| Trading Metrics calculated at close of trading on 10-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2012 |
10-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
8,350 |
8,360 |
10 |
0.1% |
8,575 |
| High |
8,400 |
8,480 |
80 |
1.0% |
8,600 |
| Low |
8,300 |
8,360 |
60 |
0.7% |
8,350 |
| Close |
8,360 |
8,445 |
85 |
1.0% |
8,360 |
| Range |
100 |
120 |
20 |
20.0% |
250 |
| ATR |
115 |
115 |
0 |
0.3% |
0 |
| Volume |
2,684 |
2,595 |
-89 |
-3.3% |
16,103 |
|
| Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,788 |
8,737 |
8,511 |
|
| R3 |
8,668 |
8,617 |
8,478 |
|
| R2 |
8,548 |
8,548 |
8,467 |
|
| R1 |
8,497 |
8,497 |
8,456 |
8,523 |
| PP |
8,428 |
8,428 |
8,428 |
8,441 |
| S1 |
8,377 |
8,377 |
8,434 |
8,403 |
| S2 |
8,308 |
8,308 |
8,423 |
|
| S3 |
8,188 |
8,257 |
8,412 |
|
| S4 |
8,068 |
8,137 |
8,379 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,187 |
9,023 |
8,498 |
|
| R3 |
8,937 |
8,773 |
8,429 |
|
| R2 |
8,687 |
8,687 |
8,406 |
|
| R1 |
8,523 |
8,523 |
8,383 |
8,480 |
| PP |
8,437 |
8,437 |
8,437 |
8,415 |
| S1 |
8,273 |
8,273 |
8,337 |
8,230 |
| S2 |
8,187 |
8,187 |
8,314 |
|
| S3 |
7,937 |
8,023 |
8,291 |
|
| S4 |
7,687 |
7,773 |
8,223 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,590 |
8,300 |
290 |
3.4% |
107 |
1.3% |
50% |
False |
False |
3,399 |
| 10 |
8,600 |
8,300 |
300 |
3.6% |
101 |
1.2% |
48% |
False |
False |
2,824 |
| 20 |
8,685 |
8,275 |
410 |
4.9% |
110 |
1.3% |
41% |
False |
False |
3,122 |
| 40 |
8,755 |
8,110 |
645 |
7.6% |
96 |
1.1% |
52% |
False |
False |
2,454 |
| 60 |
9,075 |
8,110 |
965 |
11.4% |
69 |
0.8% |
35% |
False |
False |
1,641 |
| 80 |
9,075 |
8,110 |
965 |
11.4% |
54 |
0.6% |
35% |
False |
False |
1,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,990 |
|
2.618 |
8,794 |
|
1.618 |
8,674 |
|
1.000 |
8,600 |
|
0.618 |
8,554 |
|
HIGH |
8,480 |
|
0.618 |
8,434 |
|
0.500 |
8,420 |
|
0.382 |
8,406 |
|
LOW |
8,360 |
|
0.618 |
8,286 |
|
1.000 |
8,240 |
|
1.618 |
8,166 |
|
2.618 |
8,046 |
|
4.250 |
7,850 |
|
|
| Fisher Pivots for day following 10-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
8,437 |
8,431 |
| PP |
8,428 |
8,417 |
| S1 |
8,420 |
8,403 |
|