| Trading Metrics calculated at close of trading on 06-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2012 |
06-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,329.00 |
2,340.25 |
11.25 |
0.5% |
2,312.50 |
| High |
2,347.50 |
2,358.75 |
11.25 |
0.5% |
2,358.75 |
| Low |
2,309.25 |
2,332.50 |
23.25 |
1.0% |
2,302.50 |
| Close |
2,339.50 |
2,352.25 |
12.75 |
0.5% |
2,352.25 |
| Range |
38.25 |
26.25 |
-12.00 |
-31.4% |
56.25 |
| ATR |
42.58 |
41.42 |
-1.17 |
-2.7% |
0.00 |
| Volume |
155,149 |
135,192 |
-19,957 |
-12.9% |
577,759 |
|
| Daily Pivots for day following 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,426.50 |
2,415.75 |
2,366.75 |
|
| R3 |
2,400.25 |
2,389.50 |
2,359.50 |
|
| R2 |
2,374.00 |
2,374.00 |
2,357.00 |
|
| R1 |
2,363.25 |
2,363.25 |
2,354.75 |
2,368.50 |
| PP |
2,347.75 |
2,347.75 |
2,347.75 |
2,350.50 |
| S1 |
2,337.00 |
2,337.00 |
2,349.75 |
2,342.50 |
| S2 |
2,321.50 |
2,321.50 |
2,347.50 |
|
| S3 |
2,295.25 |
2,310.75 |
2,345.00 |
|
| S4 |
2,269.00 |
2,284.50 |
2,337.75 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,506.50 |
2,485.75 |
2,383.25 |
|
| R3 |
2,450.25 |
2,429.50 |
2,367.75 |
|
| R2 |
2,394.00 |
2,394.00 |
2,362.50 |
|
| R1 |
2,373.25 |
2,373.25 |
2,357.50 |
2,383.50 |
| PP |
2,337.75 |
2,337.75 |
2,337.75 |
2,343.00 |
| S1 |
2,317.00 |
2,317.00 |
2,347.00 |
2,327.50 |
| S2 |
2,281.50 |
2,281.50 |
2,342.00 |
|
| S3 |
2,225.25 |
2,260.75 |
2,336.75 |
|
| S4 |
2,169.00 |
2,204.50 |
2,321.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,358.75 |
2,270.25 |
88.50 |
3.8% |
25.25 |
1.1% |
93% |
True |
False |
125,997 |
| 10 |
2,358.75 |
2,234.50 |
124.25 |
5.3% |
26.00 |
1.1% |
95% |
True |
False |
103,504 |
| 20 |
2,358.75 |
2,204.25 |
154.50 |
6.6% |
41.25 |
1.7% |
96% |
True |
False |
167,114 |
| 40 |
2,392.00 |
2,135.00 |
257.00 |
10.9% |
46.25 |
2.0% |
85% |
False |
False |
84,195 |
| 60 |
2,401.25 |
2,135.00 |
266.25 |
11.3% |
47.50 |
2.0% |
82% |
False |
False |
56,149 |
| 80 |
2,401.25 |
2,034.50 |
366.75 |
15.6% |
51.25 |
2.2% |
87% |
False |
False |
42,132 |
| 100 |
2,401.25 |
2,034.50 |
366.75 |
15.6% |
47.50 |
2.0% |
87% |
False |
False |
33,707 |
| 120 |
2,413.75 |
2,029.25 |
384.50 |
16.3% |
41.25 |
1.8% |
84% |
False |
False |
28,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,470.25 |
|
2.618 |
2,427.50 |
|
1.618 |
2,401.25 |
|
1.000 |
2,385.00 |
|
0.618 |
2,375.00 |
|
HIGH |
2,358.75 |
|
0.618 |
2,348.75 |
|
0.500 |
2,345.50 |
|
0.382 |
2,342.50 |
|
LOW |
2,332.50 |
|
0.618 |
2,316.25 |
|
1.000 |
2,306.25 |
|
1.618 |
2,290.00 |
|
2.618 |
2,263.75 |
|
4.250 |
2,221.00 |
|
|
| Fisher Pivots for day following 06-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,350.00 |
2,345.00 |
| PP |
2,347.75 |
2,337.75 |
| S1 |
2,345.50 |
2,330.50 |
|