| Trading Metrics calculated at close of trading on 10-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2012 |
10-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,219.0 |
2,235.0 |
16.0 |
0.7% |
2,240.0 |
| High |
2,236.0 |
2,280.0 |
44.0 |
2.0% |
2,318.0 |
| Low |
2,212.0 |
2,235.0 |
23.0 |
1.0% |
2,215.0 |
| Close |
2,212.0 |
2,273.0 |
61.0 |
2.8% |
2,223.0 |
| Range |
24.0 |
45.0 |
21.0 |
87.5% |
103.0 |
| ATR |
51.0 |
52.2 |
1.2 |
2.4% |
0.0 |
| Volume |
2,021 |
102 |
-1,919 |
-95.0% |
3,353 |
|
| Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,397.7 |
2,380.3 |
2,297.8 |
|
| R3 |
2,352.7 |
2,335.3 |
2,285.4 |
|
| R2 |
2,307.7 |
2,307.7 |
2,281.3 |
|
| R1 |
2,290.3 |
2,290.3 |
2,277.1 |
2,299.0 |
| PP |
2,262.7 |
2,262.7 |
2,262.7 |
2,267.0 |
| S1 |
2,245.3 |
2,245.3 |
2,268.9 |
2,254.0 |
| S2 |
2,217.7 |
2,217.7 |
2,264.8 |
|
| S3 |
2,172.7 |
2,200.3 |
2,260.6 |
|
| S4 |
2,127.7 |
2,155.3 |
2,248.3 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,561.0 |
2,495.0 |
2,279.7 |
|
| R3 |
2,458.0 |
2,392.0 |
2,251.3 |
|
| R2 |
2,355.0 |
2,355.0 |
2,241.9 |
|
| R1 |
2,289.0 |
2,289.0 |
2,232.4 |
2,270.5 |
| PP |
2,252.0 |
2,252.0 |
2,252.0 |
2,242.8 |
| S1 |
2,186.0 |
2,186.0 |
2,213.6 |
2,167.5 |
| S2 |
2,149.0 |
2,149.0 |
2,204.1 |
|
| S3 |
2,046.0 |
2,083.0 |
2,194.7 |
|
| S4 |
1,943.0 |
1,980.0 |
2,166.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,300.0 |
2,212.0 |
88.0 |
3.9% |
38.2 |
1.7% |
69% |
False |
False |
775 |
| 10 |
2,318.0 |
2,178.0 |
140.0 |
6.2% |
41.3 |
1.8% |
68% |
False |
False |
574 |
| 20 |
2,318.0 |
2,109.0 |
209.0 |
9.2% |
45.2 |
2.0% |
78% |
False |
False |
6,630 |
| 40 |
2,326.0 |
1,999.0 |
327.0 |
14.4% |
52.5 |
2.3% |
84% |
False |
False |
5,602 |
| 60 |
2,435.0 |
1,999.0 |
436.0 |
19.2% |
52.5 |
2.3% |
63% |
False |
False |
3,845 |
| 80 |
2,435.0 |
1,903.0 |
532.0 |
23.4% |
50.4 |
2.2% |
70% |
False |
False |
2,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,471.3 |
|
2.618 |
2,397.8 |
|
1.618 |
2,352.8 |
|
1.000 |
2,325.0 |
|
0.618 |
2,307.8 |
|
HIGH |
2,280.0 |
|
0.618 |
2,262.8 |
|
0.500 |
2,257.5 |
|
0.382 |
2,252.2 |
|
LOW |
2,235.0 |
|
0.618 |
2,207.2 |
|
1.000 |
2,190.0 |
|
1.618 |
2,162.2 |
|
2.618 |
2,117.2 |
|
4.250 |
2,043.8 |
|
|
| Fisher Pivots for day following 10-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,267.8 |
2,264.0 |
| PP |
2,262.7 |
2,255.0 |
| S1 |
2,257.5 |
2,246.0 |
|