| Trading Metrics calculated at close of trading on 12-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2012 |
12-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1,639.5 |
1,648.5 |
9.0 |
0.5% |
1,576.9 |
| High |
1,653.1 |
1,668.5 |
15.4 |
0.9% |
1,636.4 |
| Low |
1,638.9 |
1,648.5 |
9.6 |
0.6% |
1,576.9 |
| Close |
1,645.6 |
1,653.8 |
8.2 |
0.5% |
1,622.3 |
| Range |
14.2 |
20.0 |
5.8 |
40.8% |
59.5 |
| ATR |
29.9 |
29.4 |
-0.5 |
-1.7% |
0.0 |
| Volume |
5,888 |
4,697 |
-1,191 |
-20.2% |
22,496 |
|
| Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,716.9 |
1,705.4 |
1,664.8 |
|
| R3 |
1,696.9 |
1,685.4 |
1,659.3 |
|
| R2 |
1,676.9 |
1,676.9 |
1,657.5 |
|
| R1 |
1,665.4 |
1,665.4 |
1,655.6 |
1,671.2 |
| PP |
1,656.9 |
1,656.9 |
1,656.9 |
1,659.8 |
| S1 |
1,645.4 |
1,645.4 |
1,652.0 |
1,651.2 |
| S2 |
1,636.9 |
1,636.9 |
1,650.1 |
|
| S3 |
1,616.9 |
1,625.4 |
1,648.3 |
|
| S4 |
1,596.9 |
1,605.4 |
1,642.8 |
|
|
| 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 |
1,668.5 |
1,611.9 |
56.6 |
3.4% |
20.2 |
1.2% |
74% |
True |
False |
4,804 |
| 10 |
1,668.5 |
1,528.6 |
139.9 |
8.5% |
25.6 |
1.5% |
89% |
True |
False |
4,308 |
| 20 |
1,668.5 |
1,528.6 |
139.9 |
8.5% |
27.1 |
1.6% |
89% |
True |
False |
3,032 |
| 40 |
1,791.9 |
1,528.6 |
263.3 |
15.9% |
30.0 |
1.8% |
48% |
False |
False |
2,570 |
| 60 |
1,808.5 |
1,528.6 |
279.9 |
16.9% |
30.4 |
1.8% |
45% |
False |
False |
1,964 |
| 80 |
1,820.0 |
1,528.6 |
291.4 |
17.6% |
33.5 |
2.0% |
43% |
False |
False |
1,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,753.5 |
|
2.618 |
1,720.9 |
|
1.618 |
1,700.9 |
|
1.000 |
1,688.5 |
|
0.618 |
1,680.9 |
|
HIGH |
1,668.5 |
|
0.618 |
1,660.9 |
|
0.500 |
1,658.5 |
|
0.382 |
1,656.1 |
|
LOW |
1,648.5 |
|
0.618 |
1,636.1 |
|
1.000 |
1,628.5 |
|
1.618 |
1,616.1 |
|
2.618 |
1,596.1 |
|
4.250 |
1,563.5 |
|
|
| Fisher Pivots for day following 12-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,658.5 |
1,650.3 |
| PP |
1,656.9 |
1,646.8 |
| S1 |
1,655.4 |
1,643.4 |
|