| Trading Metrics calculated at close of trading on 14-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2013 |
14-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,712.0 |
2,724.0 |
12.0 |
0.4% |
2,700.0 |
| High |
2,719.0 |
2,729.0 |
10.0 |
0.4% |
2,720.0 |
| Low |
2,696.0 |
2,701.0 |
5.0 |
0.2% |
2,675.0 |
| Close |
2,711.0 |
2,711.0 |
0.0 |
0.0% |
2,711.0 |
| Range |
23.0 |
28.0 |
5.0 |
21.7% |
45.0 |
| ATR |
32.0 |
31.7 |
-0.3 |
-0.9% |
0.0 |
| Volume |
632,008 |
895,639 |
263,631 |
41.7% |
3,605,979 |
|
| Daily Pivots for day following 14-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,797.7 |
2,782.3 |
2,726.4 |
|
| R3 |
2,769.7 |
2,754.3 |
2,718.7 |
|
| R2 |
2,741.7 |
2,741.7 |
2,716.1 |
|
| R1 |
2,726.3 |
2,726.3 |
2,713.6 |
2,720.0 |
| PP |
2,713.7 |
2,713.7 |
2,713.7 |
2,710.5 |
| S1 |
2,698.3 |
2,698.3 |
2,708.4 |
2,692.0 |
| S2 |
2,685.7 |
2,685.7 |
2,705.9 |
|
| S3 |
2,657.7 |
2,670.3 |
2,703.3 |
|
| S4 |
2,629.7 |
2,642.3 |
2,695.6 |
|
|
| 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 |
2,729.0 |
2,675.0 |
54.0 |
2.0% |
26.6 |
1.0% |
67% |
True |
False |
766,265 |
| 10 |
2,729.0 |
2,604.0 |
125.0 |
4.6% |
30.9 |
1.1% |
86% |
True |
False |
722,227 |
| 20 |
2,729.0 |
2,584.0 |
145.0 |
5.3% |
28.2 |
1.0% |
88% |
True |
False |
672,003 |
| 40 |
2,729.0 |
2,417.0 |
312.0 |
11.5% |
29.6 |
1.1% |
94% |
True |
False |
353,182 |
| 60 |
2,729.0 |
2,417.0 |
312.0 |
11.5% |
31.8 |
1.2% |
94% |
True |
False |
237,196 |
| 80 |
2,729.0 |
2,417.0 |
312.0 |
11.5% |
32.7 |
1.2% |
94% |
True |
False |
179,513 |
| 100 |
2,729.0 |
2,379.0 |
350.0 |
12.9% |
33.1 |
1.2% |
95% |
True |
False |
144,132 |
| 120 |
2,729.0 |
2,117.0 |
612.0 |
22.6% |
33.3 |
1.2% |
97% |
True |
False |
120,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,848.0 |
|
2.618 |
2,802.3 |
|
1.618 |
2,774.3 |
|
1.000 |
2,757.0 |
|
0.618 |
2,746.3 |
|
HIGH |
2,729.0 |
|
0.618 |
2,718.3 |
|
0.500 |
2,715.0 |
|
0.382 |
2,711.7 |
|
LOW |
2,701.0 |
|
0.618 |
2,683.7 |
|
1.000 |
2,673.0 |
|
1.618 |
2,655.7 |
|
2.618 |
2,627.7 |
|
4.250 |
2,582.0 |
|
|
| Fisher Pivots for day following 14-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,715.0 |
2,710.0 |
| PP |
2,713.7 |
2,709.0 |
| S1 |
2,712.3 |
2,708.0 |
|