| Trading Metrics calculated at close of trading on 18-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,367.25 |
2,390.25 |
23.00 |
1.0% |
2,353.25 |
| High |
2,401.00 |
2,423.00 |
22.00 |
0.9% |
2,386.75 |
| Low |
2,361.50 |
2,387.75 |
26.25 |
1.1% |
2,338.50 |
| Close |
2,389.75 |
2,420.50 |
30.75 |
1.3% |
2,373.50 |
| Range |
39.50 |
35.25 |
-4.25 |
-10.8% |
48.25 |
| ATR |
37.70 |
37.53 |
-0.18 |
-0.5% |
0.00 |
| Volume |
190,236 |
184,681 |
-5,555 |
-2.9% |
707,996 |
|
| Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,516.25 |
2,503.50 |
2,440.00 |
|
| R3 |
2,481.00 |
2,468.25 |
2,430.25 |
|
| R2 |
2,445.75 |
2,445.75 |
2,427.00 |
|
| R1 |
2,433.00 |
2,433.00 |
2,423.75 |
2,439.50 |
| PP |
2,410.50 |
2,410.50 |
2,410.50 |
2,413.50 |
| S1 |
2,397.75 |
2,397.75 |
2,417.25 |
2,404.00 |
| S2 |
2,375.25 |
2,375.25 |
2,414.00 |
|
| S3 |
2,340.00 |
2,362.50 |
2,410.75 |
|
| S4 |
2,304.75 |
2,327.25 |
2,401.00 |
|
|
| 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 |
2,423.00 |
2,348.50 |
74.50 |
3.1% |
32.25 |
1.3% |
97% |
True |
False |
166,904 |
| 10 |
2,423.00 |
2,302.50 |
120.50 |
5.0% |
31.00 |
1.3% |
98% |
True |
False |
151,613 |
| 20 |
2,423.00 |
2,204.25 |
218.75 |
9.0% |
33.50 |
1.4% |
99% |
True |
False |
134,458 |
| 40 |
2,423.00 |
2,135.00 |
288.00 |
11.9% |
41.25 |
1.7% |
99% |
True |
False |
111,241 |
| 60 |
2,423.00 |
2,135.00 |
288.00 |
11.9% |
45.00 |
1.9% |
99% |
True |
False |
74,191 |
| 80 |
2,423.00 |
2,034.50 |
388.50 |
16.1% |
49.00 |
2.0% |
99% |
True |
False |
55,658 |
| 100 |
2,423.00 |
2,034.50 |
388.50 |
16.1% |
47.75 |
2.0% |
99% |
True |
False |
44,536 |
| 120 |
2,423.00 |
2,029.25 |
393.75 |
16.3% |
42.75 |
1.8% |
99% |
True |
False |
37,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,572.75 |
|
2.618 |
2,515.25 |
|
1.618 |
2,480.00 |
|
1.000 |
2,458.25 |
|
0.618 |
2,444.75 |
|
HIGH |
2,423.00 |
|
0.618 |
2,409.50 |
|
0.500 |
2,405.50 |
|
0.382 |
2,401.25 |
|
LOW |
2,387.75 |
|
0.618 |
2,366.00 |
|
1.000 |
2,352.50 |
|
1.618 |
2,330.75 |
|
2.618 |
2,295.50 |
|
4.250 |
2,238.00 |
|
|
| Fisher Pivots for day following 18-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,415.50 |
2,409.00 |
| PP |
2,410.50 |
2,397.25 |
| S1 |
2,405.50 |
2,385.75 |
|