| 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 |
2,300.0 |
2,322.0 |
22.0 |
1.0% |
2,219.0 |
| High |
2,339.0 |
2,351.0 |
12.0 |
0.5% |
2,329.0 |
| Low |
2,300.0 |
2,309.0 |
9.0 |
0.4% |
2,212.0 |
| Close |
2,320.0 |
2,318.0 |
-2.0 |
-0.1% |
2,258.0 |
| Range |
39.0 |
42.0 |
3.0 |
7.7% |
117.0 |
| ATR |
53.4 |
52.6 |
-0.8 |
-1.5% |
0.0 |
| Volume |
264 |
4,242 |
3,978 |
1,506.8% |
2,757 |
|
| Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,452.0 |
2,427.0 |
2,341.1 |
|
| R3 |
2,410.0 |
2,385.0 |
2,329.6 |
|
| R2 |
2,368.0 |
2,368.0 |
2,325.7 |
|
| R1 |
2,343.0 |
2,343.0 |
2,321.9 |
2,334.5 |
| PP |
2,326.0 |
2,326.0 |
2,326.0 |
2,321.8 |
| S1 |
2,301.0 |
2,301.0 |
2,314.2 |
2,292.5 |
| S2 |
2,284.0 |
2,284.0 |
2,310.3 |
|
| S3 |
2,242.0 |
2,259.0 |
2,306.5 |
|
| S4 |
2,200.0 |
2,217.0 |
2,294.9 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,617.3 |
2,554.7 |
2,322.4 |
|
| R3 |
2,500.3 |
2,437.7 |
2,290.2 |
|
| R2 |
2,383.3 |
2,383.3 |
2,279.5 |
|
| R1 |
2,320.7 |
2,320.7 |
2,268.7 |
2,352.0 |
| PP |
2,266.3 |
2,266.3 |
2,266.3 |
2,282.0 |
| S1 |
2,203.7 |
2,203.7 |
2,247.3 |
2,235.0 |
| S2 |
2,149.3 |
2,149.3 |
2,236.6 |
|
| S3 |
2,032.3 |
2,086.7 |
2,225.8 |
|
| S4 |
1,915.3 |
1,969.7 |
2,193.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,351.0 |
2,235.0 |
116.0 |
5.0% |
47.0 |
2.0% |
72% |
True |
False |
1,056 |
| 10 |
2,351.0 |
2,212.0 |
139.0 |
6.0% |
46.8 |
2.0% |
76% |
True |
False |
811 |
| 20 |
2,351.0 |
2,166.0 |
185.0 |
8.0% |
43.2 |
1.9% |
82% |
True |
False |
689 |
| 40 |
2,351.0 |
1,999.0 |
352.0 |
15.2% |
52.9 |
2.3% |
91% |
True |
False |
5,712 |
| 60 |
2,435.0 |
1,999.0 |
436.0 |
18.8% |
53.8 |
2.3% |
73% |
False |
False |
3,922 |
| 80 |
2,435.0 |
1,991.0 |
444.0 |
19.2% |
51.5 |
2.2% |
74% |
False |
False |
2,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,529.5 |
|
2.618 |
2,461.0 |
|
1.618 |
2,419.0 |
|
1.000 |
2,393.0 |
|
0.618 |
2,377.0 |
|
HIGH |
2,351.0 |
|
0.618 |
2,335.0 |
|
0.500 |
2,330.0 |
|
0.382 |
2,325.0 |
|
LOW |
2,309.0 |
|
0.618 |
2,283.0 |
|
1.000 |
2,267.0 |
|
1.618 |
2,241.0 |
|
2.618 |
2,199.0 |
|
4.250 |
2,130.5 |
|
|
| Fisher Pivots for day following 18-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,330.0 |
2,311.0 |
| PP |
2,326.0 |
2,304.0 |
| S1 |
2,322.0 |
2,297.0 |
|