| Trading Metrics calculated at close of trading on 13-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,367.00 |
2,378.00 |
11.00 |
0.5% |
2,353.25 |
| High |
2,383.00 |
2,386.75 |
3.75 |
0.2% |
2,386.75 |
| Low |
2,355.75 |
2,348.50 |
-7.25 |
-0.3% |
2,338.50 |
| Close |
2,378.50 |
2,373.50 |
-5.00 |
-0.2% |
2,373.50 |
| Range |
27.25 |
38.25 |
11.00 |
40.4% |
48.25 |
| ATR |
37.51 |
37.57 |
0.05 |
0.1% |
0.00 |
| Volume |
137,790 |
169,957 |
32,167 |
23.3% |
707,996 |
|
| Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,484.25 |
2,467.25 |
2,394.50 |
|
| R3 |
2,446.00 |
2,429.00 |
2,384.00 |
|
| R2 |
2,407.75 |
2,407.75 |
2,380.50 |
|
| R1 |
2,390.75 |
2,390.75 |
2,377.00 |
2,380.00 |
| PP |
2,369.50 |
2,369.50 |
2,369.50 |
2,364.25 |
| S1 |
2,352.50 |
2,352.50 |
2,370.00 |
2,342.00 |
| S2 |
2,331.25 |
2,331.25 |
2,366.50 |
|
| S3 |
2,293.00 |
2,314.25 |
2,363.00 |
|
| S4 |
2,254.75 |
2,276.00 |
2,352.50 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,511.00 |
2,490.50 |
2,400.00 |
|
| R3 |
2,462.75 |
2,442.25 |
2,386.75 |
|
| R2 |
2,414.50 |
2,414.50 |
2,382.25 |
|
| R1 |
2,394.00 |
2,394.00 |
2,378.00 |
2,404.25 |
| PP |
2,366.25 |
2,366.25 |
2,366.25 |
2,371.50 |
| S1 |
2,345.75 |
2,345.75 |
2,369.00 |
2,356.00 |
| S2 |
2,318.00 |
2,318.00 |
2,364.75 |
|
| S3 |
2,269.75 |
2,297.50 |
2,360.25 |
|
| S4 |
2,221.50 |
2,249.25 |
2,347.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,386.75 |
2,338.50 |
48.25 |
2.0% |
28.75 |
1.2% |
73% |
True |
False |
141,599 |
| 10 |
2,386.75 |
2,270.25 |
116.50 |
4.9% |
27.00 |
1.1% |
89% |
True |
False |
133,798 |
| 20 |
2,386.75 |
2,204.25 |
182.50 |
7.7% |
33.75 |
1.4% |
93% |
True |
False |
136,666 |
| 40 |
2,386.75 |
2,135.00 |
251.75 |
10.6% |
42.50 |
1.8% |
95% |
True |
False |
101,870 |
| 60 |
2,401.25 |
2,135.00 |
266.25 |
11.2% |
45.50 |
1.9% |
90% |
False |
False |
67,943 |
| 80 |
2,401.25 |
2,034.50 |
366.75 |
15.5% |
50.25 |
2.1% |
92% |
False |
False |
50,974 |
| 100 |
2,401.25 |
2,034.50 |
366.75 |
15.5% |
48.00 |
2.0% |
92% |
False |
False |
40,787 |
| 120 |
2,413.75 |
2,029.25 |
384.50 |
16.2% |
42.25 |
1.8% |
90% |
False |
False |
33,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,549.25 |
|
2.618 |
2,487.00 |
|
1.618 |
2,448.75 |
|
1.000 |
2,425.00 |
|
0.618 |
2,410.50 |
|
HIGH |
2,386.75 |
|
0.618 |
2,372.25 |
|
0.500 |
2,367.50 |
|
0.382 |
2,363.00 |
|
LOW |
2,348.50 |
|
0.618 |
2,324.75 |
|
1.000 |
2,310.25 |
|
1.618 |
2,286.50 |
|
2.618 |
2,248.25 |
|
4.250 |
2,186.00 |
|
|
| Fisher Pivots for day following 13-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,371.50 |
2,371.50 |
| PP |
2,369.50 |
2,369.50 |
| S1 |
2,367.50 |
2,367.50 |
|