| Trading Metrics calculated at close of trading on 11-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2012 |
11-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,303.0 |
2,334.0 |
31.0 |
1.3% |
2,296.0 |
| High |
2,351.0 |
2,356.0 |
5.0 |
0.2% |
2,387.0 |
| Low |
2,298.0 |
2,317.0 |
19.0 |
0.8% |
2,279.0 |
| Close |
2,342.0 |
2,346.0 |
4.0 |
0.2% |
2,290.0 |
| Range |
53.0 |
39.0 |
-14.0 |
-26.4% |
108.0 |
| ATR |
57.9 |
56.6 |
-1.4 |
-2.3% |
0.0 |
| Volume |
1,170,494 |
1,058,883 |
-111,611 |
-9.5% |
3,647,331 |
|
| Daily Pivots for day following 11-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,456.7 |
2,440.3 |
2,367.5 |
|
| R3 |
2,417.7 |
2,401.3 |
2,356.7 |
|
| R2 |
2,378.7 |
2,378.7 |
2,353.2 |
|
| R1 |
2,362.3 |
2,362.3 |
2,349.6 |
2,370.5 |
| PP |
2,339.7 |
2,339.7 |
2,339.7 |
2,343.8 |
| S1 |
2,323.3 |
2,323.3 |
2,342.4 |
2,331.5 |
| S2 |
2,300.7 |
2,300.7 |
2,338.9 |
|
| S3 |
2,261.7 |
2,284.3 |
2,335.3 |
|
| S4 |
2,222.7 |
2,245.3 |
2,324.6 |
|
|
| 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 |
2,356.0 |
2,272.0 |
84.0 |
3.6% |
47.2 |
2.0% |
88% |
True |
False |
959,860 |
| 10 |
2,387.0 |
2,242.0 |
145.0 |
6.2% |
48.0 |
2.0% |
72% |
False |
False |
748,341 |
| 20 |
2,387.0 |
2,162.0 |
225.0 |
9.6% |
51.5 |
2.2% |
82% |
False |
False |
767,047 |
| 40 |
2,392.0 |
2,059.0 |
333.0 |
14.2% |
58.8 |
2.5% |
86% |
False |
False |
465,165 |
| 60 |
2,503.0 |
2,059.0 |
444.0 |
18.9% |
64.3 |
2.7% |
65% |
False |
False |
313,583 |
| 80 |
2,503.0 |
1,927.0 |
576.0 |
24.6% |
66.8 |
2.8% |
73% |
False |
False |
236,861 |
| 100 |
2,503.0 |
1,927.0 |
576.0 |
24.6% |
67.7 |
2.9% |
73% |
False |
False |
193,187 |
| 120 |
2,723.0 |
1,927.0 |
796.0 |
33.9% |
72.2 |
3.1% |
53% |
False |
False |
161,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,521.8 |
|
2.618 |
2,458.1 |
|
1.618 |
2,419.1 |
|
1.000 |
2,395.0 |
|
0.618 |
2,380.1 |
|
HIGH |
2,356.0 |
|
0.618 |
2,341.1 |
|
0.500 |
2,336.5 |
|
0.382 |
2,331.9 |
|
LOW |
2,317.0 |
|
0.618 |
2,292.9 |
|
1.000 |
2,278.0 |
|
1.618 |
2,253.9 |
|
2.618 |
2,214.9 |
|
4.250 |
2,151.3 |
|
|
| Fisher Pivots for day following 11-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,342.8 |
2,335.3 |
| PP |
2,339.7 |
2,324.7 |
| S1 |
2,336.5 |
2,314.0 |
|