| Trading Metrics calculated at close of trading on 23-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,428.00 |
2,430.00 |
2.00 |
0.1% |
2,367.25 |
| High |
2,437.00 |
2,452.25 |
15.25 |
0.6% |
2,442.50 |
| Low |
2,422.75 |
2,420.75 |
-2.00 |
-0.1% |
2,361.50 |
| Close |
2,434.75 |
2,435.00 |
0.25 |
0.0% |
2,434.75 |
| Range |
14.25 |
31.50 |
17.25 |
121.1% |
81.00 |
| ATR |
34.97 |
34.72 |
-0.25 |
-0.7% |
0.00 |
| Volume |
126,972 |
165,315 |
38,343 |
30.2% |
641,585 |
|
| Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,530.50 |
2,514.25 |
2,452.25 |
|
| R3 |
2,499.00 |
2,482.75 |
2,443.75 |
|
| R2 |
2,467.50 |
2,467.50 |
2,440.75 |
|
| R1 |
2,451.25 |
2,451.25 |
2,438.00 |
2,459.50 |
| PP |
2,436.00 |
2,436.00 |
2,436.00 |
2,440.00 |
| S1 |
2,419.75 |
2,419.75 |
2,432.00 |
2,428.00 |
| S2 |
2,404.50 |
2,404.50 |
2,429.25 |
|
| S3 |
2,373.00 |
2,388.25 |
2,426.25 |
|
| S4 |
2,341.50 |
2,356.75 |
2,417.75 |
|
|
| 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 |
2,452.25 |
2,361.50 |
90.75 |
3.7% |
29.00 |
1.2% |
81% |
True |
False |
161,380 |
| 10 |
2,452.25 |
2,338.50 |
113.75 |
4.7% |
28.75 |
1.2% |
85% |
True |
False |
151,489 |
| 20 |
2,452.25 |
2,234.50 |
217.75 |
8.9% |
27.25 |
1.1% |
92% |
True |
False |
127,497 |
| 40 |
2,452.25 |
2,135.00 |
317.25 |
13.0% |
39.75 |
1.6% |
95% |
True |
False |
122,034 |
| 60 |
2,452.25 |
2,135.00 |
317.25 |
13.0% |
43.50 |
1.8% |
95% |
True |
False |
81,388 |
| 80 |
2,452.25 |
2,034.50 |
417.75 |
17.2% |
47.50 |
1.9% |
96% |
True |
False |
61,056 |
| 100 |
2,452.25 |
2,034.50 |
417.75 |
17.2% |
47.00 |
1.9% |
96% |
True |
False |
48,855 |
| 120 |
2,452.25 |
2,029.25 |
423.00 |
17.4% |
42.75 |
1.8% |
96% |
True |
False |
40,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,586.00 |
|
2.618 |
2,534.75 |
|
1.618 |
2,503.25 |
|
1.000 |
2,483.75 |
|
0.618 |
2,471.75 |
|
HIGH |
2,452.25 |
|
0.618 |
2,440.25 |
|
0.500 |
2,436.50 |
|
0.382 |
2,432.75 |
|
LOW |
2,420.75 |
|
0.618 |
2,401.25 |
|
1.000 |
2,389.25 |
|
1.618 |
2,369.75 |
|
2.618 |
2,338.25 |
|
4.250 |
2,287.00 |
|
|
| Fisher Pivots for day following 23-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,436.50 |
2,435.50 |
| PP |
2,436.00 |
2,435.25 |
| S1 |
2,435.50 |
2,435.00 |
|