| Trading Metrics calculated at close of trading on 05-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1,612.4 |
1,617.8 |
5.4 |
0.3% |
1,604.6 |
| High |
1,625.0 |
1,632.2 |
7.2 |
0.4% |
1,606.0 |
| Low |
1,599.5 |
1,604.3 |
4.8 |
0.3% |
1,528.6 |
| Close |
1,618.2 |
1,625.6 |
7.4 |
0.5% |
1,571.6 |
| Range |
25.5 |
27.9 |
2.4 |
9.4% |
77.4 |
| ATR |
33.0 |
32.7 |
-0.4 |
-1.1% |
0.0 |
| Volume |
8,712 |
5,930 |
-2,782 |
-31.9% |
4,325 |
|
| Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,704.4 |
1,692.9 |
1,640.9 |
|
| R3 |
1,676.5 |
1,665.0 |
1,633.3 |
|
| R2 |
1,648.6 |
1,648.6 |
1,630.7 |
|
| R1 |
1,637.1 |
1,637.1 |
1,628.2 |
1,642.9 |
| PP |
1,620.7 |
1,620.7 |
1,620.7 |
1,623.6 |
| S1 |
1,609.2 |
1,609.2 |
1,623.0 |
1,615.0 |
| S2 |
1,592.8 |
1,592.8 |
1,620.5 |
|
| S3 |
1,564.9 |
1,581.3 |
1,617.9 |
|
| S4 |
1,537.0 |
1,553.4 |
1,610.3 |
|
|
| 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 |
1,632.2 |
1,528.6 |
103.6 |
6.4% |
30.9 |
1.9% |
94% |
True |
False |
3,813 |
| 10 |
1,646.2 |
1,528.6 |
117.6 |
7.2% |
25.8 |
1.6% |
82% |
False |
False |
2,542 |
| 20 |
1,764.2 |
1,528.6 |
235.6 |
14.5% |
31.8 |
2.0% |
41% |
False |
False |
2,482 |
| 40 |
1,808.5 |
1,528.6 |
279.9 |
17.2% |
31.2 |
1.9% |
35% |
False |
False |
2,072 |
| 60 |
1,808.5 |
1,528.6 |
279.9 |
17.2% |
30.7 |
1.9% |
35% |
False |
False |
1,590 |
| 80 |
1,852.6 |
1,528.6 |
324.0 |
19.9% |
34.9 |
2.1% |
30% |
False |
False |
1,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,750.8 |
|
2.618 |
1,705.2 |
|
1.618 |
1,677.3 |
|
1.000 |
1,660.1 |
|
0.618 |
1,649.4 |
|
HIGH |
1,632.2 |
|
0.618 |
1,621.5 |
|
0.500 |
1,618.3 |
|
0.382 |
1,615.0 |
|
LOW |
1,604.3 |
|
0.618 |
1,587.1 |
|
1.000 |
1,576.4 |
|
1.618 |
1,559.2 |
|
2.618 |
1,531.3 |
|
4.250 |
1,485.7 |
|
|
| Fisher Pivots for day following 05-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,623.2 |
1,618.6 |
| PP |
1,620.7 |
1,611.6 |
| S1 |
1,618.3 |
1,604.6 |
|