| Trading Metrics calculated at close of trading on 12-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2012 |
12-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,363.25 |
2,367.00 |
3.75 |
0.2% |
2,312.50 |
| High |
2,373.25 |
2,383.00 |
9.75 |
0.4% |
2,358.75 |
| Low |
2,352.50 |
2,355.75 |
3.25 |
0.1% |
2,302.50 |
| Close |
2,367.00 |
2,378.50 |
11.50 |
0.5% |
2,352.25 |
| Range |
20.75 |
27.25 |
6.50 |
31.3% |
56.25 |
| ATR |
38.30 |
37.51 |
-0.79 |
-2.1% |
0.00 |
| Volume |
151,860 |
137,790 |
-14,070 |
-9.3% |
577,759 |
|
| Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,454.25 |
2,443.50 |
2,393.50 |
|
| R3 |
2,427.00 |
2,416.25 |
2,386.00 |
|
| R2 |
2,399.75 |
2,399.75 |
2,383.50 |
|
| R1 |
2,389.00 |
2,389.00 |
2,381.00 |
2,394.50 |
| PP |
2,372.50 |
2,372.50 |
2,372.50 |
2,375.00 |
| S1 |
2,361.75 |
2,361.75 |
2,376.00 |
2,367.00 |
| S2 |
2,345.25 |
2,345.25 |
2,373.50 |
|
| S3 |
2,318.00 |
2,334.50 |
2,371.00 |
|
| S4 |
2,290.75 |
2,307.25 |
2,363.50 |
|
|
| 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 |
2,383.00 |
2,332.50 |
50.50 |
2.1% |
26.25 |
1.1% |
91% |
True |
False |
134,646 |
| 10 |
2,383.00 |
2,258.25 |
124.75 |
5.2% |
25.50 |
1.1% |
96% |
True |
False |
124,754 |
| 20 |
2,383.00 |
2,204.25 |
178.75 |
7.5% |
34.75 |
1.5% |
97% |
True |
False |
145,255 |
| 40 |
2,383.00 |
2,135.00 |
248.00 |
10.4% |
43.00 |
1.8% |
98% |
True |
False |
97,637 |
| 60 |
2,401.25 |
2,135.00 |
266.25 |
11.2% |
46.00 |
1.9% |
91% |
False |
False |
65,113 |
| 80 |
2,401.25 |
2,034.50 |
366.75 |
15.4% |
50.25 |
2.1% |
94% |
False |
False |
48,851 |
| 100 |
2,401.25 |
2,034.50 |
366.75 |
15.4% |
47.50 |
2.0% |
94% |
False |
False |
39,087 |
| 120 |
2,413.75 |
2,029.25 |
384.50 |
16.2% |
42.25 |
1.8% |
91% |
False |
False |
32,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,498.75 |
|
2.618 |
2,454.25 |
|
1.618 |
2,427.00 |
|
1.000 |
2,410.25 |
|
0.618 |
2,399.75 |
|
HIGH |
2,383.00 |
|
0.618 |
2,372.50 |
|
0.500 |
2,369.50 |
|
0.382 |
2,366.25 |
|
LOW |
2,355.75 |
|
0.618 |
2,339.00 |
|
1.000 |
2,328.50 |
|
1.618 |
2,311.75 |
|
2.618 |
2,284.50 |
|
4.250 |
2,240.00 |
|
|
| Fisher Pivots for day following 12-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,375.50 |
2,374.00 |
| PP |
2,372.50 |
2,369.25 |
| S1 |
2,369.50 |
2,364.50 |
|