| 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 |
2,322.0 |
2,332.0 |
10.0 |
0.4% |
2,219.0 |
| High |
2,351.0 |
2,365.0 |
14.0 |
0.6% |
2,329.0 |
| Low |
2,309.0 |
2,321.0 |
12.0 |
0.5% |
2,212.0 |
| Close |
2,318.0 |
2,363.0 |
45.0 |
1.9% |
2,258.0 |
| Range |
42.0 |
44.0 |
2.0 |
4.8% |
117.0 |
| ATR |
52.6 |
52.2 |
-0.4 |
-0.8% |
0.0 |
| Volume |
4,242 |
1,204 |
-3,038 |
-71.6% |
2,757 |
|
| Daily Pivots for day following 19-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,481.7 |
2,466.3 |
2,387.2 |
|
| R3 |
2,437.7 |
2,422.3 |
2,375.1 |
|
| R2 |
2,393.7 |
2,393.7 |
2,371.1 |
|
| R1 |
2,378.3 |
2,378.3 |
2,367.0 |
2,386.0 |
| PP |
2,349.7 |
2,349.7 |
2,349.7 |
2,353.5 |
| S1 |
2,334.3 |
2,334.3 |
2,359.0 |
2,342.0 |
| S2 |
2,305.7 |
2,305.7 |
2,354.9 |
|
| S3 |
2,261.7 |
2,290.3 |
2,350.9 |
|
| S4 |
2,217.7 |
2,246.3 |
2,338.8 |
|
|
| 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 |
2,365.0 |
2,235.0 |
130.0 |
5.5% |
47.4 |
2.0% |
98% |
True |
False |
1,241 |
| 10 |
2,365.0 |
2,212.0 |
153.0 |
6.5% |
47.1 |
2.0% |
99% |
True |
False |
911 |
| 20 |
2,365.0 |
2,178.0 |
187.0 |
7.9% |
41.6 |
1.8% |
99% |
True |
False |
705 |
| 40 |
2,365.0 |
1,999.0 |
366.0 |
15.5% |
53.0 |
2.2% |
99% |
True |
False |
5,691 |
| 60 |
2,435.0 |
1,999.0 |
436.0 |
18.5% |
54.0 |
2.3% |
83% |
False |
False |
3,940 |
| 80 |
2,435.0 |
1,991.0 |
444.0 |
18.8% |
51.4 |
2.2% |
84% |
False |
False |
3,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,552.0 |
|
2.618 |
2,480.2 |
|
1.618 |
2,436.2 |
|
1.000 |
2,409.0 |
|
0.618 |
2,392.2 |
|
HIGH |
2,365.0 |
|
0.618 |
2,348.2 |
|
0.500 |
2,343.0 |
|
0.382 |
2,337.8 |
|
LOW |
2,321.0 |
|
0.618 |
2,293.8 |
|
1.000 |
2,277.0 |
|
1.618 |
2,249.8 |
|
2.618 |
2,205.8 |
|
4.250 |
2,134.0 |
|
|
| Fisher Pivots for day following 19-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,356.3 |
2,352.8 |
| PP |
2,349.7 |
2,342.7 |
| S1 |
2,343.0 |
2,332.5 |
|