| Trading Metrics calculated at close of trading on 10-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2012 |
10-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
6,022.5 |
6,095.0 |
72.5 |
1.2% |
5,890.0 |
| High |
6,083.5 |
6,198.0 |
114.5 |
1.9% |
6,186.0 |
| Low |
5,992.5 |
6,075.0 |
82.5 |
1.4% |
5,880.0 |
| Close |
6,048.5 |
6,169.5 |
121.0 |
2.0% |
6,060.5 |
| Range |
91.0 |
123.0 |
32.0 |
35.2% |
306.0 |
| ATR |
142.2 |
142.8 |
0.5 |
0.4% |
0.0 |
| Volume |
133,334 |
150,077 |
16,743 |
12.6% |
586,211 |
|
| Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,516.5 |
6,466.0 |
6,237.2 |
|
| R3 |
6,393.5 |
6,343.0 |
6,203.3 |
|
| R2 |
6,270.5 |
6,270.5 |
6,192.1 |
|
| R1 |
6,220.0 |
6,220.0 |
6,180.8 |
6,245.3 |
| PP |
6,147.5 |
6,147.5 |
6,147.5 |
6,160.1 |
| S1 |
6,097.0 |
6,097.0 |
6,158.2 |
6,122.3 |
| S2 |
6,024.5 |
6,024.5 |
6,147.0 |
|
| S3 |
5,901.5 |
5,974.0 |
6,135.7 |
|
| S4 |
5,778.5 |
5,851.0 |
6,101.9 |
|
|
| 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 |
6,198.0 |
5,992.5 |
205.5 |
3.3% |
107.7 |
1.7% |
86% |
True |
False |
135,758 |
| 10 |
6,198.0 |
5,774.0 |
424.0 |
6.9% |
116.8 |
1.9% |
93% |
True |
False |
104,801 |
| 20 |
6,198.0 |
5,614.5 |
583.5 |
9.5% |
127.8 |
2.1% |
95% |
True |
False |
103,102 |
| 40 |
6,198.0 |
5,382.0 |
816.0 |
13.2% |
152.4 |
2.5% |
97% |
True |
False |
53,614 |
| 60 |
6,456.0 |
5,382.0 |
1,074.0 |
17.4% |
170.9 |
2.8% |
73% |
False |
False |
35,930 |
| 80 |
6,456.0 |
5,001.0 |
1,455.0 |
23.6% |
177.8 |
2.9% |
80% |
False |
False |
27,079 |
| 100 |
6,456.0 |
4,988.0 |
1,468.0 |
23.8% |
178.7 |
2.9% |
80% |
False |
False |
22,449 |
| 120 |
7,454.0 |
4,988.0 |
2,466.0 |
40.0% |
191.6 |
3.1% |
48% |
False |
False |
18,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,720.8 |
|
2.618 |
6,520.0 |
|
1.618 |
6,397.0 |
|
1.000 |
6,321.0 |
|
0.618 |
6,274.0 |
|
HIGH |
6,198.0 |
|
0.618 |
6,151.0 |
|
0.500 |
6,136.5 |
|
0.382 |
6,122.0 |
|
LOW |
6,075.0 |
|
0.618 |
5,999.0 |
|
1.000 |
5,952.0 |
|
1.618 |
5,876.0 |
|
2.618 |
5,753.0 |
|
4.250 |
5,552.3 |
|
|
| Fisher Pivots for day following 10-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,158.5 |
6,144.8 |
| PP |
6,147.5 |
6,120.0 |
| S1 |
6,136.5 |
6,095.3 |
|