| Trading Metrics calculated at close of trading on 30-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
2,379.0 |
2,353.0 |
-26.0 |
-1.1% |
2,351.0 |
| High |
2,400.0 |
2,356.0 |
-44.0 |
-1.8% |
2,400.0 |
| Low |
2,364.0 |
2,332.0 |
-32.0 |
-1.4% |
2,334.0 |
| Close |
2,374.0 |
2,339.0 |
-35.0 |
-1.5% |
2,374.0 |
| Range |
36.0 |
24.0 |
-12.0 |
-33.3% |
66.0 |
| ATR |
46.3 |
46.0 |
-0.3 |
-0.7% |
0.0 |
| Volume |
93 |
1,105 |
1,012 |
1,088.2% |
1,989 |
|
| Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,414.3 |
2,400.7 |
2,352.2 |
|
| R3 |
2,390.3 |
2,376.7 |
2,345.6 |
|
| R2 |
2,366.3 |
2,366.3 |
2,343.4 |
|
| R1 |
2,352.7 |
2,352.7 |
2,341.2 |
2,347.5 |
| PP |
2,342.3 |
2,342.3 |
2,342.3 |
2,339.8 |
| S1 |
2,328.7 |
2,328.7 |
2,336.8 |
2,323.5 |
| S2 |
2,318.3 |
2,318.3 |
2,334.6 |
|
| S3 |
2,294.3 |
2,304.7 |
2,332.4 |
|
| S4 |
2,270.3 |
2,280.7 |
2,325.8 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,567.3 |
2,536.7 |
2,410.3 |
|
| R3 |
2,501.3 |
2,470.7 |
2,392.2 |
|
| R2 |
2,435.3 |
2,435.3 |
2,386.1 |
|
| R1 |
2,404.7 |
2,404.7 |
2,380.1 |
2,420.0 |
| PP |
2,369.3 |
2,369.3 |
2,369.3 |
2,377.0 |
| S1 |
2,338.7 |
2,338.7 |
2,368.0 |
2,354.0 |
| S2 |
2,303.3 |
2,303.3 |
2,361.9 |
|
| S3 |
2,237.3 |
2,272.7 |
2,355.9 |
|
| S4 |
2,171.3 |
2,206.7 |
2,337.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,400.0 |
2,332.0 |
68.0 |
2.9% |
33.0 |
1.4% |
10% |
False |
True |
551 |
| 10 |
2,400.0 |
2,300.0 |
100.0 |
4.3% |
34.5 |
1.5% |
39% |
False |
False |
924 |
| 20 |
2,400.0 |
2,212.0 |
188.0 |
8.0% |
39.7 |
1.7% |
68% |
False |
False |
747 |
| 40 |
2,400.0 |
2,109.0 |
291.0 |
12.4% |
47.5 |
2.0% |
79% |
False |
False |
5,606 |
| 60 |
2,400.0 |
1,999.0 |
401.0 |
17.1% |
50.1 |
2.1% |
85% |
False |
False |
3,936 |
| 80 |
2,435.0 |
1,999.0 |
436.0 |
18.6% |
50.6 |
2.2% |
78% |
False |
False |
3,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,458.0 |
|
2.618 |
2,418.8 |
|
1.618 |
2,394.8 |
|
1.000 |
2,380.0 |
|
0.618 |
2,370.8 |
|
HIGH |
2,356.0 |
|
0.618 |
2,346.8 |
|
0.500 |
2,344.0 |
|
0.382 |
2,341.2 |
|
LOW |
2,332.0 |
|
0.618 |
2,317.2 |
|
1.000 |
2,308.0 |
|
1.618 |
2,293.2 |
|
2.618 |
2,269.2 |
|
4.250 |
2,230.0 |
|
|
| Fisher Pivots for day following 30-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
2,344.0 |
2,366.0 |
| PP |
2,342.3 |
2,357.0 |
| S1 |
2,340.7 |
2,348.0 |
|