| 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 |
1,617.7 |
1,612.3 |
-5.4 |
-0.3% |
1,571.0 |
| High |
1,624.6 |
1,641.4 |
16.8 |
1.0% |
1,632.3 |
| Low |
1,605.7 |
1,609.2 |
3.5 |
0.2% |
1,566.8 |
| Close |
1,608.1 |
1,631.5 |
23.4 |
1.5% |
1,616.8 |
| Range |
18.9 |
32.2 |
13.3 |
70.4% |
65.5 |
| ATR |
33.2 |
33.2 |
0.0 |
0.0% |
0.0 |
| Volume |
123,252 |
151,925 |
28,673 |
23.3% |
554,215 |
|
| Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,724.0 |
1,709.9 |
1,649.2 |
|
| R3 |
1,691.8 |
1,677.7 |
1,640.4 |
|
| R2 |
1,659.6 |
1,659.6 |
1,637.4 |
|
| R1 |
1,645.5 |
1,645.5 |
1,634.5 |
1,652.6 |
| PP |
1,627.4 |
1,627.4 |
1,627.4 |
1,630.9 |
| S1 |
1,613.3 |
1,613.3 |
1,628.5 |
1,620.4 |
| S2 |
1,595.2 |
1,595.2 |
1,625.6 |
|
| S3 |
1,563.0 |
1,581.1 |
1,622.6 |
|
| S4 |
1,530.8 |
1,548.9 |
1,613.8 |
|
|
| 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 |
1,641.4 |
1,593.8 |
47.6 |
2.9% |
25.9 |
1.6% |
79% |
True |
False |
145,976 |
| 10 |
1,641.4 |
1,523.9 |
117.5 |
7.2% |
30.9 |
1.9% |
92% |
True |
False |
119,012 |
| 20 |
1,718.6 |
1,523.9 |
194.7 |
11.9% |
34.4 |
2.1% |
55% |
False |
False |
125,620 |
| 40 |
1,799.5 |
1,523.9 |
275.6 |
16.9% |
34.4 |
2.1% |
39% |
False |
False |
98,617 |
| 60 |
1,806.6 |
1,523.9 |
282.7 |
17.3% |
34.5 |
2.1% |
38% |
False |
False |
68,281 |
| 80 |
1,832.4 |
1,523.9 |
308.5 |
18.9% |
39.3 |
2.4% |
35% |
False |
False |
52,244 |
| 100 |
1,925.1 |
1,523.9 |
401.2 |
24.6% |
42.9 |
2.6% |
27% |
False |
False |
42,412 |
| 120 |
1,925.1 |
1,523.9 |
401.2 |
24.6% |
40.9 |
2.5% |
27% |
False |
False |
35,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,778.3 |
|
2.618 |
1,725.7 |
|
1.618 |
1,693.5 |
|
1.000 |
1,673.6 |
|
0.618 |
1,661.3 |
|
HIGH |
1,641.4 |
|
0.618 |
1,629.1 |
|
0.500 |
1,625.3 |
|
0.382 |
1,621.5 |
|
LOW |
1,609.2 |
|
0.618 |
1,589.3 |
|
1.000 |
1,577.0 |
|
1.618 |
1,557.1 |
|
2.618 |
1,524.9 |
|
4.250 |
1,472.4 |
|
|
| Fisher Pivots for day following 10-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,629.4 |
1,628.9 |
| PP |
1,627.4 |
1,626.2 |
| S1 |
1,625.3 |
1,623.6 |
|