| Trading Metrics calculated at close of trading on 26-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,438.00 |
2,460.25 |
22.25 |
0.9% |
2,367.25 |
| High |
2,469.00 |
2,476.00 |
7.00 |
0.3% |
2,442.50 |
| Low |
2,436.75 |
2,440.75 |
4.00 |
0.2% |
2,361.50 |
| Close |
2,460.50 |
2,453.25 |
-7.25 |
-0.3% |
2,434.75 |
| Range |
32.25 |
35.25 |
3.00 |
9.3% |
81.00 |
| ATR |
33.59 |
33.70 |
0.12 |
0.4% |
0.00 |
| Volume |
249,740 |
186,795 |
-62,945 |
-25.2% |
641,585 |
|
| Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,562.50 |
2,543.00 |
2,472.75 |
|
| R3 |
2,527.25 |
2,507.75 |
2,463.00 |
|
| R2 |
2,492.00 |
2,492.00 |
2,459.75 |
|
| R1 |
2,472.50 |
2,472.50 |
2,456.50 |
2,464.50 |
| PP |
2,456.75 |
2,456.75 |
2,456.75 |
2,452.75 |
| S1 |
2,437.25 |
2,437.25 |
2,450.00 |
2,429.50 |
| S2 |
2,421.50 |
2,421.50 |
2,446.75 |
|
| S3 |
2,386.25 |
2,402.00 |
2,443.50 |
|
| S4 |
2,351.00 |
2,366.75 |
2,433.75 |
|
|
| 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 |
2,476.00 |
2,419.50 |
56.50 |
2.3% |
26.75 |
1.1% |
60% |
True |
False |
175,097 |
| 10 |
2,476.00 |
2,348.50 |
127.50 |
5.2% |
29.75 |
1.2% |
82% |
True |
False |
169,784 |
| 20 |
2,476.00 |
2,256.25 |
219.75 |
9.0% |
28.00 |
1.1% |
90% |
True |
False |
145,336 |
| 40 |
2,476.00 |
2,190.25 |
285.75 |
11.6% |
37.75 |
1.5% |
92% |
True |
False |
136,600 |
| 60 |
2,476.00 |
2,135.00 |
341.00 |
13.9% |
42.75 |
1.7% |
93% |
True |
False |
91,102 |
| 80 |
2,476.00 |
2,034.50 |
441.50 |
18.0% |
45.50 |
1.9% |
95% |
True |
False |
68,340 |
| 100 |
2,476.00 |
2,034.50 |
441.50 |
18.0% |
47.50 |
1.9% |
95% |
True |
False |
54,687 |
| 120 |
2,476.00 |
2,029.25 |
446.75 |
18.2% |
43.25 |
1.8% |
95% |
True |
False |
45,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,625.75 |
|
2.618 |
2,568.25 |
|
1.618 |
2,533.00 |
|
1.000 |
2,511.25 |
|
0.618 |
2,497.75 |
|
HIGH |
2,476.00 |
|
0.618 |
2,462.50 |
|
0.500 |
2,458.50 |
|
0.382 |
2,454.25 |
|
LOW |
2,440.75 |
|
0.618 |
2,419.00 |
|
1.000 |
2,405.50 |
|
1.618 |
2,383.75 |
|
2.618 |
2,348.50 |
|
4.250 |
2,291.00 |
|
|
| Fisher Pivots for day following 26-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,458.50 |
2,451.50 |
| PP |
2,456.75 |
2,449.50 |
| S1 |
2,455.00 |
2,447.75 |
|