| Trading Metrics calculated at close of trading on 11-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2012 |
11-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1,618.2 |
1,639.5 |
21.3 |
1.3% |
1,576.9 |
| High |
1,647.0 |
1,653.1 |
6.1 |
0.4% |
1,636.4 |
| Low |
1,618.2 |
1,638.9 |
20.7 |
1.3% |
1,576.9 |
| Close |
1,637.3 |
1,645.6 |
8.3 |
0.5% |
1,622.3 |
| Range |
28.8 |
14.2 |
-14.6 |
-50.7% |
59.5 |
| ATR |
31.0 |
29.9 |
-1.1 |
-3.5% |
0.0 |
| Volume |
4,259 |
5,888 |
1,629 |
38.2% |
22,496 |
|
| Daily Pivots for day following 11-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,688.5 |
1,681.2 |
1,653.4 |
|
| R3 |
1,674.3 |
1,667.0 |
1,649.5 |
|
| R2 |
1,660.1 |
1,660.1 |
1,648.2 |
|
| R1 |
1,652.8 |
1,652.8 |
1,646.9 |
1,656.5 |
| PP |
1,645.9 |
1,645.9 |
1,645.9 |
1,647.7 |
| S1 |
1,638.6 |
1,638.6 |
1,644.3 |
1,642.3 |
| S2 |
1,631.7 |
1,631.7 |
1,643.0 |
|
| S3 |
1,617.5 |
1,624.4 |
1,641.7 |
|
| S4 |
1,603.3 |
1,610.2 |
1,637.8 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,790.4 |
1,765.8 |
1,655.0 |
|
| R3 |
1,730.9 |
1,706.3 |
1,638.7 |
|
| R2 |
1,671.4 |
1,671.4 |
1,633.2 |
|
| R1 |
1,646.8 |
1,646.8 |
1,627.8 |
1,659.1 |
| PP |
1,611.9 |
1,611.9 |
1,611.9 |
1,618.0 |
| S1 |
1,587.3 |
1,587.3 |
1,616.8 |
1,599.6 |
| S2 |
1,552.4 |
1,552.4 |
1,611.4 |
|
| S3 |
1,492.9 |
1,527.8 |
1,605.9 |
|
| S4 |
1,433.4 |
1,468.3 |
1,589.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,653.1 |
1,604.3 |
48.8 |
3.0% |
21.8 |
1.3% |
85% |
True |
False |
5,051 |
| 10 |
1,653.1 |
1,528.6 |
124.5 |
7.6% |
27.6 |
1.7% |
94% |
True |
False |
3,909 |
| 20 |
1,680.8 |
1,528.6 |
152.2 |
9.2% |
28.5 |
1.7% |
77% |
False |
False |
3,031 |
| 40 |
1,802.3 |
1,528.6 |
273.7 |
16.6% |
30.0 |
1.8% |
43% |
False |
False |
2,471 |
| 60 |
1,808.5 |
1,528.6 |
279.9 |
17.0% |
30.5 |
1.9% |
42% |
False |
False |
1,887 |
| 80 |
1,835.0 |
1,528.6 |
306.4 |
18.6% |
33.9 |
2.1% |
38% |
False |
False |
1,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,713.5 |
|
2.618 |
1,690.3 |
|
1.618 |
1,676.1 |
|
1.000 |
1,667.3 |
|
0.618 |
1,661.9 |
|
HIGH |
1,653.1 |
|
0.618 |
1,647.7 |
|
0.500 |
1,646.0 |
|
0.382 |
1,644.3 |
|
LOW |
1,638.9 |
|
0.618 |
1,630.1 |
|
1.000 |
1,624.7 |
|
1.618 |
1,615.9 |
|
2.618 |
1,601.7 |
|
4.250 |
1,578.6 |
|
|
| Fisher Pivots for day following 11-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,646.0 |
1,641.2 |
| PP |
1,645.9 |
1,636.9 |
| S1 |
1,645.7 |
1,632.5 |
|