| 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 |
1,571.0 |
1,604.9 |
33.9 |
2.2% |
1,609.2 |
| High |
1,608.7 |
1,619.8 |
11.1 |
0.7% |
1,609.2 |
| Low |
1,566.8 |
1,593.8 |
27.0 |
1.7% |
1,523.9 |
| Close |
1,600.5 |
1,612.7 |
12.2 |
0.8% |
1,566.8 |
| Range |
41.9 |
26.0 |
-15.9 |
-37.9% |
85.3 |
| ATR |
36.4 |
35.6 |
-0.7 |
-2.0% |
0.0 |
| Volume |
99,511 |
143,909 |
44,398 |
44.6% |
360,728 |
|
| Daily Pivots for day following 04-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,686.8 |
1,675.7 |
1,627.0 |
|
| R3 |
1,660.8 |
1,649.7 |
1,619.9 |
|
| R2 |
1,634.8 |
1,634.8 |
1,617.5 |
|
| R1 |
1,623.7 |
1,623.7 |
1,615.1 |
1,629.3 |
| PP |
1,608.8 |
1,608.8 |
1,608.8 |
1,611.5 |
| S1 |
1,597.7 |
1,597.7 |
1,610.3 |
1,603.3 |
| S2 |
1,582.8 |
1,582.8 |
1,607.9 |
|
| S3 |
1,556.8 |
1,571.7 |
1,605.6 |
|
| S4 |
1,530.8 |
1,545.7 |
1,598.4 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,822.5 |
1,780.0 |
1,613.7 |
|
| R3 |
1,737.2 |
1,694.7 |
1,590.3 |
|
| R2 |
1,651.9 |
1,651.9 |
1,582.4 |
|
| R1 |
1,609.4 |
1,609.4 |
1,574.6 |
1,588.0 |
| PP |
1,566.6 |
1,566.6 |
1,566.6 |
1,556.0 |
| S1 |
1,524.1 |
1,524.1 |
1,559.0 |
1,502.7 |
| S2 |
1,481.3 |
1,481.3 |
1,551.2 |
|
| S3 |
1,396.0 |
1,438.8 |
1,543.3 |
|
| S4 |
1,310.7 |
1,353.5 |
1,519.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,619.8 |
1,523.9 |
95.9 |
5.9% |
37.5 |
2.3% |
93% |
True |
False |
112,196 |
| 10 |
1,643.7 |
1,523.9 |
119.8 |
7.4% |
29.9 |
1.9% |
74% |
False |
False |
93,259 |
| 20 |
1,760.5 |
1,523.9 |
236.6 |
14.7% |
35.8 |
2.2% |
38% |
False |
False |
120,583 |
| 40 |
1,806.6 |
1,523.9 |
282.7 |
17.5% |
35.4 |
2.2% |
31% |
False |
False |
85,937 |
| 60 |
1,806.6 |
1,523.9 |
282.7 |
17.5% |
34.9 |
2.2% |
31% |
False |
False |
58,746 |
| 80 |
1,867.0 |
1,523.9 |
343.1 |
21.3% |
40.5 |
2.5% |
26% |
False |
False |
45,107 |
| 100 |
1,925.1 |
1,523.9 |
401.2 |
24.9% |
43.0 |
2.7% |
22% |
False |
False |
36,636 |
| 120 |
1,925.1 |
1,523.9 |
401.2 |
24.9% |
40.6 |
2.5% |
22% |
False |
False |
30,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,730.3 |
|
2.618 |
1,687.9 |
|
1.618 |
1,661.9 |
|
1.000 |
1,645.8 |
|
0.618 |
1,635.9 |
|
HIGH |
1,619.8 |
|
0.618 |
1,609.9 |
|
0.500 |
1,606.8 |
|
0.382 |
1,603.7 |
|
LOW |
1,593.8 |
|
0.618 |
1,577.7 |
|
1.000 |
1,567.8 |
|
1.618 |
1,551.7 |
|
2.618 |
1,525.7 |
|
4.250 |
1,483.3 |
|
|
| Fisher Pivots for day following 04-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,610.7 |
1,602.8 |
| PP |
1,608.8 |
1,592.9 |
| S1 |
1,606.8 |
1,583.0 |
|