| Trading Metrics calculated at close of trading on 08-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2013 |
08-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,700.0 |
2,680.0 |
-20.0 |
-0.7% |
2,670.0 |
| High |
2,708.0 |
2,704.0 |
-4.0 |
-0.1% |
2,713.0 |
| Low |
2,683.0 |
2,675.0 |
-8.0 |
-0.3% |
2,666.0 |
| Close |
2,686.0 |
2,685.0 |
-1.0 |
0.0% |
2,698.0 |
| Range |
25.0 |
29.0 |
4.0 |
16.0% |
47.0 |
| ATR |
33.9 |
33.6 |
-0.4 |
-1.0% |
0.0 |
| Volume |
670,289 |
742,209 |
71,920 |
10.7% |
1,779,906 |
|
| Daily Pivots for day following 08-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,775.0 |
2,759.0 |
2,701.0 |
|
| R3 |
2,746.0 |
2,730.0 |
2,693.0 |
|
| R2 |
2,717.0 |
2,717.0 |
2,690.3 |
|
| R1 |
2,701.0 |
2,701.0 |
2,687.7 |
2,709.0 |
| PP |
2,688.0 |
2,688.0 |
2,688.0 |
2,692.0 |
| S1 |
2,672.0 |
2,672.0 |
2,682.3 |
2,680.0 |
| S2 |
2,659.0 |
2,659.0 |
2,679.7 |
|
| S3 |
2,630.0 |
2,643.0 |
2,677.0 |
|
| S4 |
2,601.0 |
2,614.0 |
2,669.1 |
|
|
| 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 |
2,666.0 |
47.0 |
1.8% |
28.6 |
1.1% |
40% |
False |
False |
638,480 |
| 10 |
2,713.0 |
2,604.0 |
109.0 |
4.1% |
31.3 |
1.2% |
74% |
False |
False |
667,157 |
| 20 |
2,713.0 |
2,557.0 |
156.0 |
5.8% |
29.3 |
1.1% |
82% |
False |
False |
538,709 |
| 40 |
2,713.0 |
2,417.0 |
296.0 |
11.0% |
31.3 |
1.2% |
91% |
False |
False |
276,001 |
| 60 |
2,713.0 |
2,417.0 |
296.0 |
11.0% |
32.4 |
1.2% |
91% |
False |
False |
185,724 |
| 80 |
2,713.0 |
2,417.0 |
296.0 |
11.0% |
33.0 |
1.2% |
91% |
False |
False |
141,226 |
| 100 |
2,713.0 |
2,379.0 |
334.0 |
12.4% |
32.6 |
1.2% |
92% |
False |
False |
113,242 |
| 120 |
2,713.0 |
2,117.0 |
596.0 |
22.2% |
33.3 |
1.2% |
95% |
False |
False |
94,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,827.3 |
|
2.618 |
2,779.9 |
|
1.618 |
2,750.9 |
|
1.000 |
2,733.0 |
|
0.618 |
2,721.9 |
|
HIGH |
2,704.0 |
|
0.618 |
2,692.9 |
|
0.500 |
2,689.5 |
|
0.382 |
2,686.1 |
|
LOW |
2,675.0 |
|
0.618 |
2,657.1 |
|
1.000 |
2,646.0 |
|
1.618 |
2,628.1 |
|
2.618 |
2,599.1 |
|
4.250 |
2,551.8 |
|
|
| Fisher Pivots for day following 08-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,689.5 |
2,694.0 |
| PP |
2,688.0 |
2,691.0 |
| S1 |
2,686.5 |
2,688.0 |
|