| Trading Metrics calculated at close of trading on 04-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2012 |
04-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1,576.9 |
1,612.4 |
35.5 |
2.3% |
1,604.6 |
| High |
1,613.1 |
1,625.0 |
11.9 |
0.7% |
1,606.0 |
| Low |
1,576.9 |
1,599.5 |
22.6 |
1.4% |
1,528.6 |
| Close |
1,605.6 |
1,618.2 |
12.6 |
0.8% |
1,571.6 |
| Range |
36.2 |
25.5 |
-10.7 |
-29.6% |
77.4 |
| ATR |
33.6 |
33.0 |
-0.6 |
-1.7% |
0.0 |
| Volume |
1,736 |
8,712 |
6,976 |
401.8% |
4,325 |
|
| Daily Pivots for day following 04-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,690.7 |
1,680.0 |
1,632.2 |
|
| R3 |
1,665.2 |
1,654.5 |
1,625.2 |
|
| R2 |
1,639.7 |
1,639.7 |
1,622.9 |
|
| R1 |
1,629.0 |
1,629.0 |
1,620.5 |
1,634.4 |
| PP |
1,614.2 |
1,614.2 |
1,614.2 |
1,616.9 |
| S1 |
1,603.5 |
1,603.5 |
1,615.9 |
1,608.9 |
| S2 |
1,588.7 |
1,588.7 |
1,613.5 |
|
| S3 |
1,563.2 |
1,578.0 |
1,611.2 |
|
| S4 |
1,537.7 |
1,552.5 |
1,604.2 |
|
|
| 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 |
1,625.0 |
1,528.6 |
96.4 |
6.0% |
33.5 |
2.1% |
93% |
True |
False |
2,767 |
| 10 |
1,646.2 |
1,528.6 |
117.6 |
7.3% |
25.3 |
1.6% |
76% |
False |
False |
2,169 |
| 20 |
1,764.2 |
1,528.6 |
235.6 |
14.6% |
31.9 |
2.0% |
38% |
False |
False |
2,220 |
| 40 |
1,808.5 |
1,528.6 |
279.9 |
17.3% |
31.6 |
2.0% |
32% |
False |
False |
1,926 |
| 60 |
1,808.5 |
1,528.6 |
279.9 |
17.3% |
30.6 |
1.9% |
32% |
False |
False |
1,494 |
| 80 |
1,859.3 |
1,528.6 |
330.7 |
20.4% |
35.1 |
2.2% |
27% |
False |
False |
1,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,733.4 |
|
2.618 |
1,691.8 |
|
1.618 |
1,666.3 |
|
1.000 |
1,650.5 |
|
0.618 |
1,640.8 |
|
HIGH |
1,625.0 |
|
0.618 |
1,615.3 |
|
0.500 |
1,612.3 |
|
0.382 |
1,609.2 |
|
LOW |
1,599.5 |
|
0.618 |
1,583.7 |
|
1.000 |
1,574.0 |
|
1.618 |
1,558.2 |
|
2.618 |
1,532.7 |
|
4.250 |
1,491.1 |
|
|
| Fisher Pivots for day following 04-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,616.2 |
1,609.0 |
| PP |
1,614.2 |
1,599.7 |
| S1 |
1,612.3 |
1,590.5 |
|