| Trading Metrics calculated at close of trading on 15-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2013 |
15-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,724.0 |
2,704.0 |
-20.0 |
-0.7% |
2,700.0 |
| High |
2,729.0 |
2,713.0 |
-16.0 |
-0.6% |
2,720.0 |
| Low |
2,701.0 |
2,686.0 |
-15.0 |
-0.6% |
2,675.0 |
| Close |
2,711.0 |
2,696.0 |
-15.0 |
-0.6% |
2,711.0 |
| Range |
28.0 |
27.0 |
-1.0 |
-3.6% |
45.0 |
| ATR |
31.7 |
31.3 |
-0.3 |
-1.1% |
0.0 |
| Volume |
895,639 |
826,216 |
-69,423 |
-7.8% |
3,605,979 |
|
| Daily Pivots for day following 15-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,779.3 |
2,764.7 |
2,710.9 |
|
| R3 |
2,752.3 |
2,737.7 |
2,703.4 |
|
| R2 |
2,725.3 |
2,725.3 |
2,701.0 |
|
| R1 |
2,710.7 |
2,710.7 |
2,698.5 |
2,704.5 |
| PP |
2,698.3 |
2,698.3 |
2,698.3 |
2,695.3 |
| S1 |
2,683.7 |
2,683.7 |
2,693.5 |
2,677.5 |
| S2 |
2,671.3 |
2,671.3 |
2,691.1 |
|
| S3 |
2,644.3 |
2,656.7 |
2,688.6 |
|
| S4 |
2,617.3 |
2,629.7 |
2,681.2 |
|
|
| 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 |
2,684.0 |
45.0 |
1.7% |
26.2 |
1.0% |
27% |
False |
False |
783,067 |
| 10 |
2,729.0 |
2,666.0 |
63.0 |
2.3% |
27.4 |
1.0% |
48% |
False |
False |
710,774 |
| 20 |
2,729.0 |
2,604.0 |
125.0 |
4.6% |
27.7 |
1.0% |
74% |
False |
False |
707,699 |
| 40 |
2,729.0 |
2,417.0 |
312.0 |
11.6% |
29.1 |
1.1% |
89% |
False |
False |
373,825 |
| 60 |
2,729.0 |
2,417.0 |
312.0 |
11.6% |
31.4 |
1.2% |
89% |
False |
False |
250,965 |
| 80 |
2,729.0 |
2,417.0 |
312.0 |
11.6% |
32.5 |
1.2% |
89% |
False |
False |
189,418 |
| 100 |
2,729.0 |
2,379.0 |
350.0 |
13.0% |
33.2 |
1.2% |
91% |
False |
False |
152,394 |
| 120 |
2,729.0 |
2,125.0 |
604.0 |
22.4% |
33.4 |
1.2% |
95% |
False |
False |
127,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,827.8 |
|
2.618 |
2,783.7 |
|
1.618 |
2,756.7 |
|
1.000 |
2,740.0 |
|
0.618 |
2,729.7 |
|
HIGH |
2,713.0 |
|
0.618 |
2,702.7 |
|
0.500 |
2,699.5 |
|
0.382 |
2,696.3 |
|
LOW |
2,686.0 |
|
0.618 |
2,669.3 |
|
1.000 |
2,659.0 |
|
1.618 |
2,642.3 |
|
2.618 |
2,615.3 |
|
4.250 |
2,571.3 |
|
|
| Fisher Pivots for day following 15-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,699.5 |
2,707.5 |
| PP |
2,698.3 |
2,703.7 |
| S1 |
2,697.2 |
2,699.8 |
|