| Trading Metrics calculated at close of trading on 10-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2012 |
10-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,353.25 |
2,346.50 |
-6.75 |
-0.3% |
2,312.50 |
| High |
2,363.50 |
2,378.25 |
14.75 |
0.6% |
2,358.75 |
| Low |
2,338.50 |
2,346.25 |
7.75 |
0.3% |
2,302.50 |
| Close |
2,346.75 |
2,363.50 |
16.75 |
0.7% |
2,352.25 |
| Range |
25.00 |
32.00 |
7.00 |
28.0% |
56.25 |
| ATR |
40.24 |
39.65 |
-0.59 |
-1.5% |
0.00 |
| Volume |
127,786 |
120,603 |
-7,183 |
-5.6% |
577,759 |
|
| Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,458.75 |
2,443.00 |
2,381.00 |
|
| R3 |
2,426.75 |
2,411.00 |
2,372.25 |
|
| R2 |
2,394.75 |
2,394.75 |
2,369.25 |
|
| R1 |
2,379.00 |
2,379.00 |
2,366.50 |
2,387.00 |
| PP |
2,362.75 |
2,362.75 |
2,362.75 |
2,366.50 |
| S1 |
2,347.00 |
2,347.00 |
2,360.50 |
2,355.00 |
| S2 |
2,330.75 |
2,330.75 |
2,357.75 |
|
| S3 |
2,298.75 |
2,315.00 |
2,354.75 |
|
| S4 |
2,266.75 |
2,283.00 |
2,346.00 |
|
|
| 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 |
2,378.25 |
2,302.50 |
75.75 |
3.2% |
29.75 |
1.3% |
81% |
True |
False |
136,322 |
| 10 |
2,378.25 |
2,256.25 |
122.00 |
5.2% |
26.25 |
1.1% |
88% |
True |
False |
111,774 |
| 20 |
2,378.25 |
2,204.25 |
174.00 |
7.4% |
38.00 |
1.6% |
92% |
True |
False |
162,539 |
| 40 |
2,378.25 |
2,135.00 |
243.25 |
10.3% |
44.00 |
1.9% |
94% |
True |
False |
90,397 |
| 60 |
2,401.25 |
2,135.00 |
266.25 |
11.3% |
47.00 |
2.0% |
86% |
False |
False |
60,287 |
| 80 |
2,401.25 |
2,034.50 |
366.75 |
15.5% |
50.75 |
2.2% |
90% |
False |
False |
45,235 |
| 100 |
2,401.25 |
2,034.50 |
366.75 |
15.5% |
48.00 |
2.0% |
90% |
False |
False |
36,191 |
| 120 |
2,413.75 |
2,029.25 |
384.50 |
16.3% |
41.75 |
1.8% |
87% |
False |
False |
30,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,514.25 |
|
2.618 |
2,462.00 |
|
1.618 |
2,430.00 |
|
1.000 |
2,410.25 |
|
0.618 |
2,398.00 |
|
HIGH |
2,378.25 |
|
0.618 |
2,366.00 |
|
0.500 |
2,362.25 |
|
0.382 |
2,358.50 |
|
LOW |
2,346.25 |
|
0.618 |
2,326.50 |
|
1.000 |
2,314.25 |
|
1.618 |
2,294.50 |
|
2.618 |
2,262.50 |
|
4.250 |
2,210.25 |
|
|
| Fisher Pivots for day following 10-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,363.00 |
2,360.75 |
| PP |
2,362.75 |
2,358.00 |
| S1 |
2,362.25 |
2,355.50 |
|