| 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 |
6,173.0 |
6,238.0 |
65.0 |
1.1% |
6,022.5 |
| High |
6,264.0 |
6,264.5 |
0.5 |
0.0% |
6,264.5 |
| Low |
6,152.0 |
6,067.0 |
-85.0 |
-1.4% |
5,992.5 |
| Close |
6,223.5 |
6,134.5 |
-89.0 |
-1.4% |
6,134.5 |
| Range |
112.0 |
197.5 |
85.5 |
76.3% |
272.0 |
| ATR |
136.2 |
140.5 |
4.4 |
3.2% |
0.0 |
| Volume |
157,312 |
182,140 |
24,828 |
15.8% |
756,636 |
|
| Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,747.8 |
6,638.7 |
6,243.1 |
|
| R3 |
6,550.3 |
6,441.2 |
6,188.8 |
|
| R2 |
6,352.8 |
6,352.8 |
6,170.7 |
|
| R1 |
6,243.7 |
6,243.7 |
6,152.6 |
6,199.5 |
| PP |
6,155.3 |
6,155.3 |
6,155.3 |
6,133.3 |
| S1 |
6,046.2 |
6,046.2 |
6,116.4 |
6,002.0 |
| S2 |
5,957.8 |
5,957.8 |
6,098.3 |
|
| S3 |
5,760.3 |
5,848.7 |
6,080.2 |
|
| S4 |
5,562.8 |
5,651.2 |
6,025.9 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,946.5 |
6,812.5 |
6,284.1 |
|
| R3 |
6,674.5 |
6,540.5 |
6,209.3 |
|
| R2 |
6,402.5 |
6,402.5 |
6,184.4 |
|
| R1 |
6,268.5 |
6,268.5 |
6,159.4 |
6,335.5 |
| PP |
6,130.5 |
6,130.5 |
6,130.5 |
6,164.0 |
| S1 |
5,996.5 |
5,996.5 |
6,109.6 |
6,063.5 |
| S2 |
5,858.5 |
5,858.5 |
6,084.6 |
|
| S3 |
5,586.5 |
5,724.5 |
6,059.7 |
|
| S4 |
5,314.5 |
5,452.5 |
5,984.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,264.5 |
5,992.5 |
272.0 |
4.4% |
120.0 |
2.0% |
52% |
True |
False |
151,327 |
| 10 |
6,264.5 |
5,880.0 |
384.5 |
6.3% |
123.4 |
2.0% |
66% |
True |
False |
134,284 |
| 20 |
6,264.5 |
5,614.5 |
650.0 |
10.6% |
126.8 |
2.1% |
80% |
True |
False |
112,948 |
| 40 |
6,264.5 |
5,382.0 |
882.5 |
14.4% |
148.8 |
2.4% |
85% |
True |
False |
65,417 |
| 60 |
6,456.0 |
5,382.0 |
1,074.0 |
17.5% |
168.8 |
2.8% |
70% |
False |
False |
43,788 |
| 80 |
6,456.0 |
5,001.0 |
1,455.0 |
23.7% |
174.9 |
2.9% |
78% |
False |
False |
32,984 |
| 100 |
6,456.0 |
4,988.0 |
1,468.0 |
23.9% |
175.7 |
2.9% |
78% |
False |
False |
27,179 |
| 120 |
7,350.0 |
4,988.0 |
2,362.0 |
38.5% |
192.8 |
3.1% |
49% |
False |
False |
22,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,103.9 |
|
2.618 |
6,781.6 |
|
1.618 |
6,584.1 |
|
1.000 |
6,462.0 |
|
0.618 |
6,386.6 |
|
HIGH |
6,264.5 |
|
0.618 |
6,189.1 |
|
0.500 |
6,165.8 |
|
0.382 |
6,142.4 |
|
LOW |
6,067.0 |
|
0.618 |
5,944.9 |
|
1.000 |
5,869.5 |
|
1.618 |
5,747.4 |
|
2.618 |
5,549.9 |
|
4.250 |
5,227.6 |
|
|
| Fisher Pivots for day following 13-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,165.8 |
6,165.8 |
| PP |
6,155.3 |
6,155.3 |
| S1 |
6,144.9 |
6,144.9 |
|