| Trading Metrics calculated at close of trading on 24-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,427.0 |
2,427.0 |
0.0 |
0.0% |
2,378.0 |
| High |
2,450.0 |
2,432.0 |
-18.0 |
-0.7% |
2,438.0 |
| Low |
2,413.0 |
2,402.0 |
-11.0 |
-0.5% |
2,369.0 |
| Close |
2,436.0 |
2,428.0 |
-8.0 |
-0.3% |
2,436.0 |
| Range |
37.0 |
30.0 |
-7.0 |
-18.9% |
69.0 |
| ATR |
53.5 |
52.1 |
-1.4 |
-2.6% |
0.0 |
| Volume |
805,134 |
968,659 |
163,525 |
20.3% |
4,541,993 |
|
| Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,510.7 |
2,499.3 |
2,444.5 |
|
| R3 |
2,480.7 |
2,469.3 |
2,436.3 |
|
| R2 |
2,450.7 |
2,450.7 |
2,433.5 |
|
| R1 |
2,439.3 |
2,439.3 |
2,430.8 |
2,445.0 |
| PP |
2,420.7 |
2,420.7 |
2,420.7 |
2,423.5 |
| S1 |
2,409.3 |
2,409.3 |
2,425.3 |
2,415.0 |
| S2 |
2,390.7 |
2,390.7 |
2,422.5 |
|
| S3 |
2,360.7 |
2,379.3 |
2,419.8 |
|
| S4 |
2,330.7 |
2,349.3 |
2,411.5 |
|
|
| 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% |
38.6 |
1.6% |
73% |
False |
False |
1,036,141 |
| 10 |
2,450.0 |
2,298.0 |
152.0 |
6.3% |
43.6 |
1.8% |
86% |
False |
False |
1,104,999 |
| 20 |
2,450.0 |
2,242.0 |
208.0 |
8.6% |
45.4 |
1.9% |
89% |
False |
False |
845,048 |
| 40 |
2,450.0 |
2,132.0 |
318.0 |
13.1% |
56.2 |
2.3% |
93% |
False |
False |
678,365 |
| 60 |
2,450.0 |
2,059.0 |
391.0 |
16.1% |
62.0 |
2.6% |
94% |
False |
False |
459,599 |
| 80 |
2,503.0 |
2,043.0 |
460.0 |
18.9% |
62.9 |
2.6% |
84% |
False |
False |
346,845 |
| 100 |
2,503.0 |
1,927.0 |
576.0 |
23.7% |
66.0 |
2.7% |
87% |
False |
False |
281,149 |
| 120 |
2,503.0 |
1,927.0 |
576.0 |
23.7% |
69.2 |
2.8% |
87% |
False |
False |
234,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,559.5 |
|
2.618 |
2,510.5 |
|
1.618 |
2,480.5 |
|
1.000 |
2,462.0 |
|
0.618 |
2,450.5 |
|
HIGH |
2,432.0 |
|
0.618 |
2,420.5 |
|
0.500 |
2,417.0 |
|
0.382 |
2,413.5 |
|
LOW |
2,402.0 |
|
0.618 |
2,383.5 |
|
1.000 |
2,372.0 |
|
1.618 |
2,353.5 |
|
2.618 |
2,323.5 |
|
4.250 |
2,274.5 |
|
|
| Fisher Pivots for day following 24-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,424.3 |
2,427.3 |
| PP |
2,420.7 |
2,426.7 |
| S1 |
2,417.0 |
2,426.0 |
|