| Trading Metrics calculated at close of trading on 27-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2012 |
27-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,438.0 |
2,454.0 |
16.0 |
0.7% |
2,427.0 |
| High |
2,468.0 |
2,469.0 |
1.0 |
0.0% |
2,469.0 |
| Low |
2,428.0 |
2,430.0 |
2.0 |
0.1% |
2,397.0 |
| Close |
2,461.0 |
2,442.0 |
-19.0 |
-0.8% |
2,442.0 |
| Range |
40.0 |
39.0 |
-1.0 |
-2.5% |
72.0 |
| ATR |
51.7 |
50.8 |
-0.9 |
-1.8% |
0.0 |
| Volume |
1,033,550 |
989,159 |
-44,391 |
-4.3% |
4,745,408 |
|
| Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,564.0 |
2,542.0 |
2,463.5 |
|
| R3 |
2,525.0 |
2,503.0 |
2,452.7 |
|
| R2 |
2,486.0 |
2,486.0 |
2,449.2 |
|
| R1 |
2,464.0 |
2,464.0 |
2,445.6 |
2,455.5 |
| PP |
2,447.0 |
2,447.0 |
2,447.0 |
2,442.8 |
| S1 |
2,425.0 |
2,425.0 |
2,438.4 |
2,416.5 |
| S2 |
2,408.0 |
2,408.0 |
2,434.9 |
|
| S3 |
2,369.0 |
2,386.0 |
2,431.3 |
|
| S4 |
2,330.0 |
2,347.0 |
2,420.6 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,652.0 |
2,619.0 |
2,481.6 |
|
| R3 |
2,580.0 |
2,547.0 |
2,461.8 |
|
| R2 |
2,508.0 |
2,508.0 |
2,455.2 |
|
| R1 |
2,475.0 |
2,475.0 |
2,448.6 |
2,491.5 |
| PP |
2,436.0 |
2,436.0 |
2,436.0 |
2,444.3 |
| S1 |
2,403.0 |
2,403.0 |
2,435.4 |
2,419.5 |
| S2 |
2,364.0 |
2,364.0 |
2,428.8 |
|
| S3 |
2,292.0 |
2,331.0 |
2,422.2 |
|
| S4 |
2,220.0 |
2,259.0 |
2,402.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,469.0 |
2,397.0 |
72.0 |
2.9% |
39.4 |
1.6% |
63% |
True |
False |
949,081 |
| 10 |
2,469.0 |
2,300.0 |
169.0 |
6.9% |
42.7 |
1.7% |
84% |
True |
False |
1,055,758 |
| 20 |
2,469.0 |
2,272.0 |
197.0 |
8.1% |
44.7 |
1.8% |
86% |
True |
False |
941,402 |
| 40 |
2,469.0 |
2,162.0 |
307.0 |
12.6% |
52.3 |
2.1% |
91% |
True |
False |
750,276 |
| 60 |
2,469.0 |
2,059.0 |
410.0 |
16.8% |
60.2 |
2.5% |
93% |
True |
False |
508,269 |
| 80 |
2,503.0 |
2,059.0 |
444.0 |
18.2% |
61.8 |
2.5% |
86% |
False |
False |
383,963 |
| 100 |
2,503.0 |
1,927.0 |
576.0 |
23.6% |
65.1 |
2.7% |
89% |
False |
False |
310,390 |
| 120 |
2,503.0 |
1,927.0 |
576.0 |
23.6% |
66.3 |
2.7% |
89% |
False |
False |
259,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,634.8 |
|
2.618 |
2,571.1 |
|
1.618 |
2,532.1 |
|
1.000 |
2,508.0 |
|
0.618 |
2,493.1 |
|
HIGH |
2,469.0 |
|
0.618 |
2,454.1 |
|
0.500 |
2,449.5 |
|
0.382 |
2,444.9 |
|
LOW |
2,430.0 |
|
0.618 |
2,405.9 |
|
1.000 |
2,391.0 |
|
1.618 |
2,366.9 |
|
2.618 |
2,327.9 |
|
4.250 |
2,264.3 |
|
|
| Fisher Pivots for day following 27-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,449.5 |
2,439.0 |
| PP |
2,447.0 |
2,436.0 |
| S1 |
2,444.5 |
2,433.0 |
|