| Trading Metrics calculated at close of trading on 10-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2012 |
10-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1,621.3 |
1,618.2 |
-3.1 |
-0.2% |
1,576.9 |
| High |
1,629.5 |
1,647.0 |
17.5 |
1.1% |
1,636.4 |
| Low |
1,611.9 |
1,618.2 |
6.3 |
0.4% |
1,576.9 |
| Close |
1,613.5 |
1,637.3 |
23.8 |
1.5% |
1,622.3 |
| Range |
17.6 |
28.8 |
11.2 |
63.6% |
59.5 |
| ATR |
30.8 |
31.0 |
0.2 |
0.6% |
0.0 |
| Volume |
3,060 |
4,259 |
1,199 |
39.2% |
22,496 |
|
| Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,720.6 |
1,707.7 |
1,653.1 |
|
| R3 |
1,691.8 |
1,678.9 |
1,645.2 |
|
| R2 |
1,663.0 |
1,663.0 |
1,642.6 |
|
| R1 |
1,650.1 |
1,650.1 |
1,639.9 |
1,656.6 |
| PP |
1,634.2 |
1,634.2 |
1,634.2 |
1,637.4 |
| S1 |
1,621.3 |
1,621.3 |
1,634.7 |
1,627.8 |
| S2 |
1,605.4 |
1,605.4 |
1,632.0 |
|
| S3 |
1,576.6 |
1,592.5 |
1,629.4 |
|
| S4 |
1,547.8 |
1,563.7 |
1,621.5 |
|
|
| 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 |
1,647.0 |
1,599.5 |
47.5 |
2.9% |
24.1 |
1.5% |
80% |
True |
False |
5,615 |
| 10 |
1,647.0 |
1,528.6 |
118.4 |
7.2% |
27.0 |
1.6% |
92% |
True |
False |
3,414 |
| 20 |
1,723.3 |
1,528.6 |
194.7 |
11.9% |
30.6 |
1.9% |
56% |
False |
False |
2,807 |
| 40 |
1,802.3 |
1,528.6 |
273.7 |
16.7% |
30.7 |
1.9% |
40% |
False |
False |
2,343 |
| 60 |
1,808.5 |
1,528.6 |
279.9 |
17.1% |
30.6 |
1.9% |
39% |
False |
False |
1,796 |
| 80 |
1,835.0 |
1,528.6 |
306.4 |
18.7% |
34.4 |
2.1% |
35% |
False |
False |
1,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,769.4 |
|
2.618 |
1,722.4 |
|
1.618 |
1,693.6 |
|
1.000 |
1,675.8 |
|
0.618 |
1,664.8 |
|
HIGH |
1,647.0 |
|
0.618 |
1,636.0 |
|
0.500 |
1,632.6 |
|
0.382 |
1,629.2 |
|
LOW |
1,618.2 |
|
0.618 |
1,600.4 |
|
1.000 |
1,589.4 |
|
1.618 |
1,571.6 |
|
2.618 |
1,542.8 |
|
4.250 |
1,495.8 |
|
|
| Fisher Pivots for day following 10-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,635.7 |
1,634.7 |
| PP |
1,634.2 |
1,632.1 |
| S1 |
1,632.6 |
1,629.5 |
|