| Trading Metrics calculated at close of trading on 13-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
12,449.91 |
12,469.96 |
20.05 |
0.2% |
12,359.31 |
| High |
12,483.70 |
12,470.12 |
-13.58 |
-0.1% |
12,514.69 |
| Low |
12,385.08 |
12,311.79 |
-73.29 |
-0.6% |
12,311.79 |
| Close |
12,471.02 |
12,422.06 |
-48.96 |
-0.4% |
12,422.06 |
| Range |
98.62 |
158.33 |
59.71 |
60.5% |
202.90 |
| ATR |
145.12 |
146.13 |
1.01 |
0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,876.31 |
12,807.52 |
12,509.14 |
|
| R3 |
12,717.98 |
12,649.19 |
12,465.60 |
|
| R2 |
12,559.65 |
12,559.65 |
12,451.09 |
|
| R1 |
12,490.86 |
12,490.86 |
12,436.57 |
12,446.09 |
| PP |
12,401.32 |
12,401.32 |
12,401.32 |
12,378.94 |
| S1 |
12,332.53 |
12,332.53 |
12,407.55 |
12,287.76 |
| S2 |
12,242.99 |
12,242.99 |
12,393.03 |
|
| S3 |
12,084.66 |
12,174.20 |
12,378.52 |
|
| S4 |
11,926.33 |
12,015.87 |
12,334.98 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,024.88 |
12,926.37 |
12,533.66 |
|
| R3 |
12,821.98 |
12,723.47 |
12,477.86 |
|
| R2 |
12,619.08 |
12,619.08 |
12,459.26 |
|
| R1 |
12,520.57 |
12,520.57 |
12,440.66 |
12,569.83 |
| PP |
12,416.18 |
12,416.18 |
12,416.18 |
12,440.81 |
| S1 |
12,317.67 |
12,317.67 |
12,403.46 |
12,366.93 |
| S2 |
12,213.28 |
12,213.28 |
12,384.86 |
|
| S3 |
12,010.38 |
12,114.77 |
12,366.26 |
|
| S4 |
11,807.48 |
11,911.87 |
12,310.47 |
|
|
| 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 |
12,311.79 |
202.90 |
1.6% |
103.19 |
0.8% |
54% |
False |
True |
|
| 10 |
12,514.69 |
12,213.78 |
300.91 |
2.4% |
117.83 |
0.9% |
69% |
False |
False |
|
| 20 |
12,514.69 |
11,735.19 |
779.50 |
6.3% |
134.57 |
1.1% |
88% |
False |
False |
|
| 40 |
12,514.69 |
11,231.56 |
1,283.13 |
10.3% |
171.80 |
1.4% |
93% |
False |
False |
|
| 60 |
12,514.69 |
11,231.56 |
1,283.13 |
10.3% |
189.63 |
1.5% |
93% |
False |
False |
|
| 80 |
12,514.69 |
10,404.49 |
2,110.20 |
17.0% |
210.56 |
1.7% |
96% |
False |
False |
|
| 100 |
12,514.69 |
10,404.49 |
2,110.20 |
17.0% |
218.90 |
1.8% |
96% |
False |
False |
|
| 120 |
12,593.40 |
10,404.49 |
2,188.91 |
17.6% |
236.66 |
1.9% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,143.02 |
|
2.618 |
12,884.63 |
|
1.618 |
12,726.30 |
|
1.000 |
12,628.45 |
|
0.618 |
12,567.97 |
|
HIGH |
12,470.12 |
|
0.618 |
12,409.64 |
|
0.500 |
12,390.96 |
|
0.382 |
12,372.27 |
|
LOW |
12,311.79 |
|
0.618 |
12,213.94 |
|
1.000 |
12,153.46 |
|
1.618 |
12,055.61 |
|
2.618 |
11,897.28 |
|
4.250 |
11,638.89 |
|
|
| Fisher Pivots for day following 13-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
12,411.69 |
12,413.96 |
| PP |
12,401.32 |
12,405.85 |
| S1 |
12,390.96 |
12,397.75 |
|