| Trading Metrics calculated at close of trading on 02-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2011 |
02-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,297.0 |
2,296.0 |
-1.0 |
0.0% |
2,293.0 |
| High |
2,314.0 |
2,364.0 |
50.0 |
2.2% |
2,314.0 |
| Low |
2,280.0 |
2,294.0 |
14.0 |
0.6% |
2,242.0 |
| Close |
2,301.0 |
2,358.0 |
57.0 |
2.5% |
2,301.0 |
| Range |
34.0 |
70.0 |
36.0 |
105.9% |
72.0 |
| ATR |
62.0 |
62.5 |
0.6 |
0.9% |
0.0 |
| Volume |
347,239 |
296,826 |
-50,413 |
-14.5% |
1,391,774 |
|
| Daily Pivots for day following 02-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,548.7 |
2,523.3 |
2,396.5 |
|
| R3 |
2,478.7 |
2,453.3 |
2,377.3 |
|
| R2 |
2,408.7 |
2,408.7 |
2,370.8 |
|
| R1 |
2,383.3 |
2,383.3 |
2,364.4 |
2,396.0 |
| PP |
2,338.7 |
2,338.7 |
2,338.7 |
2,345.0 |
| S1 |
2,313.3 |
2,313.3 |
2,351.6 |
2,326.0 |
| S2 |
2,268.7 |
2,268.7 |
2,345.2 |
|
| S3 |
2,198.7 |
2,243.3 |
2,338.8 |
|
| S4 |
2,128.7 |
2,173.3 |
2,319.5 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,501.7 |
2,473.3 |
2,340.6 |
|
| R3 |
2,429.7 |
2,401.3 |
2,320.8 |
|
| R2 |
2,357.7 |
2,357.7 |
2,314.2 |
|
| R1 |
2,329.3 |
2,329.3 |
2,307.6 |
2,343.5 |
| PP |
2,285.7 |
2,285.7 |
2,285.7 |
2,292.8 |
| S1 |
2,257.3 |
2,257.3 |
2,294.4 |
2,271.5 |
| S2 |
2,213.7 |
2,213.7 |
2,287.8 |
|
| S3 |
2,141.7 |
2,185.3 |
2,281.2 |
|
| S4 |
2,069.7 |
2,113.3 |
2,261.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,364.0 |
2,242.0 |
122.0 |
5.2% |
49.6 |
2.1% |
95% |
True |
False |
337,720 |
| 10 |
2,364.0 |
2,162.0 |
202.0 |
8.6% |
54.8 |
2.3% |
97% |
True |
False |
482,733 |
| 20 |
2,392.0 |
2,162.0 |
230.0 |
9.8% |
61.0 |
2.6% |
85% |
False |
False |
588,289 |
| 40 |
2,392.0 |
2,059.0 |
333.0 |
14.1% |
64.8 |
2.7% |
90% |
False |
False |
306,721 |
| 60 |
2,503.0 |
2,059.0 |
444.0 |
18.8% |
67.1 |
2.8% |
67% |
False |
False |
208,837 |
| 80 |
2,503.0 |
1,927.0 |
576.0 |
24.4% |
69.4 |
2.9% |
75% |
False |
False |
160,338 |
| 100 |
2,503.0 |
1,927.0 |
576.0 |
24.4% |
69.1 |
2.9% |
75% |
False |
False |
129,312 |
| 120 |
2,788.0 |
1,927.0 |
861.0 |
36.5% |
71.8 |
3.0% |
50% |
False |
False |
107,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,661.5 |
|
2.618 |
2,547.3 |
|
1.618 |
2,477.3 |
|
1.000 |
2,434.0 |
|
0.618 |
2,407.3 |
|
HIGH |
2,364.0 |
|
0.618 |
2,337.3 |
|
0.500 |
2,329.0 |
|
0.382 |
2,320.7 |
|
LOW |
2,294.0 |
|
0.618 |
2,250.7 |
|
1.000 |
2,224.0 |
|
1.618 |
2,180.7 |
|
2.618 |
2,110.7 |
|
4.250 |
1,996.5 |
|
|
| Fisher Pivots for day following 02-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,348.3 |
2,339.7 |
| PP |
2,338.7 |
2,321.3 |
| S1 |
2,329.0 |
2,303.0 |
|