| Trading Metrics calculated at close of trading on 16-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2013 |
16-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,704.0 |
2,701.0 |
-3.0 |
-0.1% |
2,700.0 |
| High |
2,713.0 |
2,703.0 |
-10.0 |
-0.4% |
2,720.0 |
| Low |
2,686.0 |
2,681.0 |
-5.0 |
-0.2% |
2,675.0 |
| Close |
2,696.0 |
2,699.0 |
3.0 |
0.1% |
2,711.0 |
| Range |
27.0 |
22.0 |
-5.0 |
-18.5% |
45.0 |
| ATR |
31.3 |
30.7 |
-0.7 |
-2.1% |
0.0 |
| Volume |
826,216 |
837,348 |
11,132 |
1.3% |
3,605,979 |
|
| Daily Pivots for day following 16-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,760.3 |
2,751.7 |
2,711.1 |
|
| R3 |
2,738.3 |
2,729.7 |
2,705.1 |
|
| R2 |
2,716.3 |
2,716.3 |
2,703.0 |
|
| R1 |
2,707.7 |
2,707.7 |
2,701.0 |
2,701.0 |
| PP |
2,694.3 |
2,694.3 |
2,694.3 |
2,691.0 |
| S1 |
2,685.7 |
2,685.7 |
2,697.0 |
2,679.0 |
| S2 |
2,672.3 |
2,672.3 |
2,695.0 |
|
| S3 |
2,650.3 |
2,663.7 |
2,693.0 |
|
| S4 |
2,628.3 |
2,641.7 |
2,686.9 |
|
|
| 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 |
2,681.0 |
48.0 |
1.8% |
26.6 |
1.0% |
38% |
False |
True |
771,702 |
| 10 |
2,729.0 |
2,675.0 |
54.0 |
2.0% |
25.7 |
1.0% |
44% |
False |
False |
736,625 |
| 20 |
2,729.0 |
2,604.0 |
125.0 |
4.6% |
27.6 |
1.0% |
76% |
False |
False |
736,618 |
| 40 |
2,729.0 |
2,417.0 |
312.0 |
11.6% |
28.4 |
1.1% |
90% |
False |
False |
394,755 |
| 60 |
2,729.0 |
2,417.0 |
312.0 |
11.6% |
31.4 |
1.2% |
90% |
False |
False |
264,918 |
| 80 |
2,729.0 |
2,417.0 |
312.0 |
11.6% |
32.5 |
1.2% |
90% |
False |
False |
199,564 |
| 100 |
2,729.0 |
2,379.0 |
350.0 |
13.0% |
33.1 |
1.2% |
91% |
False |
False |
160,767 |
| 120 |
2,729.0 |
2,128.0 |
601.0 |
22.3% |
33.3 |
1.2% |
95% |
False |
False |
133,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,796.5 |
|
2.618 |
2,760.6 |
|
1.618 |
2,738.6 |
|
1.000 |
2,725.0 |
|
0.618 |
2,716.6 |
|
HIGH |
2,703.0 |
|
0.618 |
2,694.6 |
|
0.500 |
2,692.0 |
|
0.382 |
2,689.4 |
|
LOW |
2,681.0 |
|
0.618 |
2,667.4 |
|
1.000 |
2,659.0 |
|
1.618 |
2,645.4 |
|
2.618 |
2,623.4 |
|
4.250 |
2,587.5 |
|
|
| Fisher Pivots for day following 16-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,696.7 |
2,705.0 |
| PP |
2,694.3 |
2,703.0 |
| S1 |
2,692.0 |
2,701.0 |
|