| Trading Metrics calculated at close of trading on 03-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2012 |
03-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,296.0 |
2,375.0 |
79.0 |
3.4% |
2,293.0 |
| High |
2,364.0 |
2,387.0 |
23.0 |
1.0% |
2,314.0 |
| Low |
2,294.0 |
2,351.0 |
57.0 |
2.5% |
2,242.0 |
| Close |
2,358.0 |
2,385.0 |
27.0 |
1.1% |
2,301.0 |
| Range |
70.0 |
36.0 |
-34.0 |
-48.6% |
72.0 |
| ATR |
62.5 |
60.7 |
-1.9 |
-3.0% |
0.0 |
| Volume |
296,826 |
806,668 |
509,842 |
171.8% |
1,391,774 |
|
| Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,482.3 |
2,469.7 |
2,404.8 |
|
| R3 |
2,446.3 |
2,433.7 |
2,394.9 |
|
| R2 |
2,410.3 |
2,410.3 |
2,391.6 |
|
| R1 |
2,397.7 |
2,397.7 |
2,388.3 |
2,404.0 |
| PP |
2,374.3 |
2,374.3 |
2,374.3 |
2,377.5 |
| S1 |
2,361.7 |
2,361.7 |
2,381.7 |
2,368.0 |
| S2 |
2,338.3 |
2,338.3 |
2,378.4 |
|
| S3 |
2,302.3 |
2,325.7 |
2,375.1 |
|
| S4 |
2,266.3 |
2,289.7 |
2,365.2 |
|
|
| 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 |
2,387.0 |
2,242.0 |
145.0 |
6.1% |
52.0 |
2.2% |
99% |
True |
False |
462,954 |
| 10 |
2,387.0 |
2,183.0 |
204.0 |
8.6% |
51.8 |
2.2% |
99% |
True |
False |
495,200 |
| 20 |
2,392.0 |
2,162.0 |
230.0 |
9.6% |
61.3 |
2.6% |
97% |
False |
False |
625,539 |
| 40 |
2,392.0 |
2,059.0 |
333.0 |
14.0% |
64.0 |
2.7% |
98% |
False |
False |
326,875 |
| 60 |
2,503.0 |
2,059.0 |
444.0 |
18.6% |
66.7 |
2.8% |
73% |
False |
False |
222,267 |
| 80 |
2,503.0 |
1,927.0 |
576.0 |
24.2% |
69.2 |
2.9% |
80% |
False |
False |
169,997 |
| 100 |
2,503.0 |
1,927.0 |
576.0 |
24.2% |
69.2 |
2.9% |
80% |
False |
False |
137,378 |
| 120 |
2,788.0 |
1,927.0 |
861.0 |
36.1% |
71.8 |
3.0% |
53% |
False |
False |
114,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,540.0 |
|
2.618 |
2,481.2 |
|
1.618 |
2,445.2 |
|
1.000 |
2,423.0 |
|
0.618 |
2,409.2 |
|
HIGH |
2,387.0 |
|
0.618 |
2,373.2 |
|
0.500 |
2,369.0 |
|
0.382 |
2,364.8 |
|
LOW |
2,351.0 |
|
0.618 |
2,328.8 |
|
1.000 |
2,315.0 |
|
1.618 |
2,292.8 |
|
2.618 |
2,256.8 |
|
4.250 |
2,198.0 |
|
|
| Fisher Pivots for day following 03-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,379.7 |
2,367.8 |
| PP |
2,374.3 |
2,350.7 |
| S1 |
2,369.0 |
2,333.5 |
|