| Trading Metrics calculated at close of trading on 27-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2012 |
27-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,460.25 |
2,453.00 |
-7.25 |
-0.3% |
2,430.00 |
| High |
2,476.00 |
2,464.50 |
-11.50 |
-0.5% |
2,476.00 |
| Low |
2,440.75 |
2,444.75 |
4.00 |
0.2% |
2,419.50 |
| Close |
2,453.25 |
2,456.25 |
3.00 |
0.1% |
2,456.25 |
| Range |
35.25 |
19.75 |
-15.50 |
-44.0% |
56.50 |
| ATR |
33.70 |
32.71 |
-1.00 |
-3.0% |
0.00 |
| Volume |
186,795 |
169,927 |
-16,868 |
-9.0% |
918,444 |
|
| Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,514.50 |
2,505.00 |
2,467.00 |
|
| R3 |
2,494.75 |
2,485.25 |
2,461.75 |
|
| R2 |
2,475.00 |
2,475.00 |
2,459.75 |
|
| R1 |
2,465.50 |
2,465.50 |
2,458.00 |
2,470.25 |
| PP |
2,455.25 |
2,455.25 |
2,455.25 |
2,457.50 |
| S1 |
2,445.75 |
2,445.75 |
2,454.50 |
2,450.50 |
| S2 |
2,435.50 |
2,435.50 |
2,452.75 |
|
| S3 |
2,415.75 |
2,426.00 |
2,450.75 |
|
| S4 |
2,396.00 |
2,406.25 |
2,445.50 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,620.00 |
2,594.75 |
2,487.25 |
|
| R3 |
2,563.50 |
2,538.25 |
2,471.75 |
|
| R2 |
2,507.00 |
2,507.00 |
2,466.50 |
|
| R1 |
2,481.75 |
2,481.75 |
2,461.50 |
2,494.50 |
| PP |
2,450.50 |
2,450.50 |
2,450.50 |
2,457.00 |
| S1 |
2,425.25 |
2,425.25 |
2,451.00 |
2,438.00 |
| S2 |
2,394.00 |
2,394.00 |
2,446.00 |
|
| S3 |
2,337.50 |
2,368.75 |
2,440.75 |
|
| S4 |
2,281.00 |
2,312.25 |
2,425.25 |
|
|
| 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% |
27.75 |
1.1% |
65% |
False |
False |
183,688 |
| 10 |
2,476.00 |
2,348.50 |
127.50 |
5.2% |
29.00 |
1.2% |
85% |
False |
False |
172,998 |
| 20 |
2,476.00 |
2,258.25 |
217.75 |
8.9% |
27.25 |
1.1% |
91% |
False |
False |
148,876 |
| 40 |
2,476.00 |
2,190.25 |
285.75 |
11.6% |
37.50 |
1.5% |
93% |
False |
False |
140,839 |
| 60 |
2,476.00 |
2,135.00 |
341.00 |
13.9% |
42.25 |
1.7% |
94% |
False |
False |
93,933 |
| 80 |
2,476.00 |
2,034.50 |
441.50 |
18.0% |
44.75 |
1.8% |
96% |
False |
False |
70,464 |
| 100 |
2,476.00 |
2,034.50 |
441.50 |
18.0% |
47.25 |
1.9% |
96% |
False |
False |
56,387 |
| 120 |
2,476.00 |
2,029.25 |
446.75 |
18.2% |
43.25 |
1.8% |
96% |
False |
False |
46,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,548.50 |
|
2.618 |
2,516.25 |
|
1.618 |
2,496.50 |
|
1.000 |
2,484.25 |
|
0.618 |
2,476.75 |
|
HIGH |
2,464.50 |
|
0.618 |
2,457.00 |
|
0.500 |
2,454.50 |
|
0.382 |
2,452.25 |
|
LOW |
2,444.75 |
|
0.618 |
2,432.50 |
|
1.000 |
2,425.00 |
|
1.618 |
2,412.75 |
|
2.618 |
2,393.00 |
|
4.250 |
2,360.75 |
|
|
| Fisher Pivots for day following 27-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,455.75 |
2,456.50 |
| PP |
2,455.25 |
2,456.25 |
| S1 |
2,454.50 |
2,456.25 |
|