| Trading Metrics calculated at close of trading on 06-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2012 |
06-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1,617.8 |
1,628.3 |
10.5 |
0.6% |
1,576.9 |
| High |
1,632.2 |
1,636.4 |
4.2 |
0.3% |
1,636.4 |
| Low |
1,604.3 |
1,615.8 |
11.5 |
0.7% |
1,576.9 |
| Close |
1,625.6 |
1,622.3 |
-3.3 |
-0.2% |
1,622.3 |
| Range |
27.9 |
20.6 |
-7.3 |
-26.2% |
59.5 |
| ATR |
32.7 |
31.8 |
-0.9 |
-2.6% |
0.0 |
| Volume |
5,930 |
6,118 |
188 |
3.2% |
22,496 |
|
| Daily Pivots for day following 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,686.6 |
1,675.1 |
1,633.6 |
|
| R3 |
1,666.0 |
1,654.5 |
1,628.0 |
|
| R2 |
1,645.4 |
1,645.4 |
1,626.1 |
|
| R1 |
1,633.9 |
1,633.9 |
1,624.2 |
1,629.4 |
| PP |
1,624.8 |
1,624.8 |
1,624.8 |
1,622.6 |
| S1 |
1,613.3 |
1,613.3 |
1,620.4 |
1,608.8 |
| S2 |
1,604.2 |
1,604.2 |
1,618.5 |
|
| S3 |
1,583.6 |
1,592.7 |
1,616.6 |
|
| S4 |
1,563.0 |
1,572.1 |
1,611.0 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,790.4 |
1,765.8 |
1,655.0 |
|
| R3 |
1,730.9 |
1,706.3 |
1,638.7 |
|
| R2 |
1,671.4 |
1,671.4 |
1,633.2 |
|
| R1 |
1,646.8 |
1,646.8 |
1,627.8 |
1,659.1 |
| PP |
1,611.9 |
1,611.9 |
1,611.9 |
1,618.0 |
| S1 |
1,587.3 |
1,587.3 |
1,616.8 |
1,599.6 |
| S2 |
1,552.4 |
1,552.4 |
1,611.4 |
|
| S3 |
1,492.9 |
1,527.8 |
1,605.9 |
|
| S4 |
1,433.4 |
1,468.3 |
1,589.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,636.4 |
1,556.0 |
80.4 |
5.0% |
28.0 |
1.7% |
82% |
True |
False |
4,823 |
| 10 |
1,636.4 |
1,528.6 |
107.8 |
6.6% |
24.9 |
1.5% |
87% |
True |
False |
2,921 |
| 20 |
1,764.2 |
1,528.6 |
235.6 |
14.5% |
31.8 |
2.0% |
40% |
False |
False |
2,686 |
| 40 |
1,802.5 |
1,528.6 |
273.9 |
16.9% |
31.1 |
1.9% |
34% |
False |
False |
2,208 |
| 60 |
1,808.5 |
1,528.6 |
279.9 |
17.3% |
30.6 |
1.9% |
33% |
False |
False |
1,690 |
| 80 |
1,852.6 |
1,528.6 |
324.0 |
20.0% |
34.6 |
2.1% |
29% |
False |
False |
1,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,724.0 |
|
2.618 |
1,690.3 |
|
1.618 |
1,669.7 |
|
1.000 |
1,657.0 |
|
0.618 |
1,649.1 |
|
HIGH |
1,636.4 |
|
0.618 |
1,628.5 |
|
0.500 |
1,626.1 |
|
0.382 |
1,623.7 |
|
LOW |
1,615.8 |
|
0.618 |
1,603.1 |
|
1.000 |
1,595.2 |
|
1.618 |
1,582.5 |
|
2.618 |
1,561.9 |
|
4.250 |
1,528.3 |
|
|
| Fisher Pivots for day following 06-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,626.1 |
1,620.9 |
| PP |
1,624.8 |
1,619.4 |
| S1 |
1,623.6 |
1,618.0 |
|