| Trading Metrics calculated at close of trading on 18-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,378.0 |
2,383.0 |
5.0 |
0.2% |
2,277.0 |
| High |
2,408.0 |
2,421.0 |
13.0 |
0.5% |
2,379.0 |
| Low |
2,372.0 |
2,369.0 |
-3.0 |
-0.1% |
2,272.0 |
| Close |
2,388.0 |
2,400.0 |
12.0 |
0.5% |
2,333.0 |
| Range |
36.0 |
52.0 |
16.0 |
44.4% |
107.0 |
| ATR |
58.0 |
57.6 |
-0.4 |
-0.7% |
0.0 |
| Volume |
1,135,079 |
1,231,442 |
96,363 |
8.5% |
5,546,070 |
|
| Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,552.7 |
2,528.3 |
2,428.6 |
|
| R3 |
2,500.7 |
2,476.3 |
2,414.3 |
|
| R2 |
2,448.7 |
2,448.7 |
2,409.5 |
|
| R1 |
2,424.3 |
2,424.3 |
2,404.8 |
2,436.5 |
| PP |
2,396.7 |
2,396.7 |
2,396.7 |
2,402.8 |
| S1 |
2,372.3 |
2,372.3 |
2,395.2 |
2,384.5 |
| S2 |
2,344.7 |
2,344.7 |
2,390.5 |
|
| S3 |
2,292.7 |
2,320.3 |
2,385.7 |
|
| S4 |
2,240.7 |
2,268.3 |
2,371.4 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,649.0 |
2,598.0 |
2,391.9 |
|
| R3 |
2,542.0 |
2,491.0 |
2,362.4 |
|
| R2 |
2,435.0 |
2,435.0 |
2,352.6 |
|
| R1 |
2,384.0 |
2,384.0 |
2,342.8 |
2,409.5 |
| PP |
2,328.0 |
2,328.0 |
2,328.0 |
2,340.8 |
| S1 |
2,277.0 |
2,277.0 |
2,323.2 |
2,302.5 |
| S2 |
2,221.0 |
2,221.0 |
2,313.4 |
|
| S3 |
2,114.0 |
2,170.0 |
2,303.6 |
|
| S4 |
2,007.0 |
2,063.0 |
2,274.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,421.0 |
2,300.0 |
121.0 |
5.0% |
48.4 |
2.0% |
83% |
True |
False |
1,186,046 |
| 10 |
2,421.0 |
2,272.0 |
149.0 |
6.2% |
48.2 |
2.0% |
86% |
True |
False |
1,045,642 |
| 20 |
2,421.0 |
2,183.0 |
238.0 |
9.9% |
50.0 |
2.1% |
91% |
True |
False |
770,421 |
| 40 |
2,421.0 |
2,059.0 |
362.0 |
15.1% |
58.1 |
2.4% |
94% |
True |
False |
586,363 |
| 60 |
2,503.0 |
2,059.0 |
444.0 |
18.5% |
64.3 |
2.7% |
77% |
False |
False |
394,720 |
| 80 |
2,503.0 |
2,043.0 |
460.0 |
19.2% |
64.4 |
2.7% |
78% |
False |
False |
297,667 |
| 100 |
2,503.0 |
1,927.0 |
576.0 |
24.0% |
67.1 |
2.8% |
82% |
False |
False |
241,837 |
| 120 |
2,590.0 |
1,927.0 |
663.0 |
27.6% |
71.6 |
3.0% |
71% |
False |
False |
201,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,642.0 |
|
2.618 |
2,557.1 |
|
1.618 |
2,505.1 |
|
1.000 |
2,473.0 |
|
0.618 |
2,453.1 |
|
HIGH |
2,421.0 |
|
0.618 |
2,401.1 |
|
0.500 |
2,395.0 |
|
0.382 |
2,388.9 |
|
LOW |
2,369.0 |
|
0.618 |
2,336.9 |
|
1.000 |
2,317.0 |
|
1.618 |
2,284.9 |
|
2.618 |
2,232.9 |
|
4.250 |
2,148.0 |
|
|
| Fisher Pivots for day following 18-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,398.3 |
2,386.8 |
| PP |
2,396.7 |
2,373.7 |
| S1 |
2,395.0 |
2,360.5 |
|