| Trading Metrics calculated at close of trading on 09-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2012 |
09-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,340.25 |
2,353.25 |
13.00 |
0.6% |
2,312.50 |
| High |
2,358.75 |
2,363.50 |
4.75 |
0.2% |
2,358.75 |
| Low |
2,332.50 |
2,338.50 |
6.00 |
0.3% |
2,302.50 |
| Close |
2,352.25 |
2,346.75 |
-5.50 |
-0.2% |
2,352.25 |
| Range |
26.25 |
25.00 |
-1.25 |
-4.8% |
56.25 |
| ATR |
41.42 |
40.24 |
-1.17 |
-2.8% |
0.00 |
| Volume |
135,192 |
127,786 |
-7,406 |
-5.5% |
577,759 |
|
| Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,424.50 |
2,410.75 |
2,360.50 |
|
| R3 |
2,399.50 |
2,385.75 |
2,353.50 |
|
| R2 |
2,374.50 |
2,374.50 |
2,351.25 |
|
| R1 |
2,360.75 |
2,360.75 |
2,349.00 |
2,355.00 |
| PP |
2,349.50 |
2,349.50 |
2,349.50 |
2,346.75 |
| S1 |
2,335.75 |
2,335.75 |
2,344.50 |
2,330.00 |
| S2 |
2,324.50 |
2,324.50 |
2,342.25 |
|
| S3 |
2,299.50 |
2,310.75 |
2,340.00 |
|
| S4 |
2,274.50 |
2,285.75 |
2,333.00 |
|
|
| 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 |
2,363.50 |
2,302.50 |
61.00 |
2.6% |
27.25 |
1.2% |
73% |
True |
False |
141,109 |
| 10 |
2,363.50 |
2,256.25 |
107.25 |
4.6% |
25.50 |
1.1% |
84% |
True |
False |
105,545 |
| 20 |
2,363.50 |
2,204.25 |
159.25 |
6.8% |
39.25 |
1.7% |
89% |
True |
False |
168,234 |
| 40 |
2,369.00 |
2,135.00 |
234.00 |
10.0% |
44.75 |
1.9% |
90% |
False |
False |
87,382 |
| 60 |
2,401.25 |
2,135.00 |
266.25 |
11.3% |
47.25 |
2.0% |
80% |
False |
False |
58,278 |
| 80 |
2,401.25 |
2,034.50 |
366.75 |
15.6% |
51.00 |
2.2% |
85% |
False |
False |
43,730 |
| 100 |
2,401.25 |
2,034.50 |
366.75 |
15.6% |
47.75 |
2.0% |
85% |
False |
False |
34,985 |
| 120 |
2,413.75 |
2,029.25 |
384.50 |
16.4% |
41.50 |
1.8% |
83% |
False |
False |
29,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,469.75 |
|
2.618 |
2,429.00 |
|
1.618 |
2,404.00 |
|
1.000 |
2,388.50 |
|
0.618 |
2,379.00 |
|
HIGH |
2,363.50 |
|
0.618 |
2,354.00 |
|
0.500 |
2,351.00 |
|
0.382 |
2,348.00 |
|
LOW |
2,338.50 |
|
0.618 |
2,323.00 |
|
1.000 |
2,313.50 |
|
1.618 |
2,298.00 |
|
2.618 |
2,273.00 |
|
4.250 |
2,232.25 |
|
|
| Fisher Pivots for day following 09-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,351.00 |
2,343.25 |
| PP |
2,349.50 |
2,339.75 |
| S1 |
2,348.25 |
2,336.50 |
|