| Trading Metrics calculated at close of trading on 18-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
8,455 |
8,490 |
35 |
0.4% |
8,350 |
| High |
8,510 |
8,625 |
115 |
1.4% |
8,505 |
| Low |
8,355 |
8,465 |
110 |
1.3% |
8,300 |
| Close |
8,480 |
8,590 |
110 |
1.3% |
8,470 |
| Range |
155 |
160 |
5 |
3.2% |
205 |
| ATR |
111 |
115 |
3 |
3.1% |
0 |
| Volume |
6,117 |
6,364 |
247 |
4.0% |
22,271 |
|
| Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,040 |
8,975 |
8,678 |
|
| R3 |
8,880 |
8,815 |
8,634 |
|
| R2 |
8,720 |
8,720 |
8,619 |
|
| R1 |
8,655 |
8,655 |
8,605 |
8,688 |
| PP |
8,560 |
8,560 |
8,560 |
8,576 |
| S1 |
8,495 |
8,495 |
8,575 |
8,528 |
| S2 |
8,400 |
8,400 |
8,561 |
|
| S3 |
8,240 |
8,335 |
8,546 |
|
| S4 |
8,080 |
8,175 |
8,502 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,040 |
8,960 |
8,583 |
|
| R3 |
8,835 |
8,755 |
8,527 |
|
| R2 |
8,630 |
8,630 |
8,508 |
|
| R1 |
8,550 |
8,550 |
8,489 |
8,590 |
| PP |
8,425 |
8,425 |
8,425 |
8,445 |
| S1 |
8,345 |
8,345 |
8,451 |
8,385 |
| S2 |
8,220 |
8,220 |
8,433 |
|
| S3 |
8,015 |
8,140 |
8,414 |
|
| S4 |
7,810 |
7,935 |
8,357 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,625 |
8,355 |
270 |
3.1% |
109 |
1.3% |
87% |
True |
False |
5,894 |
| 10 |
8,625 |
8,300 |
325 |
3.8% |
108 |
1.3% |
89% |
True |
False |
4,647 |
| 20 |
8,625 |
8,275 |
350 |
4.1% |
107 |
1.2% |
90% |
True |
False |
3,598 |
| 40 |
8,755 |
8,110 |
645 |
7.5% |
107 |
1.2% |
74% |
False |
False |
3,189 |
| 60 |
9,075 |
8,110 |
965 |
11.2% |
78 |
0.9% |
50% |
False |
False |
2,132 |
| 80 |
9,075 |
8,110 |
965 |
11.2% |
61 |
0.7% |
50% |
False |
False |
1,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,305 |
|
2.618 |
9,044 |
|
1.618 |
8,884 |
|
1.000 |
8,785 |
|
0.618 |
8,724 |
|
HIGH |
8,625 |
|
0.618 |
8,564 |
|
0.500 |
8,545 |
|
0.382 |
8,526 |
|
LOW |
8,465 |
|
0.618 |
8,366 |
|
1.000 |
8,305 |
|
1.618 |
8,206 |
|
2.618 |
8,046 |
|
4.250 |
7,785 |
|
|
| Fisher Pivots for day following 18-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
8,575 |
8,557 |
| PP |
8,560 |
8,523 |
| S1 |
8,545 |
8,490 |
|