| Trading Metrics calculated at close of trading on 11-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2013 |
11-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,707.0 |
2,712.0 |
5.0 |
0.2% |
2,700.0 |
| High |
2,720.0 |
2,719.0 |
-1.0 |
0.0% |
2,720.0 |
| Low |
2,687.0 |
2,696.0 |
9.0 |
0.3% |
2,675.0 |
| Close |
2,701.0 |
2,711.0 |
10.0 |
0.4% |
2,711.0 |
| Range |
33.0 |
23.0 |
-10.0 |
-30.3% |
45.0 |
| ATR |
32.6 |
32.0 |
-0.7 |
-2.1% |
0.0 |
| Volume |
667,301 |
632,008 |
-35,293 |
-5.3% |
3,605,979 |
|
| Daily Pivots for day following 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,777.7 |
2,767.3 |
2,723.7 |
|
| R3 |
2,754.7 |
2,744.3 |
2,717.3 |
|
| R2 |
2,731.7 |
2,731.7 |
2,715.2 |
|
| R1 |
2,721.3 |
2,721.3 |
2,713.1 |
2,715.0 |
| PP |
2,708.7 |
2,708.7 |
2,708.7 |
2,705.5 |
| S1 |
2,698.3 |
2,698.3 |
2,708.9 |
2,692.0 |
| S2 |
2,685.7 |
2,685.7 |
2,706.8 |
|
| S3 |
2,662.7 |
2,675.3 |
2,704.7 |
|
| S4 |
2,639.7 |
2,652.3 |
2,698.4 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,837.0 |
2,819.0 |
2,735.8 |
|
| R3 |
2,792.0 |
2,774.0 |
2,723.4 |
|
| R2 |
2,747.0 |
2,747.0 |
2,719.3 |
|
| R1 |
2,729.0 |
2,729.0 |
2,715.1 |
2,738.0 |
| PP |
2,702.0 |
2,702.0 |
2,702.0 |
2,706.5 |
| S1 |
2,684.0 |
2,684.0 |
2,706.9 |
2,693.0 |
| S2 |
2,657.0 |
2,657.0 |
2,702.8 |
|
| S3 |
2,612.0 |
2,639.0 |
2,698.6 |
|
| S4 |
2,567.0 |
2,594.0 |
2,686.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,720.0 |
2,675.0 |
45.0 |
1.7% |
26.0 |
1.0% |
80% |
False |
False |
721,195 |
| 10 |
2,720.0 |
2,604.0 |
116.0 |
4.3% |
30.6 |
1.1% |
92% |
False |
False |
682,308 |
| 20 |
2,720.0 |
2,557.0 |
163.0 |
6.0% |
28.7 |
1.1% |
94% |
False |
False |
637,430 |
| 40 |
2,720.0 |
2,417.0 |
303.0 |
11.2% |
29.3 |
1.1% |
97% |
False |
False |
330,794 |
| 60 |
2,720.0 |
2,417.0 |
303.0 |
11.2% |
31.9 |
1.2% |
97% |
False |
False |
222,278 |
| 80 |
2,720.0 |
2,417.0 |
303.0 |
11.2% |
32.5 |
1.2% |
97% |
False |
False |
168,414 |
| 100 |
2,720.0 |
2,379.0 |
341.0 |
12.6% |
33.2 |
1.2% |
97% |
False |
False |
135,176 |
| 120 |
2,720.0 |
2,117.0 |
603.0 |
22.2% |
33.3 |
1.2% |
99% |
False |
False |
112,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,816.8 |
|
2.618 |
2,779.2 |
|
1.618 |
2,756.2 |
|
1.000 |
2,742.0 |
|
0.618 |
2,733.2 |
|
HIGH |
2,719.0 |
|
0.618 |
2,710.2 |
|
0.500 |
2,707.5 |
|
0.382 |
2,704.8 |
|
LOW |
2,696.0 |
|
0.618 |
2,681.8 |
|
1.000 |
2,673.0 |
|
1.618 |
2,658.8 |
|
2.618 |
2,635.8 |
|
4.250 |
2,598.3 |
|
|
| Fisher Pivots for day following 11-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,709.8 |
2,708.0 |
| PP |
2,708.7 |
2,705.0 |
| S1 |
2,707.5 |
2,702.0 |
|