| Trading Metrics calculated at close of trading on 25-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2012 |
25-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
6,412.0 |
6,465.0 |
53.0 |
0.8% |
6,278.0 |
| High |
6,429.5 |
6,480.5 |
51.0 |
0.8% |
6,440.0 |
| Low |
6,338.0 |
6,369.0 |
31.0 |
0.5% |
6,267.5 |
| Close |
6,423.5 |
6,419.5 |
-4.0 |
-0.1% |
6,440.0 |
| Range |
91.5 |
111.5 |
20.0 |
21.9% |
172.5 |
| ATR |
131.4 |
130.0 |
-1.4 |
-1.1% |
0.0 |
| Volume |
141,366 |
131,171 |
-10,195 |
-7.2% |
594,884 |
|
| Daily Pivots for day following 25-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,757.5 |
6,700.0 |
6,480.8 |
|
| R3 |
6,646.0 |
6,588.5 |
6,450.2 |
|
| R2 |
6,534.5 |
6,534.5 |
6,439.9 |
|
| R1 |
6,477.0 |
6,477.0 |
6,429.7 |
6,450.0 |
| PP |
6,423.0 |
6,423.0 |
6,423.0 |
6,409.5 |
| S1 |
6,365.5 |
6,365.5 |
6,409.3 |
6,338.5 |
| S2 |
6,311.5 |
6,311.5 |
6,399.1 |
|
| S3 |
6,200.0 |
6,254.0 |
6,388.8 |
|
| S4 |
6,088.5 |
6,142.5 |
6,358.2 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,900.0 |
6,842.5 |
6,534.9 |
|
| R3 |
6,727.5 |
6,670.0 |
6,487.4 |
|
| R2 |
6,555.0 |
6,555.0 |
6,471.6 |
|
| R1 |
6,497.5 |
6,497.5 |
6,455.8 |
6,526.3 |
| PP |
6,382.5 |
6,382.5 |
6,382.5 |
6,396.9 |
| S1 |
6,325.0 |
6,325.0 |
6,424.2 |
6,353.8 |
| S2 |
6,210.0 |
6,210.0 |
6,408.4 |
|
| S3 |
6,037.5 |
6,152.5 |
6,392.6 |
|
| S4 |
5,865.0 |
5,980.0 |
6,345.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,480.5 |
6,336.0 |
144.5 |
2.3% |
96.5 |
1.5% |
58% |
True |
False |
137,910 |
| 10 |
6,480.5 |
6,067.0 |
413.5 |
6.4% |
106.9 |
1.7% |
85% |
True |
False |
147,669 |
| 20 |
6,480.5 |
5,774.0 |
706.5 |
11.0% |
111.8 |
1.7% |
91% |
True |
False |
126,235 |
| 40 |
6,480.5 |
5,614.5 |
866.0 |
13.5% |
139.0 |
2.2% |
93% |
True |
False |
90,323 |
| 60 |
6,480.5 |
5,382.0 |
1,098.5 |
17.1% |
158.9 |
2.5% |
94% |
True |
False |
60,452 |
| 80 |
6,480.5 |
5,147.5 |
1,333.0 |
20.8% |
164.9 |
2.6% |
95% |
True |
False |
45,485 |
| 100 |
6,480.5 |
4,988.0 |
1,492.5 |
23.2% |
173.0 |
2.7% |
96% |
True |
False |
37,199 |
| 120 |
6,480.5 |
4,988.0 |
1,492.5 |
23.2% |
180.9 |
2.8% |
96% |
True |
False |
31,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,954.4 |
|
2.618 |
6,772.4 |
|
1.618 |
6,660.9 |
|
1.000 |
6,592.0 |
|
0.618 |
6,549.4 |
|
HIGH |
6,480.5 |
|
0.618 |
6,437.9 |
|
0.500 |
6,424.8 |
|
0.382 |
6,411.6 |
|
LOW |
6,369.0 |
|
0.618 |
6,300.1 |
|
1.000 |
6,257.5 |
|
1.618 |
6,188.6 |
|
2.618 |
6,077.1 |
|
4.250 |
5,895.1 |
|
|
| Fisher Pivots for day following 25-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,424.8 |
6,416.1 |
| PP |
6,423.0 |
6,412.7 |
| S1 |
6,421.3 |
6,409.3 |
|