| 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 |
1,557.0 |
1,576.9 |
19.9 |
1.3% |
1,604.6 |
| High |
1,585.8 |
1,613.1 |
27.3 |
1.7% |
1,606.0 |
| Low |
1,556.0 |
1,576.9 |
20.9 |
1.3% |
1,528.6 |
| Close |
1,571.6 |
1,605.6 |
34.0 |
2.2% |
1,571.6 |
| Range |
29.8 |
36.2 |
6.4 |
21.5% |
77.4 |
| ATR |
33.0 |
33.6 |
0.6 |
1.8% |
0.0 |
| Volume |
1,620 |
1,736 |
116 |
7.2% |
4,325 |
|
| Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,707.1 |
1,692.6 |
1,625.5 |
|
| R3 |
1,670.9 |
1,656.4 |
1,615.6 |
|
| R2 |
1,634.7 |
1,634.7 |
1,612.2 |
|
| R1 |
1,620.2 |
1,620.2 |
1,608.9 |
1,627.5 |
| PP |
1,598.5 |
1,598.5 |
1,598.5 |
1,602.2 |
| S1 |
1,584.0 |
1,584.0 |
1,602.3 |
1,591.3 |
| S2 |
1,562.3 |
1,562.3 |
1,599.0 |
|
| S3 |
1,526.1 |
1,547.8 |
1,595.6 |
|
| S4 |
1,489.9 |
1,511.6 |
1,585.7 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,800.9 |
1,763.7 |
1,614.2 |
|
| R3 |
1,723.5 |
1,686.3 |
1,592.9 |
|
| R2 |
1,646.1 |
1,646.1 |
1,585.8 |
|
| R1 |
1,608.9 |
1,608.9 |
1,578.7 |
1,588.8 |
| PP |
1,568.7 |
1,568.7 |
1,568.7 |
1,558.7 |
| S1 |
1,531.5 |
1,531.5 |
1,564.5 |
1,511.4 |
| S2 |
1,491.3 |
1,491.3 |
1,557.4 |
|
| S3 |
1,413.9 |
1,454.1 |
1,550.3 |
|
| S4 |
1,336.5 |
1,376.7 |
1,529.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,613.1 |
1,528.6 |
84.5 |
5.3% |
29.8 |
1.9% |
91% |
True |
False |
1,212 |
| 10 |
1,646.2 |
1,528.6 |
117.6 |
7.3% |
24.8 |
1.5% |
65% |
False |
False |
1,488 |
| 20 |
1,764.2 |
1,528.6 |
235.6 |
14.7% |
32.4 |
2.0% |
33% |
False |
False |
1,909 |
| 40 |
1,808.5 |
1,528.6 |
279.9 |
17.4% |
31.1 |
1.9% |
28% |
False |
False |
1,718 |
| 60 |
1,808.5 |
1,528.6 |
279.9 |
17.4% |
30.7 |
1.9% |
28% |
False |
False |
1,358 |
| 80 |
1,890.9 |
1,528.6 |
362.3 |
22.6% |
35.4 |
2.2% |
21% |
False |
False |
1,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,767.0 |
|
2.618 |
1,707.9 |
|
1.618 |
1,671.7 |
|
1.000 |
1,649.3 |
|
0.618 |
1,635.5 |
|
HIGH |
1,613.1 |
|
0.618 |
1,599.3 |
|
0.500 |
1,595.0 |
|
0.382 |
1,590.7 |
|
LOW |
1,576.9 |
|
0.618 |
1,554.5 |
|
1.000 |
1,540.7 |
|
1.618 |
1,518.3 |
|
2.618 |
1,482.1 |
|
4.250 |
1,423.1 |
|
|
| Fisher Pivots for day following 03-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,602.1 |
1,594.0 |
| PP |
1,598.5 |
1,582.4 |
| S1 |
1,595.0 |
1,570.9 |
|