| Trading Metrics calculated at close of trading on 04-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2012 |
04-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,312.50 |
2,316.25 |
3.75 |
0.2% |
2,280.00 |
| High |
2,328.25 |
2,329.50 |
1.25 |
0.1% |
2,296.50 |
| Low |
2,308.00 |
2,302.50 |
-5.50 |
-0.2% |
2,256.25 |
| Close |
2,316.00 |
2,328.75 |
12.75 |
0.6% |
2,274.50 |
| Range |
20.25 |
27.00 |
6.75 |
33.3% |
40.25 |
| ATR |
44.14 |
42.91 |
-1.22 |
-2.8% |
0.00 |
| Volume |
144,536 |
142,882 |
-1,654 |
-1.1% |
291,601 |
|
| Daily Pivots for day following 04-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,401.25 |
2,392.00 |
2,343.50 |
|
| R3 |
2,374.25 |
2,365.00 |
2,336.25 |
|
| R2 |
2,347.25 |
2,347.25 |
2,333.75 |
|
| R1 |
2,338.00 |
2,338.00 |
2,331.25 |
2,342.50 |
| PP |
2,320.25 |
2,320.25 |
2,320.25 |
2,322.50 |
| S1 |
2,311.00 |
2,311.00 |
2,326.25 |
2,315.50 |
| S2 |
2,293.25 |
2,293.25 |
2,323.75 |
|
| S3 |
2,266.25 |
2,284.00 |
2,321.25 |
|
| S4 |
2,239.25 |
2,257.00 |
2,314.00 |
|
|
| 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 |
2,329.50 |
2,256.25 |
73.25 |
3.1% |
24.00 |
1.0% |
99% |
True |
False |
103,659 |
| 10 |
2,329.50 |
2,212.25 |
117.25 |
5.0% |
34.00 |
1.5% |
99% |
True |
False |
118,010 |
| 20 |
2,339.50 |
2,204.25 |
135.25 |
5.8% |
41.75 |
1.8% |
92% |
False |
False |
153,600 |
| 40 |
2,394.25 |
2,135.00 |
259.25 |
11.1% |
46.75 |
2.0% |
75% |
False |
False |
76,937 |
| 60 |
2,401.25 |
2,135.00 |
266.25 |
11.4% |
47.75 |
2.0% |
73% |
False |
False |
51,311 |
| 80 |
2,401.25 |
2,034.50 |
366.75 |
15.7% |
51.25 |
2.2% |
80% |
False |
False |
38,503 |
| 100 |
2,401.25 |
2,034.50 |
366.75 |
15.7% |
47.25 |
2.0% |
80% |
False |
False |
30,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,444.25 |
|
2.618 |
2,400.25 |
|
1.618 |
2,373.25 |
|
1.000 |
2,356.50 |
|
0.618 |
2,346.25 |
|
HIGH |
2,329.50 |
|
0.618 |
2,319.25 |
|
0.500 |
2,316.00 |
|
0.382 |
2,312.75 |
|
LOW |
2,302.50 |
|
0.618 |
2,285.75 |
|
1.000 |
2,275.50 |
|
1.618 |
2,258.75 |
|
2.618 |
2,231.75 |
|
4.250 |
2,187.75 |
|
|
| Fisher Pivots for day following 04-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,324.50 |
2,319.00 |
| PP |
2,320.25 |
2,309.50 |
| S1 |
2,316.00 |
2,300.00 |
|