| Trading Metrics calculated at close of trading on 25-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2012 |
25-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,435.50 |
2,438.00 |
2.50 |
0.1% |
2,367.25 |
| High |
2,439.75 |
2,469.00 |
29.25 |
1.2% |
2,442.50 |
| Low |
2,419.50 |
2,436.75 |
17.25 |
0.7% |
2,361.50 |
| Close |
2,437.50 |
2,460.50 |
23.00 |
0.9% |
2,434.75 |
| Range |
20.25 |
32.25 |
12.00 |
59.3% |
81.00 |
| ATR |
33.69 |
33.59 |
-0.10 |
-0.3% |
0.00 |
| Volume |
146,667 |
249,740 |
103,073 |
70.3% |
641,585 |
|
| Daily Pivots for day following 25-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,552.25 |
2,538.50 |
2,478.25 |
|
| R3 |
2,520.00 |
2,506.25 |
2,469.25 |
|
| R2 |
2,487.75 |
2,487.75 |
2,466.50 |
|
| R1 |
2,474.00 |
2,474.00 |
2,463.50 |
2,481.00 |
| PP |
2,455.50 |
2,455.50 |
2,455.50 |
2,458.75 |
| S1 |
2,441.75 |
2,441.75 |
2,457.50 |
2,448.50 |
| S2 |
2,423.25 |
2,423.25 |
2,454.50 |
|
| S3 |
2,391.00 |
2,409.50 |
2,451.75 |
|
| S4 |
2,358.75 |
2,377.25 |
2,442.75 |
|
|
| 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 |
2,469.00 |
2,418.50 |
50.50 |
2.1% |
24.50 |
1.0% |
83% |
True |
False |
165,678 |
| 10 |
2,469.00 |
2,348.50 |
120.50 |
4.9% |
28.25 |
1.2% |
93% |
True |
False |
166,291 |
| 20 |
2,469.00 |
2,256.25 |
212.75 |
8.6% |
27.25 |
1.1% |
96% |
True |
False |
139,033 |
| 40 |
2,469.00 |
2,169.25 |
299.75 |
12.2% |
38.25 |
1.6% |
97% |
True |
False |
131,934 |
| 60 |
2,469.00 |
2,135.00 |
334.00 |
13.6% |
42.50 |
1.7% |
97% |
True |
False |
87,994 |
| 80 |
2,469.00 |
2,034.50 |
434.50 |
17.7% |
46.00 |
1.9% |
98% |
True |
False |
66,008 |
| 100 |
2,469.00 |
2,034.50 |
434.50 |
17.7% |
47.00 |
1.9% |
98% |
True |
False |
52,819 |
| 120 |
2,469.00 |
2,029.25 |
439.75 |
17.9% |
42.75 |
1.7% |
98% |
True |
False |
44,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,606.00 |
|
2.618 |
2,553.50 |
|
1.618 |
2,521.25 |
|
1.000 |
2,501.25 |
|
0.618 |
2,489.00 |
|
HIGH |
2,469.00 |
|
0.618 |
2,456.75 |
|
0.500 |
2,453.00 |
|
0.382 |
2,449.00 |
|
LOW |
2,436.75 |
|
0.618 |
2,416.75 |
|
1.000 |
2,404.50 |
|
1.618 |
2,384.50 |
|
2.618 |
2,352.25 |
|
4.250 |
2,299.75 |
|
|
| Fisher Pivots for day following 25-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,458.00 |
2,455.00 |
| PP |
2,455.50 |
2,449.75 |
| S1 |
2,453.00 |
2,444.25 |
|