| Trading Metrics calculated at close of trading on 12-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2012 |
12-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
12,459.52 |
12,449.91 |
-9.61 |
-0.1% |
12,221.19 |
| High |
12,462.58 |
12,483.70 |
21.12 |
0.2% |
12,479.65 |
| Low |
12,399.01 |
12,385.08 |
-13.93 |
-0.1% |
12,221.19 |
| Close |
12,449.45 |
12,471.02 |
21.57 |
0.2% |
12,359.92 |
| Range |
63.57 |
98.62 |
35.05 |
55.1% |
258.46 |
| ATR |
148.70 |
145.12 |
-3.58 |
-2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,742.46 |
12,705.36 |
12,525.26 |
|
| R3 |
12,643.84 |
12,606.74 |
12,498.14 |
|
| R2 |
12,545.22 |
12,545.22 |
12,489.10 |
|
| R1 |
12,508.12 |
12,508.12 |
12,480.06 |
12,526.67 |
| PP |
12,446.60 |
12,446.60 |
12,446.60 |
12,455.88 |
| S1 |
12,409.50 |
12,409.50 |
12,461.98 |
12,428.05 |
| S2 |
12,347.98 |
12,347.98 |
12,452.94 |
|
| S3 |
12,249.36 |
12,310.88 |
12,443.90 |
|
| S4 |
12,150.74 |
12,212.26 |
12,416.78 |
|
|
| 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 |
12,332.41 |
182.28 |
1.5% |
88.09 |
0.7% |
76% |
False |
False |
|
| 10 |
12,514.69 |
12,152.09 |
362.60 |
2.9% |
116.19 |
0.9% |
88% |
False |
False |
|
| 20 |
12,514.69 |
11,735.19 |
779.50 |
6.3% |
134.83 |
1.1% |
94% |
False |
False |
|
| 40 |
12,514.69 |
11,231.56 |
1,283.13 |
10.3% |
171.94 |
1.4% |
97% |
False |
False |
|
| 60 |
12,514.69 |
11,231.56 |
1,283.13 |
10.3% |
192.93 |
1.5% |
97% |
False |
False |
|
| 80 |
12,514.69 |
10,404.49 |
2,110.20 |
16.9% |
210.79 |
1.7% |
98% |
False |
False |
|
| 100 |
12,514.69 |
10,404.49 |
2,110.20 |
16.9% |
219.32 |
1.8% |
98% |
False |
False |
|
| 120 |
12,679.95 |
10,404.49 |
2,275.46 |
18.2% |
236.54 |
1.9% |
91% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,902.84 |
|
2.618 |
12,741.89 |
|
1.618 |
12,643.27 |
|
1.000 |
12,582.32 |
|
0.618 |
12,544.65 |
|
HIGH |
12,483.70 |
|
0.618 |
12,446.03 |
|
0.500 |
12,434.39 |
|
0.382 |
12,422.75 |
|
LOW |
12,385.08 |
|
0.618 |
12,324.13 |
|
1.000 |
12,286.46 |
|
1.618 |
12,225.51 |
|
2.618 |
12,126.89 |
|
4.250 |
11,965.95 |
|
|
| Fisher Pivots for day following 12-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
12,458.81 |
12,463.98 |
| PP |
12,446.60 |
12,456.93 |
| S1 |
12,434.39 |
12,449.89 |
|