| Trading Metrics calculated at close of trading on 02-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2012 |
02-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1,655.9 |
1,676.4 |
20.5 |
1.2% |
1,658.0 |
| High |
1,681.0 |
1,695.4 |
14.4 |
0.9% |
1,668.7 |
| Low |
1,655.9 |
1,670.9 |
15.0 |
0.9% |
1,650.6 |
| Close |
1,675.8 |
1,688.8 |
13.0 |
0.8% |
1,655.9 |
| Range |
25.1 |
24.5 |
-0.6 |
-2.4% |
18.1 |
| ATR |
19.5 |
19.9 |
0.4 |
1.8% |
0.0 |
| Volume |
85,218 |
132,828 |
47,610 |
55.9% |
267,748 |
|
| Daily Pivots for day following 02-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,758.5 |
1,748.2 |
1,702.3 |
|
| R3 |
1,734.0 |
1,723.7 |
1,695.5 |
|
| R2 |
1,709.5 |
1,709.5 |
1,693.3 |
|
| R1 |
1,699.2 |
1,699.2 |
1,691.0 |
1,704.4 |
| PP |
1,685.0 |
1,685.0 |
1,685.0 |
1,687.6 |
| S1 |
1,674.7 |
1,674.7 |
1,686.6 |
1,679.9 |
| S2 |
1,660.5 |
1,660.5 |
1,684.3 |
|
| S3 |
1,636.0 |
1,650.2 |
1,682.1 |
|
| S4 |
1,611.5 |
1,625.7 |
1,675.3 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,712.7 |
1,702.4 |
1,665.9 |
|
| R3 |
1,694.6 |
1,684.3 |
1,660.9 |
|
| R2 |
1,676.5 |
1,676.5 |
1,659.2 |
|
| R1 |
1,666.2 |
1,666.2 |
1,657.6 |
1,662.3 |
| PP |
1,658.4 |
1,658.4 |
1,658.4 |
1,656.5 |
| S1 |
1,648.1 |
1,648.1 |
1,654.2 |
1,644.2 |
| S2 |
1,640.3 |
1,640.3 |
1,652.6 |
|
| S3 |
1,622.2 |
1,630.0 |
1,650.9 |
|
| S4 |
1,604.1 |
1,611.9 |
1,645.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,695.4 |
1,650.6 |
44.8 |
2.7% |
18.7 |
1.1% |
85% |
True |
False |
88,357 |
| 10 |
1,704.4 |
1,636.0 |
68.4 |
4.1% |
22.4 |
1.3% |
77% |
False |
False |
114,970 |
| 20 |
1,725.0 |
1,636.0 |
89.0 |
5.3% |
20.0 |
1.2% |
59% |
False |
False |
123,963 |
| 40 |
1,757.1 |
1,636.0 |
121.1 |
7.2% |
19.1 |
1.1% |
44% |
False |
False |
84,371 |
| 60 |
1,784.4 |
1,636.0 |
148.4 |
8.8% |
18.4 |
1.1% |
36% |
False |
False |
58,065 |
| 80 |
1,800.0 |
1,636.0 |
164.0 |
9.7% |
18.8 |
1.1% |
32% |
False |
False |
44,454 |
| 100 |
1,800.0 |
1,598.0 |
202.0 |
12.0% |
18.6 |
1.1% |
45% |
False |
False |
35,811 |
| 120 |
1,800.0 |
1,569.9 |
230.1 |
13.6% |
17.8 |
1.1% |
52% |
False |
False |
30,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,799.5 |
|
2.618 |
1,759.5 |
|
1.618 |
1,735.0 |
|
1.000 |
1,719.9 |
|
0.618 |
1,710.5 |
|
HIGH |
1,695.4 |
|
0.618 |
1,686.0 |
|
0.500 |
1,683.2 |
|
0.382 |
1,680.3 |
|
LOW |
1,670.9 |
|
0.618 |
1,655.8 |
|
1.000 |
1,646.4 |
|
1.618 |
1,631.3 |
|
2.618 |
1,606.8 |
|
4.250 |
1,566.8 |
|
|
| Fisher Pivots for day following 02-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,686.9 |
1,684.1 |
| PP |
1,685.0 |
1,679.4 |
| S1 |
1,683.2 |
1,674.8 |
|