| Trading Metrics calculated at close of trading on 19-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2012 |
19-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,390.25 |
2,420.25 |
30.00 |
1.3% |
2,353.25 |
| High |
2,423.00 |
2,442.50 |
19.50 |
0.8% |
2,386.75 |
| Low |
2,387.75 |
2,418.50 |
30.75 |
1.3% |
2,338.50 |
| Close |
2,420.50 |
2,425.25 |
4.75 |
0.2% |
2,373.50 |
| Range |
35.25 |
24.00 |
-11.25 |
-31.9% |
48.25 |
| ATR |
37.53 |
36.56 |
-0.97 |
-2.6% |
0.00 |
| Volume |
184,681 |
139,696 |
-44,985 |
-24.4% |
707,996 |
|
| Daily Pivots for day following 19-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,500.75 |
2,487.00 |
2,438.50 |
|
| R3 |
2,476.75 |
2,463.00 |
2,431.75 |
|
| R2 |
2,452.75 |
2,452.75 |
2,429.75 |
|
| R1 |
2,439.00 |
2,439.00 |
2,427.50 |
2,446.00 |
| PP |
2,428.75 |
2,428.75 |
2,428.75 |
2,432.25 |
| S1 |
2,415.00 |
2,415.00 |
2,423.00 |
2,422.00 |
| S2 |
2,404.75 |
2,404.75 |
2,420.75 |
|
| S3 |
2,380.75 |
2,391.00 |
2,418.75 |
|
| S4 |
2,356.75 |
2,367.00 |
2,412.00 |
|
|
| 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 |
2,442.50 |
2,348.50 |
94.00 |
3.9% |
32.75 |
1.4% |
82% |
True |
False |
164,472 |
| 10 |
2,442.50 |
2,309.25 |
133.25 |
5.5% |
30.75 |
1.3% |
87% |
True |
False |
151,295 |
| 20 |
2,442.50 |
2,212.25 |
230.25 |
9.5% |
32.25 |
1.3% |
93% |
True |
False |
134,652 |
| 40 |
2,442.50 |
2,135.00 |
307.50 |
12.7% |
40.75 |
1.7% |
94% |
True |
False |
114,730 |
| 60 |
2,442.50 |
2,135.00 |
307.50 |
12.7% |
44.50 |
1.8% |
94% |
True |
False |
76,519 |
| 80 |
2,442.50 |
2,034.50 |
408.00 |
16.8% |
48.25 |
2.0% |
96% |
True |
False |
57,403 |
| 100 |
2,442.50 |
2,034.50 |
408.00 |
16.8% |
47.75 |
2.0% |
96% |
True |
False |
45,933 |
| 120 |
2,442.50 |
2,029.25 |
413.25 |
17.0% |
43.00 |
1.8% |
96% |
True |
False |
38,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,544.50 |
|
2.618 |
2,505.25 |
|
1.618 |
2,481.25 |
|
1.000 |
2,466.50 |
|
0.618 |
2,457.25 |
|
HIGH |
2,442.50 |
|
0.618 |
2,433.25 |
|
0.500 |
2,430.50 |
|
0.382 |
2,427.75 |
|
LOW |
2,418.50 |
|
0.618 |
2,403.75 |
|
1.000 |
2,394.50 |
|
1.618 |
2,379.75 |
|
2.618 |
2,355.75 |
|
4.250 |
2,316.50 |
|
|
| Fisher Pivots for day following 19-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,430.50 |
2,417.50 |
| PP |
2,428.75 |
2,409.75 |
| S1 |
2,427.00 |
2,402.00 |
|