| Trading Metrics calculated at close of trading on 26-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
6,465.0 |
6,459.5 |
-5.5 |
-0.1% |
6,278.0 |
| High |
6,480.5 |
6,564.5 |
84.0 |
1.3% |
6,440.0 |
| Low |
6,369.0 |
6,433.5 |
64.5 |
1.0% |
6,267.5 |
| Close |
6,419.5 |
6,542.0 |
122.5 |
1.9% |
6,440.0 |
| Range |
111.5 |
131.0 |
19.5 |
17.5% |
172.5 |
| ATR |
130.0 |
131.1 |
1.1 |
0.8% |
0.0 |
| Volume |
131,171 |
146,401 |
15,230 |
11.6% |
594,884 |
|
| Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,906.3 |
6,855.2 |
6,614.1 |
|
| R3 |
6,775.3 |
6,724.2 |
6,578.0 |
|
| R2 |
6,644.3 |
6,644.3 |
6,566.0 |
|
| R1 |
6,593.2 |
6,593.2 |
6,554.0 |
6,618.8 |
| PP |
6,513.3 |
6,513.3 |
6,513.3 |
6,526.1 |
| S1 |
6,462.2 |
6,462.2 |
6,530.0 |
6,487.8 |
| S2 |
6,382.3 |
6,382.3 |
6,518.0 |
|
| S3 |
6,251.3 |
6,331.2 |
6,506.0 |
|
| S4 |
6,120.3 |
6,200.2 |
6,470.0 |
|
|
| 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 |
6,564.5 |
6,338.0 |
226.5 |
3.5% |
104.5 |
1.6% |
90% |
True |
False |
139,209 |
| 10 |
6,564.5 |
6,067.0 |
497.5 |
7.6% |
112.3 |
1.7% |
95% |
True |
False |
148,932 |
| 20 |
6,564.5 |
5,780.5 |
784.0 |
12.0% |
111.6 |
1.7% |
97% |
True |
False |
129,747 |
| 40 |
6,564.5 |
5,614.5 |
950.0 |
14.5% |
139.1 |
2.1% |
98% |
True |
False |
93,963 |
| 60 |
6,564.5 |
5,382.0 |
1,182.5 |
18.1% |
156.8 |
2.4% |
98% |
True |
False |
62,886 |
| 80 |
6,564.5 |
5,288.0 |
1,276.5 |
19.5% |
164.4 |
2.5% |
98% |
True |
False |
47,308 |
| 100 |
6,564.5 |
4,988.0 |
1,576.5 |
24.1% |
172.7 |
2.6% |
99% |
True |
False |
38,661 |
| 120 |
6,564.5 |
4,988.0 |
1,576.5 |
24.1% |
177.9 |
2.7% |
99% |
True |
False |
32,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,121.3 |
|
2.618 |
6,907.5 |
|
1.618 |
6,776.5 |
|
1.000 |
6,695.5 |
|
0.618 |
6,645.5 |
|
HIGH |
6,564.5 |
|
0.618 |
6,514.5 |
|
0.500 |
6,499.0 |
|
0.382 |
6,483.5 |
|
LOW |
6,433.5 |
|
0.618 |
6,352.5 |
|
1.000 |
6,302.5 |
|
1.618 |
6,221.5 |
|
2.618 |
6,090.5 |
|
4.250 |
5,876.8 |
|
|
| Fisher Pivots for day following 26-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
6,527.7 |
6,511.8 |
| PP |
6,513.3 |
6,481.5 |
| S1 |
6,499.0 |
6,451.3 |
|