| Trading Metrics calculated at close of trading on 23-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1,657.0 |
1,665.2 |
8.2 |
0.5% |
1,635.8 |
| High |
1,667.3 |
1,681.8 |
14.5 |
0.9% |
1,670.6 |
| Low |
1,645.2 |
1,663.0 |
17.8 |
1.1% |
1,631.9 |
| Close |
1,664.0 |
1,678.3 |
14.3 |
0.9% |
1,664.0 |
| Range |
22.1 |
18.8 |
-3.3 |
-14.9% |
38.7 |
| ATR |
29.4 |
28.7 |
-0.8 |
-2.6% |
0.0 |
| Volume |
120,967 |
117,633 |
-3,334 |
-2.8% |
556,536 |
|
| Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,730.8 |
1,723.3 |
1,688.6 |
|
| R3 |
1,712.0 |
1,704.5 |
1,683.5 |
|
| R2 |
1,693.2 |
1,693.2 |
1,681.7 |
|
| R1 |
1,685.7 |
1,685.7 |
1,680.0 |
1,689.5 |
| PP |
1,674.4 |
1,674.4 |
1,674.4 |
1,676.2 |
| S1 |
1,666.9 |
1,666.9 |
1,676.6 |
1,670.7 |
| S2 |
1,655.6 |
1,655.6 |
1,674.9 |
|
| S3 |
1,636.8 |
1,648.1 |
1,673.1 |
|
| S4 |
1,618.0 |
1,629.3 |
1,668.0 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,771.6 |
1,756.5 |
1,685.3 |
|
| R3 |
1,732.9 |
1,717.8 |
1,674.6 |
|
| R2 |
1,694.2 |
1,694.2 |
1,671.1 |
|
| R1 |
1,679.1 |
1,679.1 |
1,667.5 |
1,686.7 |
| PP |
1,655.5 |
1,655.5 |
1,655.5 |
1,659.3 |
| S1 |
1,640.4 |
1,640.4 |
1,660.5 |
1,648.0 |
| S2 |
1,616.8 |
1,616.8 |
1,656.9 |
|
| S3 |
1,578.1 |
1,601.7 |
1,653.4 |
|
| S4 |
1,539.4 |
1,563.0 |
1,642.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,681.8 |
1,631.9 |
49.9 |
3.0% |
23.8 |
1.4% |
93% |
True |
False |
134,833 |
| 10 |
1,681.8 |
1,605.7 |
76.1 |
4.5% |
23.5 |
1.4% |
95% |
True |
False |
136,809 |
| 20 |
1,681.8 |
1,523.9 |
157.9 |
9.4% |
26.2 |
1.6% |
98% |
True |
False |
120,327 |
| 40 |
1,767.1 |
1,523.9 |
243.2 |
14.5% |
31.4 |
1.9% |
63% |
False |
False |
121,965 |
| 60 |
1,806.6 |
1,523.9 |
282.7 |
16.8% |
32.8 |
2.0% |
55% |
False |
False |
86,082 |
| 80 |
1,806.6 |
1,523.9 |
282.7 |
16.8% |
34.6 |
2.1% |
55% |
False |
False |
65,402 |
| 100 |
1,925.1 |
1,523.9 |
401.2 |
23.9% |
39.4 |
2.3% |
38% |
False |
False |
53,039 |
| 120 |
1,925.1 |
1,523.9 |
401.2 |
23.9% |
41.3 |
2.5% |
38% |
False |
False |
44,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,761.7 |
|
2.618 |
1,731.0 |
|
1.618 |
1,712.2 |
|
1.000 |
1,700.6 |
|
0.618 |
1,693.4 |
|
HIGH |
1,681.8 |
|
0.618 |
1,674.6 |
|
0.500 |
1,672.4 |
|
0.382 |
1,670.2 |
|
LOW |
1,663.0 |
|
0.618 |
1,651.4 |
|
1.000 |
1,644.2 |
|
1.618 |
1,632.6 |
|
2.618 |
1,613.8 |
|
4.250 |
1,583.1 |
|
|
| Fisher Pivots for day following 23-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,676.3 |
1,673.4 |
| PP |
1,674.4 |
1,668.4 |
| S1 |
1,672.4 |
1,663.5 |
|