| Trading Metrics calculated at close of trading on 04-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2012 |
04-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
8,575 |
8,570 |
-5 |
-0.1% |
8,480 |
| High |
8,600 |
8,590 |
-10 |
-0.1% |
8,550 |
| Low |
8,540 |
8,505 |
-35 |
-0.4% |
8,350 |
| Close |
8,570 |
8,530 |
-40 |
-0.5% |
8,415 |
| Range |
60 |
85 |
25 |
41.7% |
200 |
| ATR |
119 |
116 |
-2 |
-2.0% |
0 |
| Volume |
4,384 |
3,497 |
-887 |
-20.2% |
6,867 |
|
| Daily Pivots for day following 04-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,797 |
8,748 |
8,577 |
|
| R3 |
8,712 |
8,663 |
8,554 |
|
| R2 |
8,627 |
8,627 |
8,546 |
|
| R1 |
8,578 |
8,578 |
8,538 |
8,560 |
| PP |
8,542 |
8,542 |
8,542 |
8,533 |
| S1 |
8,493 |
8,493 |
8,522 |
8,475 |
| S2 |
8,457 |
8,457 |
8,515 |
|
| S3 |
8,372 |
8,408 |
8,507 |
|
| S4 |
8,287 |
8,323 |
8,483 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,038 |
8,927 |
8,525 |
|
| R3 |
8,838 |
8,727 |
8,470 |
|
| R2 |
8,638 |
8,638 |
8,452 |
|
| R1 |
8,527 |
8,527 |
8,433 |
8,483 |
| PP |
8,438 |
8,438 |
8,438 |
8,416 |
| S1 |
8,327 |
8,327 |
8,397 |
8,283 |
| S2 |
8,238 |
8,238 |
8,378 |
|
| S3 |
8,038 |
8,127 |
8,360 |
|
| S4 |
7,838 |
7,927 |
8,305 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,600 |
8,350 |
250 |
2.9% |
90 |
1.1% |
72% |
False |
False |
2,772 |
| 10 |
8,600 |
8,325 |
275 |
3.2% |
104 |
1.2% |
75% |
False |
False |
2,592 |
| 20 |
8,725 |
8,275 |
450 |
5.3% |
118 |
1.4% |
57% |
False |
False |
3,787 |
| 40 |
8,775 |
8,110 |
665 |
7.8% |
88 |
1.0% |
63% |
False |
False |
2,117 |
| 60 |
9,075 |
8,110 |
965 |
11.3% |
65 |
0.8% |
44% |
False |
False |
1,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,951 |
|
2.618 |
8,813 |
|
1.618 |
8,728 |
|
1.000 |
8,675 |
|
0.618 |
8,643 |
|
HIGH |
8,590 |
|
0.618 |
8,558 |
|
0.500 |
8,548 |
|
0.382 |
8,538 |
|
LOW |
8,505 |
|
0.618 |
8,453 |
|
1.000 |
8,420 |
|
1.618 |
8,368 |
|
2.618 |
8,283 |
|
4.250 |
8,144 |
|
|
| Fisher Pivots for day following 04-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
8,548 |
8,519 |
| PP |
8,542 |
8,508 |
| S1 |
8,536 |
8,498 |
|