| Trading Metrics calculated at close of trading on 30-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,453.00 |
2,460.00 |
7.00 |
0.3% |
2,430.00 |
| High |
2,464.50 |
2,465.50 |
1.00 |
0.0% |
2,476.00 |
| Low |
2,444.75 |
2,429.50 |
-15.25 |
-0.6% |
2,419.50 |
| Close |
2,456.25 |
2,462.00 |
5.75 |
0.2% |
2,456.25 |
| Range |
19.75 |
36.00 |
16.25 |
82.3% |
56.50 |
| ATR |
32.71 |
32.94 |
0.24 |
0.7% |
0.00 |
| Volume |
169,927 |
182,360 |
12,433 |
7.3% |
918,444 |
|
| Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,560.25 |
2,547.25 |
2,481.75 |
|
| R3 |
2,524.25 |
2,511.25 |
2,472.00 |
|
| R2 |
2,488.25 |
2,488.25 |
2,468.50 |
|
| R1 |
2,475.25 |
2,475.25 |
2,465.25 |
2,481.75 |
| PP |
2,452.25 |
2,452.25 |
2,452.25 |
2,455.50 |
| S1 |
2,439.25 |
2,439.25 |
2,458.75 |
2,445.75 |
| S2 |
2,416.25 |
2,416.25 |
2,455.50 |
|
| S3 |
2,380.25 |
2,403.25 |
2,452.00 |
|
| S4 |
2,344.25 |
2,367.25 |
2,442.25 |
|
|
| 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% |
28.75 |
1.2% |
75% |
False |
False |
187,097 |
| 10 |
2,476.00 |
2,361.50 |
114.50 |
4.7% |
28.75 |
1.2% |
88% |
False |
False |
174,238 |
| 20 |
2,476.00 |
2,270.25 |
205.75 |
8.4% |
27.75 |
1.1% |
93% |
False |
False |
154,018 |
| 40 |
2,476.00 |
2,204.25 |
271.75 |
11.0% |
35.75 |
1.5% |
95% |
False |
False |
145,394 |
| 60 |
2,476.00 |
2,135.00 |
341.00 |
13.9% |
41.75 |
1.7% |
96% |
False |
False |
96,972 |
| 80 |
2,476.00 |
2,099.00 |
377.00 |
15.3% |
44.25 |
1.8% |
96% |
False |
False |
72,743 |
| 100 |
2,476.00 |
2,034.50 |
441.50 |
17.9% |
47.00 |
1.9% |
97% |
False |
False |
58,210 |
| 120 |
2,476.00 |
2,034.50 |
441.50 |
17.9% |
43.50 |
1.8% |
97% |
False |
False |
48,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,618.50 |
|
2.618 |
2,559.75 |
|
1.618 |
2,523.75 |
|
1.000 |
2,501.50 |
|
0.618 |
2,487.75 |
|
HIGH |
2,465.50 |
|
0.618 |
2,451.75 |
|
0.500 |
2,447.50 |
|
0.382 |
2,443.25 |
|
LOW |
2,429.50 |
|
0.618 |
2,407.25 |
|
1.000 |
2,393.50 |
|
1.618 |
2,371.25 |
|
2.618 |
2,335.25 |
|
4.250 |
2,276.50 |
|
|
| Fisher Pivots for day following 30-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,457.25 |
2,459.00 |
| PP |
2,452.25 |
2,455.75 |
| S1 |
2,447.50 |
2,452.75 |
|