| Trading Metrics calculated at close of trading on 06-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2012 |
06-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1,268.00 |
1,267.50 |
-0.50 |
0.0% |
1,265.25 |
| High |
1,272.00 |
1,276.00 |
4.00 |
0.3% |
1,276.00 |
| Low |
1,255.25 |
1,262.25 |
7.00 |
0.6% |
1,255.25 |
| Close |
1,267.75 |
1,268.75 |
1.00 |
0.1% |
1,268.75 |
| Range |
16.75 |
13.75 |
-3.00 |
-17.9% |
20.75 |
| ATR |
19.82 |
19.38 |
-0.43 |
-2.2% |
0.00 |
| Volume |
1,473 |
1,236 |
-237 |
-16.1% |
3,768 |
|
| Daily Pivots for day following 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,310.25 |
1,303.25 |
1,276.25 |
|
| R3 |
1,296.50 |
1,289.50 |
1,272.50 |
|
| R2 |
1,282.75 |
1,282.75 |
1,271.25 |
|
| R1 |
1,275.75 |
1,275.75 |
1,270.00 |
1,279.25 |
| PP |
1,269.00 |
1,269.00 |
1,269.00 |
1,270.75 |
| S1 |
1,262.00 |
1,262.00 |
1,267.50 |
1,265.50 |
| S2 |
1,255.25 |
1,255.25 |
1,266.25 |
|
| S3 |
1,241.50 |
1,248.25 |
1,265.00 |
|
| S4 |
1,227.75 |
1,234.50 |
1,261.25 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,329.00 |
1,319.50 |
1,280.25 |
|
| R3 |
1,308.25 |
1,298.75 |
1,274.50 |
|
| R2 |
1,287.50 |
1,287.50 |
1,272.50 |
|
| R1 |
1,278.00 |
1,278.00 |
1,270.75 |
1,282.75 |
| PP |
1,266.75 |
1,266.75 |
1,266.75 |
1,269.00 |
| S1 |
1,257.25 |
1,257.25 |
1,266.75 |
1,262.00 |
| S2 |
1,246.00 |
1,246.00 |
1,265.00 |
|
| S3 |
1,225.25 |
1,236.50 |
1,263.00 |
|
| S4 |
1,204.50 |
1,215.75 |
1,257.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,276.00 |
1,245.00 |
31.00 |
2.4% |
12.00 |
0.9% |
77% |
True |
False |
1,080 |
| 10 |
1,276.00 |
1,226.75 |
49.25 |
3.9% |
13.00 |
1.0% |
85% |
True |
False |
1,234 |
| 20 |
1,276.00 |
1,190.00 |
86.00 |
6.8% |
19.50 |
1.5% |
92% |
True |
False |
906 |
| 40 |
1,276.00 |
1,140.25 |
135.75 |
10.7% |
18.50 |
1.5% |
95% |
True |
False |
529 |
| 60 |
1,277.25 |
1,140.25 |
137.00 |
10.8% |
20.00 |
1.6% |
94% |
False |
False |
377 |
| 80 |
1,277.25 |
1,057.50 |
219.75 |
17.3% |
22.75 |
1.8% |
96% |
False |
False |
286 |
| 100 |
1,277.25 |
1,057.50 |
219.75 |
17.3% |
20.25 |
1.6% |
96% |
False |
False |
231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,334.50 |
|
2.618 |
1,312.00 |
|
1.618 |
1,298.25 |
|
1.000 |
1,289.75 |
|
0.618 |
1,284.50 |
|
HIGH |
1,276.00 |
|
0.618 |
1,270.75 |
|
0.500 |
1,269.00 |
|
0.382 |
1,267.50 |
|
LOW |
1,262.25 |
|
0.618 |
1,253.75 |
|
1.000 |
1,248.50 |
|
1.618 |
1,240.00 |
|
2.618 |
1,226.25 |
|
4.250 |
1,203.75 |
|
|
| Fisher Pivots for day following 06-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,269.00 |
1,267.75 |
| PP |
1,269.00 |
1,266.75 |
| S1 |
1,269.00 |
1,265.50 |
|