| Trading Metrics calculated at close of trading on 17-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
1,655.6 |
1,640.8 |
-14.8 |
-0.9% |
1,621.3 |
| High |
1,656.0 |
1,672.2 |
16.2 |
1.0% |
1,668.5 |
| Low |
1,632.3 |
1,639.8 |
7.5 |
0.5% |
1,611.9 |
| Close |
1,636.6 |
1,661.4 |
24.8 |
1.5% |
1,636.6 |
| Range |
23.7 |
32.4 |
8.7 |
36.7% |
56.6 |
| ATR |
29.0 |
29.5 |
0.5 |
1.6% |
0.0 |
| Volume |
4,638 |
8,684 |
4,046 |
87.2% |
22,542 |
|
| Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,755.0 |
1,740.6 |
1,679.2 |
|
| R3 |
1,722.6 |
1,708.2 |
1,670.3 |
|
| R2 |
1,690.2 |
1,690.2 |
1,667.3 |
|
| R1 |
1,675.8 |
1,675.8 |
1,664.4 |
1,683.0 |
| PP |
1,657.8 |
1,657.8 |
1,657.8 |
1,661.4 |
| S1 |
1,643.4 |
1,643.4 |
1,658.4 |
1,650.6 |
| S2 |
1,625.4 |
1,625.4 |
1,655.5 |
|
| S3 |
1,593.0 |
1,611.0 |
1,652.5 |
|
| S4 |
1,560.6 |
1,578.6 |
1,643.6 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,808.8 |
1,779.3 |
1,667.7 |
|
| R3 |
1,752.2 |
1,722.7 |
1,652.2 |
|
| R2 |
1,695.6 |
1,695.6 |
1,647.0 |
|
| R1 |
1,666.1 |
1,666.1 |
1,641.8 |
1,680.9 |
| PP |
1,639.0 |
1,639.0 |
1,639.0 |
1,646.4 |
| S1 |
1,609.5 |
1,609.5 |
1,631.4 |
1,624.3 |
| S2 |
1,582.4 |
1,582.4 |
1,626.2 |
|
| S3 |
1,525.8 |
1,552.9 |
1,621.0 |
|
| S4 |
1,469.2 |
1,496.3 |
1,605.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,672.2 |
1,618.2 |
54.0 |
3.3% |
23.8 |
1.4% |
80% |
True |
False |
5,633 |
| 10 |
1,672.2 |
1,576.9 |
95.3 |
5.7% |
24.7 |
1.5% |
89% |
True |
False |
5,372 |
| 20 |
1,672.2 |
1,528.6 |
143.6 |
8.6% |
24.3 |
1.5% |
92% |
True |
False |
3,433 |
| 40 |
1,772.9 |
1,528.6 |
244.3 |
14.7% |
30.1 |
1.8% |
54% |
False |
False |
2,872 |
| 60 |
1,808.5 |
1,528.6 |
279.9 |
16.8% |
30.5 |
1.8% |
47% |
False |
False |
2,165 |
| 80 |
1,808.5 |
1,528.6 |
279.9 |
16.8% |
33.4 |
2.0% |
47% |
False |
False |
1,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,809.9 |
|
2.618 |
1,757.0 |
|
1.618 |
1,724.6 |
|
1.000 |
1,704.6 |
|
0.618 |
1,692.2 |
|
HIGH |
1,672.2 |
|
0.618 |
1,659.8 |
|
0.500 |
1,656.0 |
|
0.382 |
1,652.2 |
|
LOW |
1,639.8 |
|
0.618 |
1,619.8 |
|
1.000 |
1,607.4 |
|
1.618 |
1,587.4 |
|
2.618 |
1,555.0 |
|
4.250 |
1,502.1 |
|
|
| Fisher Pivots for day following 17-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,659.6 |
1,658.4 |
| PP |
1,657.8 |
1,655.3 |
| S1 |
1,656.0 |
1,652.3 |
|