| Trading Metrics calculated at close of trading on 10-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2012 |
10-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
12,359.31 |
12,394.51 |
35.20 |
0.3% |
12,221.19 |
| High |
12,409.08 |
12,514.69 |
105.61 |
0.9% |
12,479.65 |
| Low |
12,333.85 |
12,394.51 |
60.66 |
0.5% |
12,221.19 |
| Close |
12,392.69 |
12,462.47 |
69.78 |
0.6% |
12,359.92 |
| Range |
75.23 |
120.18 |
44.95 |
59.8% |
258.46 |
| ATR |
157.81 |
155.25 |
-2.56 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,817.76 |
12,760.30 |
12,528.57 |
|
| R3 |
12,697.58 |
12,640.12 |
12,495.52 |
|
| R2 |
12,577.40 |
12,577.40 |
12,484.50 |
|
| R1 |
12,519.94 |
12,519.94 |
12,473.49 |
12,548.67 |
| PP |
12,457.22 |
12,457.22 |
12,457.22 |
12,471.59 |
| S1 |
12,399.76 |
12,399.76 |
12,451.45 |
12,428.49 |
| S2 |
12,337.04 |
12,337.04 |
12,440.44 |
|
| S3 |
12,216.86 |
12,279.58 |
12,429.42 |
|
| S4 |
12,096.68 |
12,159.40 |
12,396.37 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,128.97 |
13,002.90 |
12,502.07 |
|
| R3 |
12,870.51 |
12,744.44 |
12,431.00 |
|
| R2 |
12,612.05 |
12,612.05 |
12,407.30 |
|
| R1 |
12,485.98 |
12,485.98 |
12,383.61 |
12,549.02 |
| PP |
12,353.59 |
12,353.59 |
12,353.59 |
12,385.10 |
| S1 |
12,227.52 |
12,227.52 |
12,336.23 |
12,290.56 |
| S2 |
12,095.13 |
12,095.13 |
12,312.54 |
|
| S3 |
11,836.67 |
11,969.06 |
12,288.84 |
|
| S4 |
11,578.21 |
11,710.60 |
12,217.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,514.69 |
12,283.90 |
230.79 |
1.9% |
104.61 |
0.8% |
77% |
True |
False |
|
| 10 |
12,514.69 |
12,140.17 |
374.52 |
3.0% |
121.71 |
1.0% |
86% |
True |
False |
|
| 20 |
12,514.69 |
11,735.19 |
779.50 |
6.3% |
150.91 |
1.2% |
93% |
True |
False |
|
| 40 |
12,514.69 |
11,231.56 |
1,283.13 |
10.3% |
178.56 |
1.4% |
96% |
True |
False |
|
| 60 |
12,514.69 |
11,231.56 |
1,283.13 |
10.3% |
197.45 |
1.6% |
96% |
True |
False |
|
| 80 |
12,514.69 |
10,404.49 |
2,110.20 |
16.9% |
213.47 |
1.7% |
98% |
True |
False |
|
| 100 |
12,514.69 |
10,404.49 |
2,110.20 |
16.9% |
225.80 |
1.8% |
98% |
True |
False |
|
| 120 |
12,751.43 |
10,404.49 |
2,346.94 |
18.8% |
237.54 |
1.9% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,025.46 |
|
2.618 |
12,829.32 |
|
1.618 |
12,709.14 |
|
1.000 |
12,634.87 |
|
0.618 |
12,588.96 |
|
HIGH |
12,514.69 |
|
0.618 |
12,468.78 |
|
0.500 |
12,454.60 |
|
0.382 |
12,440.42 |
|
LOW |
12,394.51 |
|
0.618 |
12,320.24 |
|
1.000 |
12,274.33 |
|
1.618 |
12,200.06 |
|
2.618 |
12,079.88 |
|
4.250 |
11,883.75 |
|
|
| Fisher Pivots for day following 10-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
12,459.85 |
12,449.50 |
| PP |
12,457.22 |
12,436.52 |
| S1 |
12,454.60 |
12,423.55 |
|