| Trading Metrics calculated at close of trading on 20-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,420.25 |
2,428.00 |
7.75 |
0.3% |
2,367.25 |
| High |
2,442.50 |
2,437.00 |
-5.50 |
-0.2% |
2,442.50 |
| Low |
2,418.50 |
2,422.75 |
4.25 |
0.2% |
2,361.50 |
| Close |
2,425.25 |
2,434.75 |
9.50 |
0.4% |
2,434.75 |
| Range |
24.00 |
14.25 |
-9.75 |
-40.6% |
81.00 |
| ATR |
36.56 |
34.97 |
-1.59 |
-4.4% |
0.00 |
| Volume |
139,696 |
126,972 |
-12,724 |
-9.1% |
641,585 |
|
| Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,474.25 |
2,468.75 |
2,442.50 |
|
| R3 |
2,460.00 |
2,454.50 |
2,438.75 |
|
| R2 |
2,445.75 |
2,445.75 |
2,437.25 |
|
| R1 |
2,440.25 |
2,440.25 |
2,436.00 |
2,443.00 |
| PP |
2,431.50 |
2,431.50 |
2,431.50 |
2,433.00 |
| S1 |
2,426.00 |
2,426.00 |
2,433.50 |
2,428.75 |
| S2 |
2,417.25 |
2,417.25 |
2,432.25 |
|
| S3 |
2,403.00 |
2,411.75 |
2,430.75 |
|
| S4 |
2,388.75 |
2,397.50 |
2,427.00 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,656.00 |
2,626.25 |
2,479.25 |
|
| R3 |
2,575.00 |
2,545.25 |
2,457.00 |
|
| R2 |
2,494.00 |
2,494.00 |
2,449.50 |
|
| R1 |
2,464.25 |
2,464.25 |
2,442.25 |
2,479.00 |
| PP |
2,413.00 |
2,413.00 |
2,413.00 |
2,420.25 |
| S1 |
2,383.25 |
2,383.25 |
2,427.25 |
2,398.00 |
| S2 |
2,332.00 |
2,332.00 |
2,420.00 |
|
| S3 |
2,251.00 |
2,302.25 |
2,412.50 |
|
| S4 |
2,170.00 |
2,221.25 |
2,390.25 |
|
|
| 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% |
30.25 |
1.2% |
92% |
False |
False |
162,308 |
| 10 |
2,442.50 |
2,332.50 |
110.00 |
4.5% |
28.25 |
1.2% |
93% |
False |
False |
148,477 |
| 20 |
2,442.50 |
2,217.75 |
224.75 |
9.2% |
29.50 |
1.2% |
97% |
False |
False |
129,609 |
| 40 |
2,442.50 |
2,135.00 |
307.50 |
12.6% |
39.75 |
1.6% |
97% |
False |
False |
117,903 |
| 60 |
2,442.50 |
2,135.00 |
307.50 |
12.6% |
43.75 |
1.8% |
97% |
False |
False |
78,634 |
| 80 |
2,442.50 |
2,034.50 |
408.00 |
16.8% |
47.75 |
2.0% |
98% |
False |
False |
58,990 |
| 100 |
2,442.50 |
2,034.50 |
408.00 |
16.8% |
47.25 |
1.9% |
98% |
False |
False |
47,202 |
| 120 |
2,442.50 |
2,029.25 |
413.25 |
17.0% |
42.75 |
1.8% |
98% |
False |
False |
39,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,497.50 |
|
2.618 |
2,474.25 |
|
1.618 |
2,460.00 |
|
1.000 |
2,451.25 |
|
0.618 |
2,445.75 |
|
HIGH |
2,437.00 |
|
0.618 |
2,431.50 |
|
0.500 |
2,430.00 |
|
0.382 |
2,428.25 |
|
LOW |
2,422.75 |
|
0.618 |
2,414.00 |
|
1.000 |
2,408.50 |
|
1.618 |
2,399.75 |
|
2.618 |
2,385.50 |
|
4.250 |
2,362.25 |
|
|
| Fisher Pivots for day following 20-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,433.00 |
2,428.25 |
| PP |
2,431.50 |
2,421.75 |
| S1 |
2,430.00 |
2,415.00 |
|