| Trading Metrics calculated at close of trading on 11-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2012 |
11-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1,612.3 |
1,632.4 |
20.1 |
1.2% |
1,571.0 |
| High |
1,641.4 |
1,648.0 |
6.6 |
0.4% |
1,632.3 |
| Low |
1,609.2 |
1,630.8 |
21.6 |
1.3% |
1,566.8 |
| Close |
1,631.5 |
1,639.6 |
8.1 |
0.5% |
1,616.8 |
| Range |
32.2 |
17.2 |
-15.0 |
-46.6% |
65.5 |
| ATR |
33.2 |
32.1 |
-1.1 |
-3.4% |
0.0 |
| Volume |
151,925 |
129,570 |
-22,355 |
-14.7% |
554,215 |
|
| Daily Pivots for day following 11-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,691.1 |
1,682.5 |
1,649.1 |
|
| R3 |
1,673.9 |
1,665.3 |
1,644.3 |
|
| R2 |
1,656.7 |
1,656.7 |
1,642.8 |
|
| R1 |
1,648.1 |
1,648.1 |
1,641.2 |
1,652.4 |
| PP |
1,639.5 |
1,639.5 |
1,639.5 |
1,641.6 |
| S1 |
1,630.9 |
1,630.9 |
1,638.0 |
1,635.2 |
| S2 |
1,622.3 |
1,622.3 |
1,636.4 |
|
| S3 |
1,605.1 |
1,613.7 |
1,634.9 |
|
| S4 |
1,587.9 |
1,596.5 |
1,630.1 |
|
|
| 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 |
1,648.0 |
1,597.7 |
50.3 |
3.1% |
24.1 |
1.5% |
83% |
True |
False |
143,108 |
| 10 |
1,648.0 |
1,523.9 |
124.1 |
7.6% |
30.8 |
1.9% |
93% |
True |
False |
127,652 |
| 20 |
1,681.7 |
1,523.9 |
157.8 |
9.6% |
32.4 |
2.0% |
73% |
False |
False |
124,436 |
| 40 |
1,799.5 |
1,523.9 |
275.6 |
16.8% |
33.7 |
2.1% |
42% |
False |
False |
101,442 |
| 60 |
1,806.6 |
1,523.9 |
282.7 |
17.2% |
34.5 |
2.1% |
41% |
False |
False |
70,383 |
| 80 |
1,832.4 |
1,523.9 |
308.5 |
18.8% |
38.8 |
2.4% |
38% |
False |
False |
53,782 |
| 100 |
1,925.1 |
1,523.9 |
401.2 |
24.5% |
42.6 |
2.6% |
29% |
False |
False |
43,650 |
| 120 |
1,925.1 |
1,523.9 |
401.2 |
24.5% |
40.9 |
2.5% |
29% |
False |
False |
36,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,721.1 |
|
2.618 |
1,693.0 |
|
1.618 |
1,675.8 |
|
1.000 |
1,665.2 |
|
0.618 |
1,658.6 |
|
HIGH |
1,648.0 |
|
0.618 |
1,641.4 |
|
0.500 |
1,639.4 |
|
0.382 |
1,637.4 |
|
LOW |
1,630.8 |
|
0.618 |
1,620.2 |
|
1.000 |
1,613.6 |
|
1.618 |
1,603.0 |
|
2.618 |
1,585.8 |
|
4.250 |
1,557.7 |
|
|
| Fisher Pivots for day following 11-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,639.5 |
1,635.4 |
| PP |
1,639.5 |
1,631.1 |
| S1 |
1,639.4 |
1,626.9 |
|