| Trading Metrics calculated at close of trading on 09-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2013 |
09-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,680.0 |
2,690.0 |
10.0 |
0.4% |
2,670.0 |
| High |
2,704.0 |
2,704.0 |
0.0 |
0.0% |
2,713.0 |
| Low |
2,675.0 |
2,684.0 |
9.0 |
0.3% |
2,666.0 |
| Close |
2,685.0 |
2,700.0 |
15.0 |
0.6% |
2,698.0 |
| Range |
29.0 |
20.0 |
-9.0 |
-31.0% |
47.0 |
| ATR |
33.6 |
32.6 |
-1.0 |
-2.9% |
0.0 |
| Volume |
742,209 |
894,172 |
151,963 |
20.5% |
1,779,906 |
|
| Daily Pivots for day following 09-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,756.0 |
2,748.0 |
2,711.0 |
|
| R3 |
2,736.0 |
2,728.0 |
2,705.5 |
|
| R2 |
2,716.0 |
2,716.0 |
2,703.7 |
|
| R1 |
2,708.0 |
2,708.0 |
2,701.8 |
2,712.0 |
| PP |
2,696.0 |
2,696.0 |
2,696.0 |
2,698.0 |
| S1 |
2,688.0 |
2,688.0 |
2,698.2 |
2,692.0 |
| S2 |
2,676.0 |
2,676.0 |
2,696.3 |
|
| S3 |
2,656.0 |
2,668.0 |
2,694.5 |
|
| S4 |
2,636.0 |
2,648.0 |
2,689.0 |
|
|
| 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 |
2,675.0 |
38.0 |
1.4% |
24.8 |
0.9% |
66% |
False |
False |
701,547 |
| 10 |
2,713.0 |
2,604.0 |
109.0 |
4.0% |
31.5 |
1.2% |
88% |
False |
False |
679,785 |
| 20 |
2,713.0 |
2,557.0 |
156.0 |
5.8% |
28.6 |
1.1% |
92% |
False |
False |
580,251 |
| 40 |
2,713.0 |
2,417.0 |
296.0 |
11.0% |
29.8 |
1.1% |
96% |
False |
False |
298,339 |
| 60 |
2,713.0 |
2,417.0 |
296.0 |
11.0% |
32.3 |
1.2% |
96% |
False |
False |
200,625 |
| 80 |
2,713.0 |
2,417.0 |
296.0 |
11.0% |
32.7 |
1.2% |
96% |
False |
False |
152,328 |
| 100 |
2,713.0 |
2,379.0 |
334.0 |
12.4% |
32.6 |
1.2% |
96% |
False |
False |
122,184 |
| 120 |
2,713.0 |
2,117.0 |
596.0 |
22.1% |
33.4 |
1.2% |
98% |
False |
False |
101,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,789.0 |
|
2.618 |
2,756.4 |
|
1.618 |
2,736.4 |
|
1.000 |
2,724.0 |
|
0.618 |
2,716.4 |
|
HIGH |
2,704.0 |
|
0.618 |
2,696.4 |
|
0.500 |
2,694.0 |
|
0.382 |
2,691.6 |
|
LOW |
2,684.0 |
|
0.618 |
2,671.6 |
|
1.000 |
2,664.0 |
|
1.618 |
2,651.6 |
|
2.618 |
2,631.6 |
|
4.250 |
2,599.0 |
|
|
| Fisher Pivots for day following 09-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,698.0 |
2,697.2 |
| PP |
2,696.0 |
2,694.3 |
| S1 |
2,694.0 |
2,691.5 |
|