| Trading Metrics calculated at close of trading on 19-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2012 |
19-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,383.0 |
2,403.0 |
20.0 |
0.8% |
2,277.0 |
| High |
2,421.0 |
2,434.0 |
13.0 |
0.5% |
2,379.0 |
| Low |
2,369.0 |
2,386.0 |
17.0 |
0.7% |
2,272.0 |
| Close |
2,400.0 |
2,431.0 |
31.0 |
1.3% |
2,333.0 |
| Range |
52.0 |
48.0 |
-4.0 |
-7.7% |
107.0 |
| ATR |
57.6 |
56.9 |
-0.7 |
-1.2% |
0.0 |
| Volume |
1,231,442 |
1,178,093 |
-53,349 |
-4.3% |
5,546,070 |
|
| Daily Pivots for day following 19-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,561.0 |
2,544.0 |
2,457.4 |
|
| R3 |
2,513.0 |
2,496.0 |
2,444.2 |
|
| R2 |
2,465.0 |
2,465.0 |
2,439.8 |
|
| R1 |
2,448.0 |
2,448.0 |
2,435.4 |
2,456.5 |
| PP |
2,417.0 |
2,417.0 |
2,417.0 |
2,421.3 |
| S1 |
2,400.0 |
2,400.0 |
2,426.6 |
2,408.5 |
| S2 |
2,369.0 |
2,369.0 |
2,422.2 |
|
| S3 |
2,321.0 |
2,352.0 |
2,417.8 |
|
| S4 |
2,273.0 |
2,304.0 |
2,404.6 |
|
|
| 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 |
2,434.0 |
2,300.0 |
134.0 |
5.5% |
50.2 |
2.1% |
98% |
True |
False |
1,209,888 |
| 10 |
2,434.0 |
2,272.0 |
162.0 |
6.7% |
48.7 |
2.0% |
98% |
True |
False |
1,084,874 |
| 20 |
2,434.0 |
2,225.0 |
209.0 |
8.6% |
48.1 |
2.0% |
99% |
True |
False |
793,794 |
| 40 |
2,434.0 |
2,059.0 |
375.0 |
15.4% |
58.0 |
2.4% |
99% |
True |
False |
614,489 |
| 60 |
2,503.0 |
2,059.0 |
444.0 |
18.3% |
64.3 |
2.6% |
84% |
False |
False |
414,332 |
| 80 |
2,503.0 |
2,043.0 |
460.0 |
18.9% |
64.1 |
2.6% |
84% |
False |
False |
312,215 |
| 100 |
2,503.0 |
1,927.0 |
576.0 |
23.7% |
67.1 |
2.8% |
88% |
False |
False |
253,609 |
| 120 |
2,542.0 |
1,927.0 |
615.0 |
25.3% |
71.2 |
2.9% |
82% |
False |
False |
211,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,638.0 |
|
2.618 |
2,559.7 |
|
1.618 |
2,511.7 |
|
1.000 |
2,482.0 |
|
0.618 |
2,463.7 |
|
HIGH |
2,434.0 |
|
0.618 |
2,415.7 |
|
0.500 |
2,410.0 |
|
0.382 |
2,404.3 |
|
LOW |
2,386.0 |
|
0.618 |
2,356.3 |
|
1.000 |
2,338.0 |
|
1.618 |
2,308.3 |
|
2.618 |
2,260.3 |
|
4.250 |
2,182.0 |
|
|
| Fisher Pivots for day following 19-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,424.0 |
2,421.2 |
| PP |
2,417.0 |
2,411.3 |
| S1 |
2,410.0 |
2,401.5 |
|