| 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 |
1,658.0 |
1,663.2 |
5.2 |
0.3% |
1,621.3 |
| High |
1,667.0 |
1,674.2 |
7.2 |
0.4% |
1,668.5 |
| Low |
1,649.9 |
1,655.3 |
5.4 |
0.3% |
1,611.9 |
| Close |
1,665.7 |
1,660.1 |
-5.6 |
-0.3% |
1,636.6 |
| Range |
17.1 |
18.9 |
1.8 |
10.5% |
56.6 |
| ATR |
28.6 |
27.9 |
-0.7 |
-2.4% |
0.0 |
| Volume |
8,670 |
6,073 |
-2,597 |
-30.0% |
22,542 |
|
| Daily Pivots for day following 19-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,719.9 |
1,708.9 |
1,670.5 |
|
| R3 |
1,701.0 |
1,690.0 |
1,665.3 |
|
| R2 |
1,682.1 |
1,682.1 |
1,663.6 |
|
| R1 |
1,671.1 |
1,671.1 |
1,661.8 |
1,667.2 |
| PP |
1,663.2 |
1,663.2 |
1,663.2 |
1,661.2 |
| S1 |
1,652.2 |
1,652.2 |
1,658.4 |
1,648.3 |
| S2 |
1,644.3 |
1,644.3 |
1,656.6 |
|
| S3 |
1,625.4 |
1,633.3 |
1,654.9 |
|
| S4 |
1,606.5 |
1,614.4 |
1,649.7 |
|
|
| 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 |
1,674.2 |
1,632.3 |
41.9 |
2.5% |
22.4 |
1.4% |
66% |
True |
False |
6,552 |
| 10 |
1,674.2 |
1,604.3 |
69.9 |
4.2% |
22.1 |
1.3% |
80% |
True |
False |
5,801 |
| 20 |
1,674.2 |
1,528.6 |
145.6 |
8.8% |
23.7 |
1.4% |
90% |
True |
False |
3,985 |
| 40 |
1,772.0 |
1,528.6 |
243.4 |
14.7% |
29.1 |
1.8% |
54% |
False |
False |
3,135 |
| 60 |
1,808.5 |
1,528.6 |
279.9 |
16.9% |
30.0 |
1.8% |
47% |
False |
False |
2,384 |
| 80 |
1,808.5 |
1,528.6 |
279.9 |
16.9% |
31.8 |
1.9% |
47% |
False |
False |
1,900 |
| 100 |
1,928.3 |
1,528.6 |
399.7 |
24.1% |
35.0 |
2.1% |
33% |
False |
False |
1,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,754.5 |
|
2.618 |
1,723.7 |
|
1.618 |
1,704.8 |
|
1.000 |
1,693.1 |
|
0.618 |
1,685.9 |
|
HIGH |
1,674.2 |
|
0.618 |
1,667.0 |
|
0.500 |
1,664.8 |
|
0.382 |
1,662.5 |
|
LOW |
1,655.3 |
|
0.618 |
1,643.6 |
|
1.000 |
1,636.4 |
|
1.618 |
1,624.7 |
|
2.618 |
1,605.8 |
|
4.250 |
1,575.0 |
|
|
| Fisher Pivots for day following 19-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1,664.8 |
1,659.1 |
| PP |
1,663.2 |
1,658.0 |
| S1 |
1,661.7 |
1,657.0 |
|