| Trading Metrics calculated at close of trading on 30-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,454.0 |
2,424.0 |
-30.0 |
-1.2% |
2,427.0 |
| High |
2,469.0 |
2,426.0 |
-43.0 |
-1.7% |
2,469.0 |
| Low |
2,430.0 |
2,397.0 |
-33.0 |
-1.4% |
2,397.0 |
| Close |
2,442.0 |
2,413.0 |
-29.0 |
-1.2% |
2,442.0 |
| Range |
39.0 |
29.0 |
-10.0 |
-25.6% |
72.0 |
| ATR |
50.8 |
50.4 |
-0.4 |
-0.8% |
0.0 |
| Volume |
989,159 |
861,401 |
-127,758 |
-12.9% |
4,745,408 |
|
| Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,499.0 |
2,485.0 |
2,429.0 |
|
| R3 |
2,470.0 |
2,456.0 |
2,421.0 |
|
| R2 |
2,441.0 |
2,441.0 |
2,418.3 |
|
| R1 |
2,427.0 |
2,427.0 |
2,415.7 |
2,419.5 |
| PP |
2,412.0 |
2,412.0 |
2,412.0 |
2,408.3 |
| S1 |
2,398.0 |
2,398.0 |
2,410.3 |
2,390.5 |
| S2 |
2,383.0 |
2,383.0 |
2,407.7 |
|
| S3 |
2,354.0 |
2,369.0 |
2,405.0 |
|
| S4 |
2,325.0 |
2,340.0 |
2,397.1 |
|
|
| 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 |
3.0% |
37.8 |
1.6% |
22% |
False |
True |
960,335 |
| 10 |
2,469.0 |
2,369.0 |
100.0 |
4.1% |
38.8 |
1.6% |
44% |
False |
False |
1,014,880 |
| 20 |
2,469.0 |
2,272.0 |
197.0 |
8.2% |
44.4 |
1.8% |
72% |
False |
False |
967,110 |
| 40 |
2,469.0 |
2,162.0 |
307.0 |
12.7% |
52.1 |
2.2% |
82% |
False |
False |
770,614 |
| 60 |
2,469.0 |
2,059.0 |
410.0 |
17.0% |
58.3 |
2.4% |
86% |
False |
False |
521,932 |
| 80 |
2,503.0 |
2,059.0 |
444.0 |
18.4% |
61.2 |
2.5% |
80% |
False |
False |
394,698 |
| 100 |
2,503.0 |
1,927.0 |
576.0 |
23.9% |
64.8 |
2.7% |
84% |
False |
False |
318,867 |
| 120 |
2,503.0 |
1,927.0 |
576.0 |
23.9% |
65.2 |
2.7% |
84% |
False |
False |
266,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,549.3 |
|
2.618 |
2,501.9 |
|
1.618 |
2,472.9 |
|
1.000 |
2,455.0 |
|
0.618 |
2,443.9 |
|
HIGH |
2,426.0 |
|
0.618 |
2,414.9 |
|
0.500 |
2,411.5 |
|
0.382 |
2,408.1 |
|
LOW |
2,397.0 |
|
0.618 |
2,379.1 |
|
1.000 |
2,368.0 |
|
1.618 |
2,350.1 |
|
2.618 |
2,321.1 |
|
4.250 |
2,273.8 |
|
|
| Fisher Pivots for day following 30-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,412.5 |
2,433.0 |
| PP |
2,412.0 |
2,426.3 |
| S1 |
2,411.5 |
2,419.7 |
|