| Trading Metrics calculated at close of trading on 05-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,371.0 |
2,347.0 |
-24.0 |
-1.0% |
2,293.0 |
| High |
2,378.0 |
2,352.0 |
-26.0 |
-1.1% |
2,314.0 |
| Low |
2,335.0 |
2,301.0 |
-34.0 |
-1.5% |
2,242.0 |
| Close |
2,349.0 |
2,320.0 |
-29.0 |
-1.2% |
2,301.0 |
| Range |
43.0 |
51.0 |
8.0 |
18.6% |
72.0 |
| ATR |
59.9 |
59.3 |
-0.6 |
-1.1% |
0.0 |
| Volume |
785,778 |
924,841 |
139,063 |
17.7% |
1,391,774 |
|
| Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,477.3 |
2,449.7 |
2,348.1 |
|
| R3 |
2,426.3 |
2,398.7 |
2,334.0 |
|
| R2 |
2,375.3 |
2,375.3 |
2,329.4 |
|
| R1 |
2,347.7 |
2,347.7 |
2,324.7 |
2,336.0 |
| PP |
2,324.3 |
2,324.3 |
2,324.3 |
2,318.5 |
| S1 |
2,296.7 |
2,296.7 |
2,315.3 |
2,285.0 |
| S2 |
2,273.3 |
2,273.3 |
2,310.7 |
|
| S3 |
2,222.3 |
2,245.7 |
2,306.0 |
|
| S4 |
2,171.3 |
2,194.7 |
2,292.0 |
|
|
| 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 |
2,280.0 |
107.0 |
4.6% |
46.8 |
2.0% |
37% |
False |
False |
632,270 |
| 10 |
2,387.0 |
2,238.0 |
149.0 |
6.4% |
44.3 |
1.9% |
55% |
False |
False |
505,497 |
| 20 |
2,387.0 |
2,162.0 |
225.0 |
9.7% |
59.6 |
2.6% |
70% |
False |
False |
703,290 |
| 40 |
2,392.0 |
2,059.0 |
333.0 |
14.4% |
61.5 |
2.7% |
78% |
False |
False |
369,563 |
| 60 |
2,503.0 |
2,059.0 |
444.0 |
19.1% |
66.1 |
2.8% |
59% |
False |
False |
249,755 |
| 80 |
2,503.0 |
1,927.0 |
576.0 |
24.8% |
67.5 |
2.9% |
68% |
False |
False |
189,553 |
| 100 |
2,503.0 |
1,927.0 |
576.0 |
24.8% |
69.3 |
3.0% |
68% |
False |
False |
154,483 |
| 120 |
2,788.0 |
1,927.0 |
861.0 |
37.1% |
72.0 |
3.1% |
46% |
False |
False |
128,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,568.8 |
|
2.618 |
2,485.5 |
|
1.618 |
2,434.5 |
|
1.000 |
2,403.0 |
|
0.618 |
2,383.5 |
|
HIGH |
2,352.0 |
|
0.618 |
2,332.5 |
|
0.500 |
2,326.5 |
|
0.382 |
2,320.5 |
|
LOW |
2,301.0 |
|
0.618 |
2,269.5 |
|
1.000 |
2,250.0 |
|
1.618 |
2,218.5 |
|
2.618 |
2,167.5 |
|
4.250 |
2,084.3 |
|
|
| Fisher Pivots for day following 05-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,326.5 |
2,344.0 |
| PP |
2,324.3 |
2,336.0 |
| S1 |
2,322.2 |
2,328.0 |
|