| Trading Metrics calculated at close of trading on 04-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2013 |
04-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,696.0 |
2,689.0 |
-7.0 |
-0.3% |
2,670.0 |
| High |
2,701.0 |
2,713.0 |
12.0 |
0.4% |
2,713.0 |
| Low |
2,681.0 |
2,683.0 |
2.0 |
0.1% |
2,666.0 |
| Close |
2,695.0 |
2,698.0 |
3.0 |
0.1% |
2,698.0 |
| Range |
20.0 |
30.0 |
10.0 |
50.0% |
47.0 |
| ATR |
35.0 |
34.6 |
-0.4 |
-1.0% |
0.0 |
| Volume |
640,423 |
560,645 |
-79,778 |
-12.5% |
1,779,906 |
|
| Daily Pivots for day following 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,788.0 |
2,773.0 |
2,714.5 |
|
| R3 |
2,758.0 |
2,743.0 |
2,706.3 |
|
| R2 |
2,728.0 |
2,728.0 |
2,703.5 |
|
| R1 |
2,713.0 |
2,713.0 |
2,700.8 |
2,720.5 |
| PP |
2,698.0 |
2,698.0 |
2,698.0 |
2,701.8 |
| S1 |
2,683.0 |
2,683.0 |
2,695.3 |
2,690.5 |
| S2 |
2,668.0 |
2,668.0 |
2,692.5 |
|
| S3 |
2,638.0 |
2,653.0 |
2,689.8 |
|
| S4 |
2,608.0 |
2,623.0 |
2,681.5 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,833.3 |
2,812.7 |
2,723.9 |
|
| R3 |
2,786.3 |
2,765.7 |
2,710.9 |
|
| R2 |
2,739.3 |
2,739.3 |
2,706.6 |
|
| R1 |
2,718.7 |
2,718.7 |
2,702.3 |
2,729.0 |
| PP |
2,692.3 |
2,692.3 |
2,692.3 |
2,697.5 |
| S1 |
2,671.7 |
2,671.7 |
2,693.7 |
2,682.0 |
| S2 |
2,645.3 |
2,645.3 |
2,689.4 |
|
| S3 |
2,598.3 |
2,624.7 |
2,685.1 |
|
| S4 |
2,551.3 |
2,577.7 |
2,672.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,713.0 |
2,604.0 |
109.0 |
4.0% |
35.2 |
1.3% |
86% |
True |
False |
643,421 |
| 10 |
2,713.0 |
2,604.0 |
109.0 |
4.0% |
30.7 |
1.1% |
86% |
True |
False |
736,817 |
| 20 |
2,713.0 |
2,557.0 |
156.0 |
5.8% |
29.5 |
1.1% |
90% |
True |
False |
476,931 |
| 40 |
2,713.0 |
2,417.0 |
296.0 |
11.0% |
31.1 |
1.2% |
95% |
True |
False |
240,689 |
| 60 |
2,713.0 |
2,417.0 |
296.0 |
11.0% |
32.6 |
1.2% |
95% |
True |
False |
162,185 |
| 80 |
2,713.0 |
2,417.0 |
296.0 |
11.0% |
33.3 |
1.2% |
95% |
True |
False |
123,652 |
| 100 |
2,713.0 |
2,379.0 |
334.0 |
12.4% |
32.5 |
1.2% |
96% |
True |
False |
99,118 |
| 120 |
2,713.0 |
2,117.0 |
596.0 |
22.1% |
33.1 |
1.2% |
97% |
True |
False |
82,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,840.5 |
|
2.618 |
2,791.5 |
|
1.618 |
2,761.5 |
|
1.000 |
2,743.0 |
|
0.618 |
2,731.5 |
|
HIGH |
2,713.0 |
|
0.618 |
2,701.5 |
|
0.500 |
2,698.0 |
|
0.382 |
2,694.5 |
|
LOW |
2,683.0 |
|
0.618 |
2,664.5 |
|
1.000 |
2,653.0 |
|
1.618 |
2,634.5 |
|
2.618 |
2,604.5 |
|
4.250 |
2,555.5 |
|
|
| Fisher Pivots for day following 04-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,698.0 |
2,695.2 |
| PP |
2,698.0 |
2,692.3 |
| S1 |
2,698.0 |
2,689.5 |
|