| Trading Metrics calculated at close of trading on 02-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2012 |
02-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,659.0 |
2,670.0 |
11.0 |
0.4% |
2,643.0 |
| High |
2,666.0 |
2,705.0 |
39.0 |
1.5% |
2,666.0 |
| Low |
2,604.0 |
2,666.0 |
62.0 |
2.4% |
2,604.0 |
| Close |
2,615.0 |
2,700.0 |
85.0 |
3.3% |
2,615.0 |
| Range |
62.0 |
39.0 |
-23.0 |
-37.1% |
62.0 |
| ATR |
32.0 |
36.1 |
4.1 |
12.9% |
0.0 |
| Volume |
940,750 |
578,838 |
-361,912 |
-38.5% |
1,437,203 |
|
| Daily Pivots for day following 02-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,807.3 |
2,792.7 |
2,721.5 |
|
| R3 |
2,768.3 |
2,753.7 |
2,710.7 |
|
| R2 |
2,729.3 |
2,729.3 |
2,707.2 |
|
| R1 |
2,714.7 |
2,714.7 |
2,703.6 |
2,722.0 |
| PP |
2,690.3 |
2,690.3 |
2,690.3 |
2,694.0 |
| S1 |
2,675.7 |
2,675.7 |
2,696.4 |
2,683.0 |
| S2 |
2,651.3 |
2,651.3 |
2,692.9 |
|
| S3 |
2,612.3 |
2,636.7 |
2,689.3 |
|
| S4 |
2,573.3 |
2,597.7 |
2,678.6 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,814.3 |
2,776.7 |
2,649.1 |
|
| R3 |
2,752.3 |
2,714.7 |
2,632.1 |
|
| R2 |
2,690.3 |
2,690.3 |
2,626.4 |
|
| R1 |
2,652.7 |
2,652.7 |
2,620.7 |
2,640.5 |
| PP |
2,628.3 |
2,628.3 |
2,628.3 |
2,622.3 |
| S1 |
2,590.7 |
2,590.7 |
2,609.3 |
2,578.5 |
| S2 |
2,566.3 |
2,566.3 |
2,603.6 |
|
| S3 |
2,504.3 |
2,528.7 |
2,598.0 |
|
| S4 |
2,442.3 |
2,466.7 |
2,580.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,705.0 |
2,604.0 |
101.0 |
3.7% |
38.2 |
1.4% |
95% |
True |
False |
658,023 |
| 10 |
2,705.0 |
2,604.0 |
101.0 |
3.7% |
29.4 |
1.1% |
95% |
True |
False |
736,611 |
| 20 |
2,705.0 |
2,552.0 |
153.0 |
5.7% |
28.8 |
1.1% |
97% |
True |
False |
418,531 |
| 40 |
2,705.0 |
2,417.0 |
288.0 |
10.7% |
31.5 |
1.2% |
98% |
True |
False |
210,741 |
| 60 |
2,705.0 |
2,417.0 |
288.0 |
10.7% |
32.9 |
1.2% |
98% |
True |
False |
142,170 |
| 80 |
2,705.0 |
2,417.0 |
288.0 |
10.7% |
34.1 |
1.3% |
98% |
True |
False |
108,812 |
| 100 |
2,705.0 |
2,379.0 |
326.0 |
12.1% |
32.2 |
1.2% |
98% |
True |
False |
87,109 |
| 120 |
2,705.0 |
2,117.0 |
588.0 |
21.8% |
33.1 |
1.2% |
99% |
True |
False |
72,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,870.8 |
|
2.618 |
2,807.1 |
|
1.618 |
2,768.1 |
|
1.000 |
2,744.0 |
|
0.618 |
2,729.1 |
|
HIGH |
2,705.0 |
|
0.618 |
2,690.1 |
|
0.500 |
2,685.5 |
|
0.382 |
2,680.9 |
|
LOW |
2,666.0 |
|
0.618 |
2,641.9 |
|
1.000 |
2,627.0 |
|
1.618 |
2,602.9 |
|
2.618 |
2,563.9 |
|
4.250 |
2,500.3 |
|
|
| Fisher Pivots for day following 02-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,695.2 |
2,684.8 |
| PP |
2,690.3 |
2,669.7 |
| S1 |
2,685.5 |
2,654.5 |
|