| Trading Metrics calculated at close of trading on 09-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2012 |
09-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
6,105.0 |
6,022.5 |
-82.5 |
-1.4% |
5,890.0 |
| High |
6,160.0 |
6,083.5 |
-76.5 |
-1.2% |
6,186.0 |
| Low |
6,016.5 |
5,992.5 |
-24.0 |
-0.4% |
5,880.0 |
| Close |
6,060.5 |
6,048.5 |
-12.0 |
-0.2% |
6,060.5 |
| Range |
143.5 |
91.0 |
-52.5 |
-36.6% |
306.0 |
| ATR |
146.2 |
142.2 |
-3.9 |
-2.7% |
0.0 |
| Volume |
138,084 |
133,334 |
-4,750 |
-3.4% |
586,211 |
|
| Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,314.5 |
6,272.5 |
6,098.6 |
|
| R3 |
6,223.5 |
6,181.5 |
6,073.5 |
|
| R2 |
6,132.5 |
6,132.5 |
6,065.2 |
|
| R1 |
6,090.5 |
6,090.5 |
6,056.8 |
6,111.5 |
| PP |
6,041.5 |
6,041.5 |
6,041.5 |
6,052.0 |
| S1 |
5,999.5 |
5,999.5 |
6,040.2 |
6,020.5 |
| S2 |
5,950.5 |
5,950.5 |
6,031.8 |
|
| S3 |
5,859.5 |
5,908.5 |
6,023.5 |
|
| S4 |
5,768.5 |
5,817.5 |
5,998.5 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,960.2 |
6,816.3 |
6,228.8 |
|
| R3 |
6,654.2 |
6,510.3 |
6,144.7 |
|
| R2 |
6,348.2 |
6,348.2 |
6,116.6 |
|
| R1 |
6,204.3 |
6,204.3 |
6,088.6 |
6,276.3 |
| PP |
6,042.2 |
6,042.2 |
6,042.2 |
6,078.1 |
| S1 |
5,898.3 |
5,898.3 |
6,032.5 |
5,970.3 |
| S2 |
5,736.2 |
5,736.2 |
6,004.4 |
|
| S3 |
5,430.2 |
5,592.3 |
5,976.4 |
|
| S4 |
5,124.2 |
5,286.3 |
5,892.2 |
|
|
| 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 |
5,992.5 |
193.5 |
3.2% |
104.7 |
1.7% |
29% |
False |
True |
132,828 |
| 10 |
6,186.0 |
5,774.0 |
412.0 |
6.8% |
109.3 |
1.8% |
67% |
False |
False |
93,012 |
| 20 |
6,186.0 |
5,614.5 |
571.5 |
9.4% |
134.0 |
2.2% |
76% |
False |
False |
97,971 |
| 40 |
6,186.0 |
5,382.0 |
804.0 |
13.3% |
154.1 |
2.5% |
83% |
False |
False |
49,872 |
| 60 |
6,456.0 |
5,382.0 |
1,074.0 |
17.8% |
173.2 |
2.9% |
62% |
False |
False |
33,443 |
| 80 |
6,456.0 |
5,001.0 |
1,455.0 |
24.1% |
178.4 |
2.9% |
72% |
False |
False |
25,204 |
| 100 |
6,456.0 |
4,988.0 |
1,468.0 |
24.3% |
179.1 |
3.0% |
72% |
False |
False |
20,949 |
| 120 |
7,454.0 |
4,988.0 |
2,466.0 |
40.8% |
191.3 |
3.2% |
43% |
False |
False |
17,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,470.3 |
|
2.618 |
6,321.7 |
|
1.618 |
6,230.7 |
|
1.000 |
6,174.5 |
|
0.618 |
6,139.7 |
|
HIGH |
6,083.5 |
|
0.618 |
6,048.7 |
|
0.500 |
6,038.0 |
|
0.382 |
6,027.3 |
|
LOW |
5,992.5 |
|
0.618 |
5,936.3 |
|
1.000 |
5,901.5 |
|
1.618 |
5,845.3 |
|
2.618 |
5,754.3 |
|
4.250 |
5,605.8 |
|
|
| Fisher Pivots for day following 09-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,045.0 |
6,076.3 |
| PP |
6,041.5 |
6,067.0 |
| S1 |
6,038.0 |
6,057.8 |
|