| Trading Metrics calculated at close of trading on 10-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2012 |
10-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,277.0 |
2,303.0 |
26.0 |
1.1% |
2,296.0 |
| High |
2,307.0 |
2,351.0 |
44.0 |
1.9% |
2,387.0 |
| Low |
2,272.0 |
2,298.0 |
26.0 |
1.1% |
2,279.0 |
| Close |
2,287.0 |
2,342.0 |
55.0 |
2.4% |
2,290.0 |
| Range |
35.0 |
53.0 |
18.0 |
51.4% |
108.0 |
| ATR |
57.4 |
57.9 |
0.5 |
0.8% |
0.0 |
| Volume |
811,866 |
1,170,494 |
358,628 |
44.2% |
3,647,331 |
|
| Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,489.3 |
2,468.7 |
2,371.2 |
|
| R3 |
2,436.3 |
2,415.7 |
2,356.6 |
|
| R2 |
2,383.3 |
2,383.3 |
2,351.7 |
|
| R1 |
2,362.7 |
2,362.7 |
2,346.9 |
2,373.0 |
| PP |
2,330.3 |
2,330.3 |
2,330.3 |
2,335.5 |
| S1 |
2,309.7 |
2,309.7 |
2,337.1 |
2,320.0 |
| S2 |
2,277.3 |
2,277.3 |
2,332.3 |
|
| S3 |
2,224.3 |
2,256.7 |
2,327.4 |
|
| S4 |
2,171.3 |
2,203.7 |
2,312.9 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,642.7 |
2,574.3 |
2,349.4 |
|
| R3 |
2,534.7 |
2,466.3 |
2,319.7 |
|
| R2 |
2,426.7 |
2,426.7 |
2,309.8 |
|
| R1 |
2,358.3 |
2,358.3 |
2,299.9 |
2,338.5 |
| PP |
2,318.7 |
2,318.7 |
2,318.7 |
2,308.8 |
| S1 |
2,250.3 |
2,250.3 |
2,280.1 |
2,230.5 |
| S2 |
2,210.7 |
2,210.7 |
2,270.2 |
|
| S3 |
2,102.7 |
2,142.3 |
2,260.3 |
|
| S4 |
1,994.7 |
2,034.3 |
2,230.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,378.0 |
2,272.0 |
106.0 |
4.5% |
48.0 |
2.0% |
66% |
False |
False |
905,239 |
| 10 |
2,387.0 |
2,242.0 |
145.0 |
6.2% |
50.0 |
2.1% |
69% |
False |
False |
684,096 |
| 20 |
2,387.0 |
2,162.0 |
225.0 |
9.6% |
52.6 |
2.2% |
80% |
False |
False |
776,629 |
| 40 |
2,392.0 |
2,059.0 |
333.0 |
14.2% |
59.1 |
2.5% |
85% |
False |
False |
439,161 |
| 60 |
2,503.0 |
2,059.0 |
444.0 |
19.0% |
65.0 |
2.8% |
64% |
False |
False |
296,274 |
| 80 |
2,503.0 |
1,927.0 |
576.0 |
24.6% |
67.1 |
2.9% |
72% |
False |
False |
223,660 |
| 100 |
2,503.0 |
1,927.0 |
576.0 |
24.6% |
67.9 |
2.9% |
72% |
False |
False |
182,601 |
| 120 |
2,754.0 |
1,927.0 |
827.0 |
35.3% |
72.1 |
3.1% |
50% |
False |
False |
152,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,576.3 |
|
2.618 |
2,489.8 |
|
1.618 |
2,436.8 |
|
1.000 |
2,404.0 |
|
0.618 |
2,383.8 |
|
HIGH |
2,351.0 |
|
0.618 |
2,330.8 |
|
0.500 |
2,324.5 |
|
0.382 |
2,318.2 |
|
LOW |
2,298.0 |
|
0.618 |
2,265.2 |
|
1.000 |
2,245.0 |
|
1.618 |
2,212.2 |
|
2.618 |
2,159.2 |
|
4.250 |
2,072.8 |
|
|
| Fisher Pivots for day following 10-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,336.2 |
2,331.8 |
| PP |
2,330.3 |
2,321.7 |
| S1 |
2,324.5 |
2,311.5 |
|