,305.25 |
| Range |
21.25 |
20.25 |
-1.00 |
-4.7% |
29.75 |
| ATR |
16.40 |
16.68 |
0.27 |
1.7% |
0.00 |
| Volume |
11,122 |
2,648 |
-8,474 |
-76.2% |
6,878 |
|
| Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,373.25 |
1,361.50 |
1,320.75 |
|
| R3 |
1,353.00 |
1,341.25 |
1,315.00 |
|
| R2 |
1,332.75 |
1,332.75 |
1,313.25 |
|
| R1 |
1,321.00 |
1,321.00 |
1,311.25 |
1,316.75 |
| PP |
1,312.50 |
1,312.50 |
1,312.50 |
1,310.25 |
| S1 |
1,300.75 |
1,300.75 |
1,307.75 |
1,296.50 |
| S2 |
1,292.25 |
1,292.25 |
1,305.75 |
|
| S3 |
1,272.00 |
1,280.50 |
1,304.00 |
|
| S4 |
1,251.75 |
1,260.25 |
1,298.25 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,385.00 |
1,375.00 |
1,321.50 |
|
| R3 |
1,355.25 |
1,345.25 |
1,313.50 |
|
| R2 |
1,325.50 |
1,325.50 |
1,310.75 |
|
| R1 |
1,315.50 |
1,315.50 |
1,308.00 |
1,320.50 |
| PP |
1,295.75 |
1,295.75 |
1,295.75 |
1,298.50 |
| S1 |
1,285.75 |
1,285.75 |
1,302.50 |
1,290.75 |
| S2 |
1,266.00 |
1,266.00 |
1,299.75 |
|
| S3 |
1,236.25 |
1,256.00 |
1,297.00 |
|
| S4 |
1,206.50 |
1,226.25 |
1,289.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,324.00 |
1,296.00 |
28.00 |
2.1% |
14.25 |
1.1% |
48% |
True |
False |
4,430 |
| 10 |
1,324.00 |
1,267.50 |
56.50 |
4.3% |
15.50 |
1.2% |
74% |
True |
False |
3,079 |
| 20 |
1,324.00 |
1,237.75 |
86.25 |
6.6% |
14.25 |
1.1% |
83% |
True |
False |
2,032 |
| 40 |
1,324.00 |
1,178.00 |
146.00 |
11.1% |
17.75 |
1.4% |
90% |
True |
False |
1,377 |
| 60 |
1,324.00 |
1,140.25 |
183.75 |
14.0% |
17.50 |
1.3% |
92% |
True |
False |
944 |
| 80 |
1,324.00 |
1,057.50 |
266.50 |
20.4% |
20.00 |
1.5% |
95% |
True |
False |
712 |
| 100 |
1,324.00 |
1,057.50 |
266.50 |
20.4% |
21.00 |
1.6% |
95% |
True |
False |
572 |
| 120 |
1,324.00 |
1,057.50 |
266.50 |
20.4% |
19.00 |
1.4% |
95% |
True |
False |
479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,410.00 |
|
2.618 |
1,377.00 |
|
1.618 |
1,356.75 |
|
1.000 |
1,344.25 |
|
0.618 |
1,336.50 |
|
HIGH |
1,324.00 |
|
0.618 |
1,316.25 |
|
0.500 |
1,314.00 |
|
0.382 |
1,311.50 |
|
LOW |
1,303.75 |
|
0.618 |
1,291.25 |
|
1.000 |
1,283.50 |
|
1.618 |
1,271.00 |
|
2.618 |
1,250.75 |
|
4.250 |
1,217.75 |
|
|
| Fisher Pivots for day following 26-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,314.00 |
1,310.00 |
| PP |
1,312.50 |
1,309.75 |
| S1 |
1,311.00 |
1,309.75 |
|