| Trading Metrics calculated at close of trading on 24-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,430.00 |
2,435.50 |
5.50 |
0.2% |
2,367.25 |
| High |
2,452.25 |
2,439.75 |
-12.50 |
-0.5% |
2,442.50 |
| Low |
2,420.75 |
2,419.50 |
-1.25 |
-0.1% |
2,361.50 |
| Close |
2,435.00 |
2,437.50 |
2.50 |
0.1% |
2,434.75 |
| Range |
31.50 |
20.25 |
-11.25 |
-35.7% |
81.00 |
| ATR |
34.72 |
33.69 |
-1.03 |
-3.0% |
0.00 |
| Volume |
165,315 |
146,667 |
-18,648 |
-11.3% |
641,585 |
|
| Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,493.00 |
2,485.50 |
2,448.75 |
|
| R3 |
2,472.75 |
2,465.25 |
2,443.00 |
|
| R2 |
2,452.50 |
2,452.50 |
2,441.25 |
|
| R1 |
2,445.00 |
2,445.00 |
2,439.25 |
2,448.75 |
| PP |
2,432.25 |
2,432.25 |
2,432.25 |
2,434.00 |
| S1 |
2,424.75 |
2,424.75 |
2,435.75 |
2,428.50 |
| S2 |
2,412.00 |
2,412.00 |
2,433.75 |
|
| S3 |
2,391.75 |
2,404.50 |
2,432.00 |
|
| S4 |
2,371.50 |
2,384.25 |
2,426.25 |
|
|
| 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 |
2,387.75 |
64.50 |
2.6% |
25.00 |
1.0% |
77% |
False |
False |
152,666 |
| 10 |
2,452.25 |
2,346.25 |
106.00 |
4.3% |
28.25 |
1.2% |
86% |
False |
False |
153,377 |
| 20 |
2,452.25 |
2,256.25 |
196.00 |
8.0% |
27.00 |
1.1% |
92% |
False |
False |
129,461 |
| 40 |
2,452.25 |
2,135.00 |
317.25 |
13.0% |
38.75 |
1.6% |
95% |
False |
False |
125,698 |
| 60 |
2,452.25 |
2,135.00 |
317.25 |
13.0% |
42.75 |
1.8% |
95% |
False |
False |
83,832 |
| 80 |
2,452.25 |
2,034.50 |
417.75 |
17.1% |
47.00 |
1.9% |
96% |
False |
False |
62,888 |
| 100 |
2,452.25 |
2,034.50 |
417.75 |
17.1% |
47.00 |
1.9% |
96% |
False |
False |
50,322 |
| 120 |
2,452.25 |
2,029.25 |
423.00 |
17.4% |
42.75 |
1.8% |
97% |
False |
False |
41,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,525.75 |
|
2.618 |
2,492.75 |
|
1.618 |
2,472.50 |
|
1.000 |
2,460.00 |
|
0.618 |
2,452.25 |
|
HIGH |
2,439.75 |
|
0.618 |
2,432.00 |
|
0.500 |
2,429.50 |
|
0.382 |
2,427.25 |
|
LOW |
2,419.50 |
|
0.618 |
2,407.00 |
|
1.000 |
2,399.25 |
|
1.618 |
2,386.75 |
|
2.618 |
2,366.50 |
|
4.250 |
2,333.50 |
|
|
| Fisher Pivots for day following 24-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,435.00 |
2,437.00 |
| PP |
2,432.25 |
2,436.50 |
| S1 |
2,429.50 |
2,436.00 |
|