| Trading Metrics calculated at close of trading on 17-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
6,238.0 |
6,278.0 |
40.0 |
0.6% |
6,022.5 |
| High |
6,264.5 |
6,349.0 |
84.5 |
1.3% |
6,264.5 |
| Low |
6,067.0 |
6,267.5 |
200.5 |
3.3% |
5,992.5 |
| Close |
6,134.5 |
6,327.5 |
193.0 |
3.1% |
6,134.5 |
| Range |
197.5 |
81.5 |
-116.0 |
-58.7% |
272.0 |
| ATR |
140.5 |
145.8 |
5.3 |
3.8% |
0.0 |
| Volume |
182,140 |
151,377 |
-30,763 |
-16.9% |
756,636 |
|
| Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,559.2 |
6,524.8 |
6,372.3 |
|
| R3 |
6,477.7 |
6,443.3 |
6,349.9 |
|
| R2 |
6,396.2 |
6,396.2 |
6,342.4 |
|
| R1 |
6,361.8 |
6,361.8 |
6,335.0 |
6,379.0 |
| PP |
6,314.7 |
6,314.7 |
6,314.7 |
6,323.3 |
| S1 |
6,280.3 |
6,280.3 |
6,320.0 |
6,297.5 |
| S2 |
6,233.2 |
6,233.2 |
6,312.6 |
|
| S3 |
6,151.7 |
6,198.8 |
6,305.1 |
|
| S4 |
6,070.2 |
6,117.3 |
6,282.7 |
|
|
| 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 |
6,349.0 |
6,067.0 |
282.0 |
4.5% |
118.1 |
1.9% |
92% |
True |
False |
154,935 |
| 10 |
6,349.0 |
5,992.5 |
356.5 |
5.6% |
111.4 |
1.8% |
94% |
True |
False |
143,882 |
| 20 |
6,349.0 |
5,614.5 |
734.5 |
11.6% |
124.0 |
2.0% |
97% |
True |
False |
112,758 |
| 40 |
6,349.0 |
5,382.0 |
967.0 |
15.3% |
147.6 |
2.3% |
98% |
True |
False |
69,195 |
| 60 |
6,456.0 |
5,382.0 |
1,074.0 |
17.0% |
166.6 |
2.6% |
88% |
False |
False |
46,305 |
| 80 |
6,456.0 |
5,100.0 |
1,356.0 |
21.4% |
172.9 |
2.7% |
91% |
False |
False |
34,873 |
| 100 |
6,456.0 |
4,988.0 |
1,468.0 |
23.2% |
174.8 |
2.8% |
91% |
False |
False |
28,692 |
| 120 |
7,350.0 |
4,988.0 |
2,362.0 |
37.3% |
192.6 |
3.0% |
57% |
False |
False |
23,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,695.4 |
|
2.618 |
6,562.4 |
|
1.618 |
6,480.9 |
|
1.000 |
6,430.5 |
|
0.618 |
6,399.4 |
|
HIGH |
6,349.0 |
|
0.618 |
6,317.9 |
|
0.500 |
6,308.3 |
|
0.382 |
6,298.6 |
|
LOW |
6,267.5 |
|
0.618 |
6,217.1 |
|
1.000 |
6,186.0 |
|
1.618 |
6,135.6 |
|
2.618 |
6,054.1 |
|
4.250 |
5,921.1 |
|
|
| Fisher Pivots for day following 17-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,321.1 |
6,287.7 |
| PP |
6,314.7 |
6,247.8 |
| S1 |
6,308.3 |
6,208.0 |
|