| Trading Metrics calculated at close of trading on 05-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
6,133.5 |
6,120.0 |
-13.5 |
-0.2% |
5,905.0 |
| High |
6,170.0 |
6,149.0 |
-21.0 |
-0.3% |
5,932.0 |
| Low |
6,092.5 |
6,045.5 |
-47.0 |
-0.8% |
5,774.0 |
| Close |
6,128.0 |
6,130.0 |
2.0 |
0.0% |
5,900.0 |
| Range |
77.5 |
103.5 |
26.0 |
33.5% |
158.0 |
| ATR |
149.7 |
146.4 |
-3.3 |
-2.2% |
0.0 |
| Volume |
114,809 |
142,487 |
27,678 |
24.1% |
210,580 |
|
| Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,418.7 |
6,377.8 |
6,186.9 |
|
| R3 |
6,315.2 |
6,274.3 |
6,158.5 |
|
| R2 |
6,211.7 |
6,211.7 |
6,149.0 |
|
| R1 |
6,170.8 |
6,170.8 |
6,139.5 |
6,191.3 |
| PP |
6,108.2 |
6,108.2 |
6,108.2 |
6,118.4 |
| S1 |
6,067.3 |
6,067.3 |
6,120.5 |
6,087.8 |
| S2 |
6,004.7 |
6,004.7 |
6,111.0 |
|
| S3 |
5,901.2 |
5,963.8 |
6,101.5 |
|
| S4 |
5,797.7 |
5,860.3 |
6,073.1 |
|
|
| 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 |
5,822.0 |
364.0 |
5.9% |
113.7 |
1.9% |
85% |
False |
False |
96,823 |
| 10 |
6,186.0 |
5,774.0 |
412.0 |
6.7% |
103.5 |
1.7% |
86% |
False |
False |
80,326 |
| 20 |
6,186.0 |
5,614.5 |
571.5 |
9.3% |
147.6 |
2.4% |
90% |
False |
False |
85,058 |
| 40 |
6,186.0 |
5,382.0 |
804.0 |
13.1% |
159.8 |
2.6% |
93% |
False |
False |
43,131 |
| 60 |
6,456.0 |
5,382.0 |
1,074.0 |
17.5% |
174.3 |
2.8% |
70% |
False |
False |
28,935 |
| 80 |
6,456.0 |
5,001.0 |
1,455.0 |
23.7% |
179.7 |
2.9% |
78% |
False |
False |
22,197 |
| 100 |
6,456.0 |
4,988.0 |
1,468.0 |
23.9% |
181.8 |
3.0% |
78% |
False |
False |
18,240 |
| 120 |
7,454.0 |
4,988.0 |
2,466.0 |
40.2% |
190.7 |
3.1% |
46% |
False |
False |
15,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,588.9 |
|
2.618 |
6,420.0 |
|
1.618 |
6,316.5 |
|
1.000 |
6,252.5 |
|
0.618 |
6,213.0 |
|
HIGH |
6,149.0 |
|
0.618 |
6,109.5 |
|
0.500 |
6,097.3 |
|
0.382 |
6,085.0 |
|
LOW |
6,045.5 |
|
0.618 |
5,981.5 |
|
1.000 |
5,942.0 |
|
1.618 |
5,878.0 |
|
2.618 |
5,774.5 |
|
4.250 |
5,605.6 |
|
|
| Fisher Pivots for day following 05-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,119.1 |
6,125.3 |
| PP |
6,108.2 |
6,120.5 |
| S1 |
6,097.3 |
6,115.8 |
|