| Trading Metrics calculated at close of trading on 03-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2011 |
03-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,278.25 |
2,312.50 |
34.25 |
1.5% |
2,280.00 |
| High |
2,284.50 |
2,328.25 |
43.75 |
1.9% |
2,296.50 |
| Low |
2,270.25 |
2,308.00 |
37.75 |
1.7% |
2,256.25 |
| Close |
2,274.50 |
2,316.00 |
41.50 |
1.8% |
2,274.50 |
| Range |
14.25 |
20.25 |
6.00 |
42.1% |
40.25 |
| ATR |
43.40 |
44.14 |
0.74 |
1.7% |
0.00 |
| Volume |
52,226 |
144,536 |
92,310 |
176.8% |
291,601 |
|
| Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,378.25 |
2,367.25 |
2,327.25 |
|
| R3 |
2,358.00 |
2,347.00 |
2,321.50 |
|
| R2 |
2,337.75 |
2,337.75 |
2,319.75 |
|
| R1 |
2,326.75 |
2,326.75 |
2,317.75 |
2,332.25 |
| PP |
2,317.50 |
2,317.50 |
2,317.50 |
2,320.00 |
| S1 |
2,306.50 |
2,306.50 |
2,314.25 |
2,312.00 |
| S2 |
2,297.25 |
2,297.25 |
2,312.25 |
|
| S3 |
2,277.00 |
2,286.25 |
2,310.50 |
|
| S4 |
2,256.75 |
2,266.00 |
2,304.75 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,396.50 |
2,375.75 |
2,296.75 |
|
| R3 |
2,356.25 |
2,335.50 |
2,285.50 |
|
| R2 |
2,316.00 |
2,316.00 |
2,282.00 |
|
| R1 |
2,295.25 |
2,295.25 |
2,278.25 |
2,285.50 |
| PP |
2,275.75 |
2,275.75 |
2,275.75 |
2,271.00 |
| S1 |
2,255.00 |
2,255.00 |
2,270.75 |
2,245.25 |
| S2 |
2,235.50 |
2,235.50 |
2,267.00 |
|
| S3 |
2,195.25 |
2,214.75 |
2,263.50 |
|
| S4 |
2,155.00 |
2,174.50 |
2,252.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,328.25 |
2,256.25 |
72.00 |
3.1% |
23.00 |
1.0% |
83% |
True |
False |
87,227 |
| 10 |
2,328.25 |
2,204.25 |
124.00 |
5.4% |
36.00 |
1.6% |
90% |
True |
False |
117,302 |
| 20 |
2,339.50 |
2,204.25 |
135.25 |
5.8% |
42.00 |
1.8% |
83% |
False |
False |
146,527 |
| 40 |
2,394.25 |
2,135.00 |
259.25 |
11.2% |
46.75 |
2.0% |
70% |
False |
False |
73,366 |
| 60 |
2,401.25 |
2,135.00 |
266.25 |
11.5% |
48.00 |
2.1% |
68% |
False |
False |
48,930 |
| 80 |
2,401.25 |
2,034.50 |
366.75 |
15.8% |
51.50 |
2.2% |
77% |
False |
False |
36,717 |
| 100 |
2,401.25 |
2,034.50 |
366.75 |
15.8% |
47.00 |
2.0% |
77% |
False |
False |
29,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,414.25 |
|
2.618 |
2,381.25 |
|
1.618 |
2,361.00 |
|
1.000 |
2,348.50 |
|
0.618 |
2,340.75 |
|
HIGH |
2,328.25 |
|
0.618 |
2,320.50 |
|
0.500 |
2,318.00 |
|
0.382 |
2,315.75 |
|
LOW |
2,308.00 |
|
0.618 |
2,295.50 |
|
1.000 |
2,287.75 |
|
1.618 |
2,275.25 |
|
2.618 |
2,255.00 |
|
4.250 |
2,222.00 |
|
|
| Fisher Pivots for day following 03-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,318.00 |
2,308.50 |
| PP |
2,317.50 |
2,300.75 |
| S1 |
2,316.75 |
2,293.25 |
|