| Trading Metrics calculated at close of trading on 18-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
6,278.0 |
6,320.0 |
42.0 |
0.7% |
6,022.5 |
| High |
6,349.0 |
6,404.0 |
55.0 |
0.9% |
6,264.5 |
| Low |
6,267.5 |
6,285.5 |
18.0 |
0.3% |
5,992.5 |
| Close |
6,327.5 |
6,390.0 |
62.5 |
1.0% |
6,134.5 |
| Range |
81.5 |
118.5 |
37.0 |
45.4% |
272.0 |
| ATR |
145.8 |
143.9 |
-2.0 |
-1.3% |
0.0 |
| Volume |
151,377 |
162,537 |
11,160 |
7.4% |
756,636 |
|
| Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,715.3 |
6,671.2 |
6,455.2 |
|
| R3 |
6,596.8 |
6,552.7 |
6,422.6 |
|
| R2 |
6,478.3 |
6,478.3 |
6,411.7 |
|
| R1 |
6,434.2 |
6,434.2 |
6,400.9 |
6,456.3 |
| PP |
6,359.8 |
6,359.8 |
6,359.8 |
6,370.9 |
| S1 |
6,315.7 |
6,315.7 |
6,379.1 |
6,337.8 |
| S2 |
6,241.3 |
6,241.3 |
6,368.3 |
|
| S3 |
6,122.8 |
6,197.2 |
6,357.4 |
|
| S4 |
6,004.3 |
6,078.7 |
6,324.8 |
|
|
| 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 |
6,404.0 |
6,067.0 |
337.0 |
5.3% |
117.2 |
1.8% |
96% |
True |
False |
157,427 |
| 10 |
6,404.0 |
5,992.5 |
411.5 |
6.4% |
112.5 |
1.8% |
97% |
True |
False |
146,593 |
| 20 |
6,404.0 |
5,643.5 |
760.5 |
11.9% |
121.3 |
1.9% |
98% |
True |
False |
114,632 |
| 40 |
6,404.0 |
5,382.0 |
1,022.0 |
16.0% |
146.1 |
2.3% |
99% |
True |
False |
73,246 |
| 60 |
6,456.0 |
5,382.0 |
1,074.0 |
16.8% |
166.4 |
2.6% |
94% |
False |
False |
48,998 |
| 80 |
6,456.0 |
5,147.5 |
1,308.5 |
20.5% |
170.1 |
2.7% |
95% |
False |
False |
36,901 |
| 100 |
6,456.0 |
4,988.0 |
1,468.0 |
23.0% |
175.2 |
2.7% |
96% |
False |
False |
30,318 |
| 120 |
7,025.0 |
4,988.0 |
2,037.0 |
31.9% |
190.7 |
3.0% |
69% |
False |
False |
25,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,907.6 |
|
2.618 |
6,714.2 |
|
1.618 |
6,595.7 |
|
1.000 |
6,522.5 |
|
0.618 |
6,477.2 |
|
HIGH |
6,404.0 |
|
0.618 |
6,358.7 |
|
0.500 |
6,344.8 |
|
0.382 |
6,330.8 |
|
LOW |
6,285.5 |
|
0.618 |
6,212.3 |
|
1.000 |
6,167.0 |
|
1.618 |
6,093.8 |
|
2.618 |
5,975.3 |
|
4.250 |
5,781.9 |
|
|
| Fisher Pivots for day following 18-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,374.9 |
6,338.5 |
| PP |
6,359.8 |
6,287.0 |
| S1 |
6,344.8 |
6,235.5 |
|