| Trading Metrics calculated at close of trading on 20-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,403.0 |
2,433.0 |
30.0 |
1.2% |
2,378.0 |
| High |
2,434.0 |
2,438.0 |
4.0 |
0.2% |
2,438.0 |
| Low |
2,386.0 |
2,412.0 |
26.0 |
1.1% |
2,369.0 |
| Close |
2,431.0 |
2,436.0 |
5.0 |
0.2% |
2,436.0 |
| Range |
48.0 |
26.0 |
-22.0 |
-45.8% |
69.0 |
| ATR |
56.9 |
54.7 |
-2.2 |
-3.9% |
0.0 |
| Volume |
1,178,093 |
997,379 |
-180,714 |
-15.3% |
4,541,993 |
|
| Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,506.7 |
2,497.3 |
2,450.3 |
|
| R3 |
2,480.7 |
2,471.3 |
2,443.2 |
|
| R2 |
2,454.7 |
2,454.7 |
2,440.8 |
|
| R1 |
2,445.3 |
2,445.3 |
2,438.4 |
2,450.0 |
| PP |
2,428.7 |
2,428.7 |
2,428.7 |
2,431.0 |
| S1 |
2,419.3 |
2,419.3 |
2,433.6 |
2,424.0 |
| S2 |
2,402.7 |
2,402.7 |
2,431.2 |
|
| S3 |
2,376.7 |
2,393.3 |
2,428.9 |
|
| S4 |
2,350.7 |
2,367.3 |
2,421.7 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,621.3 |
2,597.7 |
2,474.0 |
|
| R3 |
2,552.3 |
2,528.7 |
2,455.0 |
|
| R2 |
2,483.3 |
2,483.3 |
2,448.7 |
|
| R1 |
2,459.7 |
2,459.7 |
2,442.3 |
2,471.5 |
| PP |
2,414.3 |
2,414.3 |
2,414.3 |
2,420.3 |
| S1 |
2,390.7 |
2,390.7 |
2,429.7 |
2,402.5 |
| S2 |
2,345.3 |
2,345.3 |
2,423.4 |
|
| S3 |
2,276.3 |
2,321.7 |
2,417.0 |
|
| S4 |
2,207.3 |
2,252.7 |
2,398.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,438.0 |
2,300.0 |
138.0 |
5.7% |
46.0 |
1.9% |
99% |
True |
False |
1,162,436 |
| 10 |
2,438.0 |
2,272.0 |
166.0 |
6.8% |
46.2 |
1.9% |
99% |
True |
False |
1,092,128 |
| 20 |
2,438.0 |
2,238.0 |
200.0 |
8.2% |
45.3 |
1.9% |
99% |
True |
False |
798,812 |
| 40 |
2,438.0 |
2,059.0 |
379.0 |
15.6% |
57.3 |
2.4% |
99% |
True |
False |
637,897 |
| 60 |
2,503.0 |
2,059.0 |
444.0 |
18.2% |
63.7 |
2.6% |
85% |
False |
False |
430,455 |
| 80 |
2,503.0 |
2,043.0 |
460.0 |
18.9% |
63.5 |
2.6% |
85% |
False |
False |
324,676 |
| 100 |
2,503.0 |
1,927.0 |
576.0 |
23.6% |
66.7 |
2.7% |
88% |
False |
False |
263,570 |
| 120 |
2,531.0 |
1,927.0 |
604.0 |
24.8% |
70.9 |
2.9% |
84% |
False |
False |
219,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,548.5 |
|
2.618 |
2,506.1 |
|
1.618 |
2,480.1 |
|
1.000 |
2,464.0 |
|
0.618 |
2,454.1 |
|
HIGH |
2,438.0 |
|
0.618 |
2,428.1 |
|
0.500 |
2,425.0 |
|
0.382 |
2,421.9 |
|
LOW |
2,412.0 |
|
0.618 |
2,395.9 |
|
1.000 |
2,386.0 |
|
1.618 |
2,369.9 |
|
2.618 |
2,343.9 |
|
4.250 |
2,301.5 |
|
|
| Fisher Pivots for day following 20-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,432.3 |
2,425.2 |
| PP |
2,428.7 |
2,414.3 |
| S1 |
2,425.0 |
2,403.5 |
|