| Trading Metrics calculated at close of trading on 19-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2012 |
19-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
6,320.0 |
6,400.0 |
80.0 |
1.3% |
6,022.5 |
| High |
6,404.0 |
6,427.0 |
23.0 |
0.4% |
6,264.5 |
| Low |
6,285.5 |
6,336.0 |
50.5 |
0.8% |
5,992.5 |
| Close |
6,390.0 |
6,411.0 |
21.0 |
0.3% |
6,134.5 |
| Range |
118.5 |
91.0 |
-27.5 |
-23.2% |
272.0 |
| ATR |
143.9 |
140.1 |
-3.8 |
-2.6% |
0.0 |
| Volume |
162,537 |
139,910 |
-22,627 |
-13.9% |
756,636 |
|
| Daily Pivots for day following 19-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,664.3 |
6,628.7 |
6,461.1 |
|
| R3 |
6,573.3 |
6,537.7 |
6,436.0 |
|
| R2 |
6,482.3 |
6,482.3 |
6,427.7 |
|
| R1 |
6,446.7 |
6,446.7 |
6,419.3 |
6,464.5 |
| PP |
6,391.3 |
6,391.3 |
6,391.3 |
6,400.3 |
| S1 |
6,355.7 |
6,355.7 |
6,402.7 |
6,373.5 |
| S2 |
6,300.3 |
6,300.3 |
6,394.3 |
|
| S3 |
6,209.3 |
6,264.7 |
6,386.0 |
|
| S4 |
6,118.3 |
6,173.7 |
6,361.0 |
|
|
| 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 |
6,427.0 |
6,067.0 |
360.0 |
5.6% |
120.1 |
1.9% |
96% |
True |
False |
158,655 |
| 10 |
6,427.0 |
5,992.5 |
434.5 |
6.8% |
113.8 |
1.8% |
96% |
True |
False |
149,103 |
| 20 |
6,427.0 |
5,773.0 |
654.0 |
10.2% |
113.6 |
1.8% |
98% |
True |
False |
115,182 |
| 40 |
6,427.0 |
5,382.0 |
1,045.0 |
16.3% |
144.7 |
2.3% |
98% |
True |
False |
76,730 |
| 60 |
6,456.0 |
5,382.0 |
1,074.0 |
16.8% |
165.2 |
2.6% |
96% |
False |
False |
51,324 |
| 80 |
6,456.0 |
5,147.5 |
1,308.5 |
20.4% |
169.0 |
2.6% |
97% |
False |
False |
38,642 |
| 100 |
6,456.0 |
4,988.0 |
1,468.0 |
22.9% |
175.0 |
2.7% |
97% |
False |
False |
31,713 |
| 120 |
6,810.0 |
4,988.0 |
1,822.0 |
28.4% |
189.4 |
3.0% |
78% |
False |
False |
26,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,813.8 |
|
2.618 |
6,665.2 |
|
1.618 |
6,574.2 |
|
1.000 |
6,518.0 |
|
0.618 |
6,483.2 |
|
HIGH |
6,427.0 |
|
0.618 |
6,392.2 |
|
0.500 |
6,381.5 |
|
0.382 |
6,370.8 |
|
LOW |
6,336.0 |
|
0.618 |
6,279.8 |
|
1.000 |
6,245.0 |
|
1.618 |
6,188.8 |
|
2.618 |
6,097.8 |
|
4.250 |
5,949.3 |
|
|
| Fisher Pivots for day following 19-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,401.2 |
6,389.8 |
| PP |
6,391.3 |
6,368.5 |
| S1 |
6,381.5 |
6,347.3 |
|