| Trading Metrics calculated at close of trading on 26-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1,666.5 |
1,710.9 |
44.4 |
2.7% |
1,635.8 |
| High |
1,713.2 |
1,731.5 |
18.3 |
1.1% |
1,670.6 |
| Low |
1,649.2 |
1,703.0 |
53.8 |
3.3% |
1,631.9 |
| Close |
1,700.1 |
1,726.7 |
26.6 |
1.6% |
1,664.0 |
| Range |
64.0 |
28.5 |
-35.5 |
-55.5% |
38.7 |
| ATR |
30.6 |
30.6 |
0.1 |
0.2% |
0.0 |
| Volume |
226,848 |
205,055 |
-21,793 |
-9.6% |
556,536 |
|
| Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,805.9 |
1,794.8 |
1,742.4 |
|
| R3 |
1,777.4 |
1,766.3 |
1,734.5 |
|
| R2 |
1,748.9 |
1,748.9 |
1,731.9 |
|
| R1 |
1,737.8 |
1,737.8 |
1,729.3 |
1,743.4 |
| PP |
1,720.4 |
1,720.4 |
1,720.4 |
1,723.2 |
| S1 |
1,709.3 |
1,709.3 |
1,724.1 |
1,714.9 |
| S2 |
1,691.9 |
1,691.9 |
1,721.5 |
|
| S3 |
1,663.4 |
1,680.8 |
1,718.9 |
|
| S4 |
1,634.9 |
1,652.3 |
1,711.0 |
|
|
| 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 |
1,731.5 |
1,645.2 |
86.3 |
5.0% |
30.5 |
1.8% |
94% |
True |
False |
159,262 |
| 10 |
1,731.5 |
1,625.7 |
105.8 |
6.1% |
27.8 |
1.6% |
95% |
True |
False |
152,105 |
| 20 |
1,731.5 |
1,523.9 |
207.6 |
12.0% |
29.3 |
1.7% |
98% |
True |
False |
139,879 |
| 40 |
1,767.1 |
1,523.9 |
243.2 |
14.1% |
31.6 |
1.8% |
83% |
False |
False |
131,939 |
| 60 |
1,806.6 |
1,523.9 |
282.7 |
16.4% |
33.1 |
1.9% |
72% |
False |
False |
95,079 |
| 80 |
1,806.6 |
1,523.9 |
282.7 |
16.4% |
34.1 |
2.0% |
72% |
False |
False |
72,255 |
| 100 |
1,925.1 |
1,523.9 |
401.2 |
23.2% |
39.6 |
2.3% |
51% |
False |
False |
58,583 |
| 120 |
1,925.1 |
1,523.9 |
401.2 |
23.2% |
41.3 |
2.4% |
51% |
False |
False |
49,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,852.6 |
|
2.618 |
1,806.1 |
|
1.618 |
1,777.6 |
|
1.000 |
1,760.0 |
|
0.618 |
1,749.1 |
|
HIGH |
1,731.5 |
|
0.618 |
1,720.6 |
|
0.500 |
1,717.3 |
|
0.382 |
1,713.9 |
|
LOW |
1,703.0 |
|
0.618 |
1,685.4 |
|
1.000 |
1,674.5 |
|
1.618 |
1,656.9 |
|
2.618 |
1,628.4 |
|
4.250 |
1,581.9 |
|
|
| Fisher Pivots for day following 26-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,723.6 |
1,714.6 |
| PP |
1,720.4 |
1,702.5 |
| S1 |
1,717.3 |
1,690.4 |
|