| Trading Metrics calculated at close of trading on 26-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,443.0 |
2,438.0 |
-5.0 |
-0.2% |
2,378.0 |
| High |
2,448.0 |
2,468.0 |
20.0 |
0.8% |
2,438.0 |
| Low |
2,397.0 |
2,428.0 |
31.0 |
1.3% |
2,369.0 |
| Close |
2,420.0 |
2,461.0 |
41.0 |
1.7% |
2,436.0 |
| Range |
51.0 |
40.0 |
-11.0 |
-21.6% |
69.0 |
| ATR |
52.0 |
51.7 |
-0.3 |
-0.5% |
0.0 |
| Volume |
948,906 |
1,033,550 |
84,644 |
8.9% |
4,541,993 |
|
| Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,572.3 |
2,556.7 |
2,483.0 |
|
| R3 |
2,532.3 |
2,516.7 |
2,472.0 |
|
| R2 |
2,492.3 |
2,492.3 |
2,468.3 |
|
| R1 |
2,476.7 |
2,476.7 |
2,464.7 |
2,484.5 |
| PP |
2,452.3 |
2,452.3 |
2,452.3 |
2,456.3 |
| S1 |
2,436.7 |
2,436.7 |
2,457.3 |
2,444.5 |
| S2 |
2,412.3 |
2,412.3 |
2,453.7 |
|
| S3 |
2,372.3 |
2,396.7 |
2,450.0 |
|
| S4 |
2,332.3 |
2,356.7 |
2,439.0 |
|
|
| 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 |
2,468.0 |
2,397.0 |
71.0 |
2.9% |
36.8 |
1.5% |
90% |
True |
False |
950,725 |
| 10 |
2,468.0 |
2,300.0 |
168.0 |
6.8% |
43.5 |
1.8% |
96% |
True |
False |
1,080,306 |
| 20 |
2,468.0 |
2,242.0 |
226.0 |
9.2% |
45.8 |
1.9% |
97% |
True |
False |
914,324 |
| 40 |
2,468.0 |
2,162.0 |
306.0 |
12.4% |
55.0 |
2.2% |
98% |
True |
False |
725,670 |
| 60 |
2,468.0 |
2,059.0 |
409.0 |
16.6% |
60.5 |
2.5% |
98% |
True |
False |
491,809 |
| 80 |
2,503.0 |
2,059.0 |
444.0 |
18.0% |
62.3 |
2.5% |
91% |
False |
False |
371,611 |
| 100 |
2,503.0 |
1,927.0 |
576.0 |
23.4% |
65.2 |
2.6% |
93% |
False |
False |
300,647 |
| 120 |
2,503.0 |
1,927.0 |
576.0 |
23.4% |
67.6 |
2.7% |
93% |
False |
False |
251,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,638.0 |
|
2.618 |
2,572.7 |
|
1.618 |
2,532.7 |
|
1.000 |
2,508.0 |
|
0.618 |
2,492.7 |
|
HIGH |
2,468.0 |
|
0.618 |
2,452.7 |
|
0.500 |
2,448.0 |
|
0.382 |
2,443.3 |
|
LOW |
2,428.0 |
|
0.618 |
2,403.3 |
|
1.000 |
2,388.0 |
|
1.618 |
2,363.3 |
|
2.618 |
2,323.3 |
|
4.250 |
2,258.0 |
|
|
| Fisher Pivots for day following 26-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,456.7 |
2,451.5 |
| PP |
2,452.3 |
2,442.0 |
| S1 |
2,448.0 |
2,432.5 |
|