| 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 |
1,632.4 |
1,643.5 |
11.1 |
0.7% |
1,571.0 |
| High |
1,648.0 |
1,662.9 |
14.9 |
0.9% |
1,632.3 |
| Low |
1,630.8 |
1,640.9 |
10.1 |
0.6% |
1,566.8 |
| Close |
1,639.6 |
1,647.7 |
8.1 |
0.5% |
1,616.8 |
| Range |
17.2 |
22.0 |
4.8 |
27.9% |
65.5 |
| ATR |
32.1 |
31.5 |
-0.6 |
-2.0% |
0.0 |
| Volume |
129,570 |
133,295 |
3,725 |
2.9% |
554,215 |
|
| Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,716.5 |
1,704.1 |
1,659.8 |
|
| R3 |
1,694.5 |
1,682.1 |
1,653.8 |
|
| R2 |
1,672.5 |
1,672.5 |
1,651.7 |
|
| R1 |
1,660.1 |
1,660.1 |
1,649.7 |
1,666.3 |
| PP |
1,650.5 |
1,650.5 |
1,650.5 |
1,653.6 |
| S1 |
1,638.1 |
1,638.1 |
1,645.7 |
1,644.3 |
| S2 |
1,628.5 |
1,628.5 |
1,643.7 |
|
| S3 |
1,606.5 |
1,616.1 |
1,641.7 |
|
| S4 |
1,584.5 |
1,594.1 |
1,635.6 |
|
|
| 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 |
1,662.9 |
1,605.7 |
57.2 |
3.5% |
22.7 |
1.4% |
73% |
True |
False |
136,938 |
| 10 |
1,662.9 |
1,523.9 |
139.0 |
8.4% |
28.6 |
1.7% |
89% |
True |
False |
130,269 |
| 20 |
1,662.9 |
1,523.9 |
139.0 |
8.4% |
30.7 |
1.9% |
89% |
True |
False |
122,513 |
| 40 |
1,790.0 |
1,523.9 |
266.1 |
16.1% |
33.7 |
2.0% |
47% |
False |
False |
104,430 |
| 60 |
1,806.6 |
1,523.9 |
282.7 |
17.2% |
34.3 |
2.1% |
44% |
False |
False |
72,577 |
| 80 |
1,820.8 |
1,523.9 |
296.9 |
18.0% |
38.4 |
2.3% |
42% |
False |
False |
55,405 |
| 100 |
1,925.1 |
1,523.9 |
401.2 |
24.3% |
42.3 |
2.6% |
31% |
False |
False |
44,934 |
| 120 |
1,925.1 |
1,523.9 |
401.2 |
24.3% |
40.9 |
2.5% |
31% |
False |
False |
38,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,756.4 |
|
2.618 |
1,720.5 |
|
1.618 |
1,698.5 |
|
1.000 |
1,684.9 |
|
0.618 |
1,676.5 |
|
HIGH |
1,662.9 |
|
0.618 |
1,654.5 |
|
0.500 |
1,651.9 |
|
0.382 |
1,649.3 |
|
LOW |
1,640.9 |
|
0.618 |
1,627.3 |
|
1.000 |
1,618.9 |
|
1.618 |
1,605.3 |
|
2.618 |
1,583.3 |
|
4.250 |
1,547.4 |
|
|
| Fisher Pivots for day following 12-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,651.9 |
1,643.8 |
| PP |
1,650.5 |
1,639.9 |
| S1 |
1,649.1 |
1,636.1 |
|