| 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 |
1,614.4 |
1,622.4 |
8.0 |
0.5% |
1,571.0 |
| High |
1,626.8 |
1,632.3 |
5.5 |
0.3% |
1,632.3 |
| Low |
1,597.7 |
1,609.0 |
11.3 |
0.7% |
1,566.8 |
| Close |
1,620.1 |
1,616.8 |
-3.3 |
-0.2% |
1,616.8 |
| Range |
29.1 |
23.3 |
-5.8 |
-19.9% |
65.5 |
| ATR |
35.2 |
34.3 |
-0.8 |
-2.4% |
0.0 |
| Volume |
164,145 |
146,650 |
-17,495 |
-10.7% |
554,215 |
|
| Daily Pivots for day following 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,689.3 |
1,676.3 |
1,629.6 |
|
| R3 |
1,666.0 |
1,653.0 |
1,623.2 |
|
| R2 |
1,642.7 |
1,642.7 |
1,621.1 |
|
| R1 |
1,629.7 |
1,629.7 |
1,618.9 |
1,624.6 |
| PP |
1,619.4 |
1,619.4 |
1,619.4 |
1,616.8 |
| S1 |
1,606.4 |
1,606.4 |
1,614.7 |
1,601.3 |
| S2 |
1,596.1 |
1,596.1 |
1,612.5 |
|
| S3 |
1,572.8 |
1,583.1 |
1,610.4 |
|
| S4 |
1,549.5 |
1,559.8 |
1,604.0 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,801.8 |
1,774.8 |
1,652.8 |
|
| R3 |
1,736.3 |
1,709.3 |
1,634.8 |
|
| R2 |
1,670.8 |
1,670.8 |
1,628.8 |
|
| R1 |
1,643.8 |
1,643.8 |
1,622.8 |
1,657.3 |
| PP |
1,605.3 |
1,605.3 |
1,605.3 |
1,612.1 |
| S1 |
1,578.3 |
1,578.3 |
1,610.8 |
1,591.8 |
| S2 |
1,539.8 |
1,539.8 |
1,604.8 |
|
| S3 |
1,474.3 |
1,512.8 |
1,598.8 |
|
| S4 |
1,408.8 |
1,447.3 |
1,580.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,632.3 |
1,546.2 |
86.1 |
5.3% |
31.4 |
1.9% |
82% |
True |
False |
128,509 |
| 10 |
1,632.3 |
1,523.9 |
108.4 |
6.7% |
28.9 |
1.8% |
86% |
True |
False |
103,845 |
| 20 |
1,760.5 |
1,523.9 |
236.6 |
14.6% |
35.7 |
2.2% |
39% |
False |
False |
125,029 |
| 40 |
1,803.1 |
1,523.9 |
279.2 |
17.3% |
35.0 |
2.2% |
33% |
False |
False |
92,697 |
| 60 |
1,806.6 |
1,523.9 |
282.7 |
17.5% |
34.7 |
2.1% |
33% |
False |
False |
63,787 |
| 80 |
1,849.7 |
1,523.9 |
325.8 |
20.2% |
39.8 |
2.5% |
29% |
False |
False |
48,885 |
| 100 |
1,925.1 |
1,523.9 |
401.2 |
24.8% |
42.8 |
2.6% |
23% |
False |
False |
39,698 |
| 120 |
1,925.1 |
1,523.9 |
401.2 |
24.8% |
40.8 |
2.5% |
23% |
False |
False |
33,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,731.3 |
|
2.618 |
1,693.3 |
|
1.618 |
1,670.0 |
|
1.000 |
1,655.6 |
|
0.618 |
1,646.7 |
|
HIGH |
1,632.3 |
|
0.618 |
1,623.4 |
|
0.500 |
1,620.7 |
|
0.382 |
1,617.9 |
|
LOW |
1,609.0 |
|
0.618 |
1,594.6 |
|
1.000 |
1,585.7 |
|
1.618 |
1,571.3 |
|
2.618 |
1,548.0 |
|
4.250 |
1,510.0 |
|
|
| Fisher Pivots for day following 06-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,620.7 |
1,615.6 |
| PP |
1,619.4 |
1,614.3 |
| S1 |
1,618.1 |
1,613.1 |
|