| Trading Metrics calculated at close of trading on 04-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2012 |
04-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
6,105.0 |
6,133.5 |
28.5 |
0.5% |
5,905.0 |
| High |
6,186.0 |
6,170.0 |
-16.0 |
-0.3% |
5,932.0 |
| Low |
6,078.0 |
6,092.5 |
14.5 |
0.2% |
5,774.0 |
| Close |
6,147.5 |
6,128.0 |
-19.5 |
-0.3% |
5,900.0 |
| Range |
108.0 |
77.5 |
-30.5 |
-28.2% |
158.0 |
| ATR |
155.2 |
149.7 |
-5.6 |
-3.6% |
0.0 |
| Volume |
135,428 |
114,809 |
-20,619 |
-15.2% |
210,580 |
|
| Daily Pivots for day following 04-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,362.7 |
6,322.8 |
6,170.6 |
|
| R3 |
6,285.2 |
6,245.3 |
6,149.3 |
|
| R2 |
6,207.7 |
6,207.7 |
6,142.2 |
|
| R1 |
6,167.8 |
6,167.8 |
6,135.1 |
6,149.0 |
| PP |
6,130.2 |
6,130.2 |
6,130.2 |
6,120.8 |
| S1 |
6,090.3 |
6,090.3 |
6,120.9 |
6,071.5 |
| S2 |
6,052.7 |
6,052.7 |
6,113.8 |
|
| S3 |
5,975.2 |
6,012.8 |
6,106.7 |
|
| S4 |
5,897.7 |
5,935.3 |
6,085.4 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,342.7 |
6,279.3 |
5,986.9 |
|
| R3 |
6,184.7 |
6,121.3 |
5,943.5 |
|
| R2 |
6,026.7 |
6,026.7 |
5,929.0 |
|
| R1 |
5,963.3 |
5,963.3 |
5,914.5 |
5,916.0 |
| PP |
5,868.7 |
5,868.7 |
5,868.7 |
5,845.0 |
| S1 |
5,805.3 |
5,805.3 |
5,885.5 |
5,758.0 |
| S2 |
5,710.7 |
5,710.7 |
5,871.0 |
|
| S3 |
5,552.7 |
5,647.3 |
5,856.6 |
|
| S4 |
5,394.7 |
5,489.3 |
5,813.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,186.0 |
5,780.5 |
405.5 |
6.6% |
114.2 |
1.9% |
86% |
False |
False |
81,575 |
| 10 |
6,186.0 |
5,773.0 |
413.0 |
6.7% |
113.5 |
1.9% |
86% |
False |
False |
81,261 |
| 20 |
6,186.0 |
5,614.5 |
571.5 |
9.3% |
153.3 |
2.5% |
90% |
False |
False |
78,066 |
| 40 |
6,186.0 |
5,382.0 |
804.0 |
13.1% |
166.0 |
2.7% |
93% |
False |
False |
39,605 |
| 60 |
6,456.0 |
5,382.0 |
1,074.0 |
17.5% |
176.4 |
2.9% |
69% |
False |
False |
26,576 |
| 80 |
6,456.0 |
5,001.0 |
1,455.0 |
23.7% |
183.1 |
3.0% |
77% |
False |
False |
20,720 |
| 100 |
6,456.0 |
4,988.0 |
1,468.0 |
24.0% |
181.8 |
3.0% |
78% |
False |
False |
16,817 |
| 120 |
7,454.0 |
4,988.0 |
2,466.0 |
40.2% |
190.2 |
3.1% |
46% |
False |
False |
14,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,499.4 |
|
2.618 |
6,372.9 |
|
1.618 |
6,295.4 |
|
1.000 |
6,247.5 |
|
0.618 |
6,217.9 |
|
HIGH |
6,170.0 |
|
0.618 |
6,140.4 |
|
0.500 |
6,131.3 |
|
0.382 |
6,122.1 |
|
LOW |
6,092.5 |
|
0.618 |
6,044.6 |
|
1.000 |
6,015.0 |
|
1.618 |
5,967.1 |
|
2.618 |
5,889.6 |
|
4.250 |
5,763.1 |
|
|
| Fisher Pivots for day following 04-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,131.3 |
6,096.3 |
| PP |
6,130.2 |
6,064.7 |
| S1 |
6,129.1 |
6,033.0 |
|