| Trading Metrics calculated at close of trading on 23-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,433.0 |
2,427.0 |
-6.0 |
-0.2% |
2,378.0 |
| High |
2,438.0 |
2,450.0 |
12.0 |
0.5% |
2,438.0 |
| Low |
2,412.0 |
2,413.0 |
1.0 |
0.0% |
2,369.0 |
| Close |
2,436.0 |
2,436.0 |
0.0 |
0.0% |
2,436.0 |
| Range |
26.0 |
37.0 |
11.0 |
42.3% |
69.0 |
| ATR |
54.7 |
53.5 |
-1.3 |
-2.3% |
0.0 |
| Volume |
997,379 |
805,134 |
-192,245 |
-19.3% |
4,541,993 |
|
| Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,544.0 |
2,527.0 |
2,456.4 |
|
| R3 |
2,507.0 |
2,490.0 |
2,446.2 |
|
| R2 |
2,470.0 |
2,470.0 |
2,442.8 |
|
| R1 |
2,453.0 |
2,453.0 |
2,439.4 |
2,461.5 |
| PP |
2,433.0 |
2,433.0 |
2,433.0 |
2,437.3 |
| S1 |
2,416.0 |
2,416.0 |
2,432.6 |
2,424.5 |
| S2 |
2,396.0 |
2,396.0 |
2,429.2 |
|
| S3 |
2,359.0 |
2,379.0 |
2,425.8 |
|
| S4 |
2,322.0 |
2,342.0 |
2,415.7 |
|
|
| 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 |
2,450.0 |
2,369.0 |
81.0 |
3.3% |
39.8 |
1.6% |
83% |
True |
False |
1,069,425 |
| 10 |
2,450.0 |
2,272.0 |
178.0 |
7.3% |
44.1 |
1.8% |
92% |
True |
False |
1,089,319 |
| 20 |
2,450.0 |
2,242.0 |
208.0 |
8.5% |
45.0 |
1.8% |
93% |
True |
False |
811,405 |
| 40 |
2,450.0 |
2,059.0 |
391.0 |
16.1% |
56.8 |
2.3% |
96% |
True |
False |
655,331 |
| 60 |
2,493.0 |
2,059.0 |
434.0 |
17.8% |
62.4 |
2.6% |
87% |
False |
False |
443,462 |
| 80 |
2,503.0 |
2,043.0 |
460.0 |
18.9% |
63.1 |
2.6% |
85% |
False |
False |
334,738 |
| 100 |
2,503.0 |
1,927.0 |
576.0 |
23.6% |
66.4 |
2.7% |
88% |
False |
False |
271,575 |
| 120 |
2,503.0 |
1,927.0 |
576.0 |
23.6% |
69.9 |
2.9% |
88% |
False |
False |
226,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,607.3 |
|
2.618 |
2,546.9 |
|
1.618 |
2,509.9 |
|
1.000 |
2,487.0 |
|
0.618 |
2,472.9 |
|
HIGH |
2,450.0 |
|
0.618 |
2,435.9 |
|
0.500 |
2,431.5 |
|
0.382 |
2,427.1 |
|
LOW |
2,413.0 |
|
0.618 |
2,390.1 |
|
1.000 |
2,376.0 |
|
1.618 |
2,353.1 |
|
2.618 |
2,316.1 |
|
4.250 |
2,255.8 |
|
|
| Fisher Pivots for day following 23-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,434.5 |
2,430.0 |
| PP |
2,433.0 |
2,424.0 |
| S1 |
2,431.5 |
2,418.0 |
|