| Trading Metrics calculated at close of trading on 04-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2012 |
04-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,375.0 |
2,371.0 |
-4.0 |
-0.2% |
2,293.0 |
| High |
2,387.0 |
2,378.0 |
-9.0 |
-0.4% |
2,314.0 |
| Low |
2,351.0 |
2,335.0 |
-16.0 |
-0.7% |
2,242.0 |
| Close |
2,385.0 |
2,349.0 |
-36.0 |
-1.5% |
2,301.0 |
| Range |
36.0 |
43.0 |
7.0 |
19.4% |
72.0 |
| ATR |
60.7 |
59.9 |
-0.8 |
-1.3% |
0.0 |
| Volume |
806,668 |
785,778 |
-20,890 |
-2.6% |
1,391,774 |
|
| Daily Pivots for day following 04-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,483.0 |
2,459.0 |
2,372.7 |
|
| R3 |
2,440.0 |
2,416.0 |
2,360.8 |
|
| R2 |
2,397.0 |
2,397.0 |
2,356.9 |
|
| R1 |
2,373.0 |
2,373.0 |
2,352.9 |
2,363.5 |
| PP |
2,354.0 |
2,354.0 |
2,354.0 |
2,349.3 |
| S1 |
2,330.0 |
2,330.0 |
2,345.1 |
2,320.5 |
| S2 |
2,311.0 |
2,311.0 |
2,341.1 |
|
| S3 |
2,268.0 |
2,287.0 |
2,337.2 |
|
| S4 |
2,225.0 |
2,244.0 |
2,325.4 |
|
|
| 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 |
6.2% |
48.8 |
2.1% |
74% |
False |
False |
536,823 |
| 10 |
2,387.0 |
2,225.0 |
162.0 |
6.9% |
47.5 |
2.0% |
77% |
False |
False |
502,715 |
| 20 |
2,392.0 |
2,162.0 |
230.0 |
9.8% |
61.7 |
2.6% |
81% |
False |
False |
661,247 |
| 40 |
2,392.0 |
2,059.0 |
333.0 |
14.2% |
63.5 |
2.7% |
87% |
False |
False |
346,452 |
| 60 |
2,503.0 |
2,059.0 |
444.0 |
18.9% |
66.7 |
2.8% |
65% |
False |
False |
234,888 |
| 80 |
2,503.0 |
1,927.0 |
576.0 |
24.5% |
68.4 |
2.9% |
73% |
False |
False |
178,803 |
| 100 |
2,503.0 |
1,927.0 |
576.0 |
24.5% |
69.2 |
2.9% |
73% |
False |
False |
145,236 |
| 120 |
2,788.0 |
1,927.0 |
861.0 |
36.7% |
71.8 |
3.1% |
49% |
False |
False |
121,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,560.8 |
|
2.618 |
2,490.6 |
|
1.618 |
2,447.6 |
|
1.000 |
2,421.0 |
|
0.618 |
2,404.6 |
|
HIGH |
2,378.0 |
|
0.618 |
2,361.6 |
|
0.500 |
2,356.5 |
|
0.382 |
2,351.4 |
|
LOW |
2,335.0 |
|
0.618 |
2,308.4 |
|
1.000 |
2,292.0 |
|
1.618 |
2,265.4 |
|
2.618 |
2,222.4 |
|
4.250 |
2,152.3 |
|
|
| Fisher Pivots for day following 04-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,356.5 |
2,346.2 |
| PP |
2,354.0 |
2,343.3 |
| S1 |
2,351.5 |
2,340.5 |
|