| Trading Metrics calculated at close of trading on 25-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2012 |
25-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,427.0 |
2,443.0 |
16.0 |
0.7% |
2,378.0 |
| High |
2,432.0 |
2,448.0 |
16.0 |
0.7% |
2,438.0 |
| Low |
2,402.0 |
2,397.0 |
-5.0 |
-0.2% |
2,369.0 |
| Close |
2,428.0 |
2,420.0 |
-8.0 |
-0.3% |
2,436.0 |
| Range |
30.0 |
51.0 |
21.0 |
70.0% |
69.0 |
| ATR |
52.1 |
52.0 |
-0.1 |
-0.1% |
0.0 |
| Volume |
968,659 |
948,906 |
-19,753 |
-2.0% |
4,541,993 |
|
| Daily Pivots for day following 25-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,574.7 |
2,548.3 |
2,448.1 |
|
| R3 |
2,523.7 |
2,497.3 |
2,434.0 |
|
| R2 |
2,472.7 |
2,472.7 |
2,429.4 |
|
| R1 |
2,446.3 |
2,446.3 |
2,424.7 |
2,434.0 |
| PP |
2,421.7 |
2,421.7 |
2,421.7 |
2,415.5 |
| S1 |
2,395.3 |
2,395.3 |
2,415.3 |
2,383.0 |
| S2 |
2,370.7 |
2,370.7 |
2,410.7 |
|
| S3 |
2,319.7 |
2,344.3 |
2,406.0 |
|
| S4 |
2,268.7 |
2,293.3 |
2,392.0 |
|
|
| 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 |
2,386.0 |
64.0 |
2.6% |
38.4 |
1.6% |
53% |
False |
False |
979,634 |
| 10 |
2,450.0 |
2,300.0 |
150.0 |
6.2% |
43.4 |
1.8% |
80% |
False |
False |
1,082,840 |
| 20 |
2,450.0 |
2,242.0 |
208.0 |
8.6% |
46.7 |
1.9% |
86% |
False |
False |
883,468 |
| 40 |
2,450.0 |
2,162.0 |
288.0 |
11.9% |
55.4 |
2.3% |
90% |
False |
False |
701,505 |
| 60 |
2,450.0 |
2,059.0 |
391.0 |
16.2% |
61.5 |
2.5% |
92% |
False |
False |
475,394 |
| 80 |
2,503.0 |
2,043.0 |
460.0 |
19.0% |
62.8 |
2.6% |
82% |
False |
False |
358,697 |
| 100 |
2,503.0 |
1,927.0 |
576.0 |
23.8% |
65.5 |
2.7% |
86% |
False |
False |
290,530 |
| 120 |
2,503.0 |
1,927.0 |
576.0 |
23.8% |
68.1 |
2.8% |
86% |
False |
False |
242,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,664.8 |
|
2.618 |
2,581.5 |
|
1.618 |
2,530.5 |
|
1.000 |
2,499.0 |
|
0.618 |
2,479.5 |
|
HIGH |
2,448.0 |
|
0.618 |
2,428.5 |
|
0.500 |
2,422.5 |
|
0.382 |
2,416.5 |
|
LOW |
2,397.0 |
|
0.618 |
2,365.5 |
|
1.000 |
2,346.0 |
|
1.618 |
2,314.5 |
|
2.618 |
2,263.5 |
|
4.250 |
2,180.3 |
|
|
| Fisher Pivots for day following 25-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,422.5 |
2,423.5 |
| PP |
2,421.7 |
2,422.3 |
| S1 |
2,420.8 |
2,421.2 |
|