| Trading Metrics calculated at close of trading on 17-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2013 |
17-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,701.0 |
2,691.0 |
-10.0 |
-0.4% |
2,700.0 |
| High |
2,703.0 |
2,724.0 |
21.0 |
0.8% |
2,720.0 |
| Low |
2,681.0 |
2,690.0 |
9.0 |
0.3% |
2,675.0 |
| Close |
2,699.0 |
2,712.0 |
13.0 |
0.5% |
2,711.0 |
| Range |
22.0 |
34.0 |
12.0 |
54.5% |
45.0 |
| ATR |
30.7 |
30.9 |
0.2 |
0.8% |
0.0 |
| Volume |
837,348 |
890,226 |
52,878 |
6.3% |
3,605,979 |
|
| Daily Pivots for day following 17-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,810.7 |
2,795.3 |
2,730.7 |
|
| R3 |
2,776.7 |
2,761.3 |
2,721.4 |
|
| R2 |
2,742.7 |
2,742.7 |
2,718.2 |
|
| R1 |
2,727.3 |
2,727.3 |
2,715.1 |
2,735.0 |
| PP |
2,708.7 |
2,708.7 |
2,708.7 |
2,712.5 |
| S1 |
2,693.3 |
2,693.3 |
2,708.9 |
2,701.0 |
| S2 |
2,674.7 |
2,674.7 |
2,705.8 |
|
| S3 |
2,640.7 |
2,659.3 |
2,702.7 |
|
| S4 |
2,606.7 |
2,625.3 |
2,693.3 |
|
|
| 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% |
26.8 |
1.0% |
65% |
False |
False |
816,287 |
| 10 |
2,729.0 |
2,675.0 |
54.0 |
2.0% |
27.1 |
1.0% |
69% |
False |
False |
761,605 |
| 20 |
2,729.0 |
2,604.0 |
125.0 |
4.6% |
28.1 |
1.0% |
86% |
False |
False |
768,405 |
| 40 |
2,729.0 |
2,417.0 |
312.0 |
11.5% |
28.7 |
1.1% |
95% |
False |
False |
417,002 |
| 60 |
2,729.0 |
2,417.0 |
312.0 |
11.5% |
31.6 |
1.2% |
95% |
False |
False |
279,700 |
| 80 |
2,729.0 |
2,417.0 |
312.0 |
11.5% |
32.7 |
1.2% |
95% |
False |
False |
210,574 |
| 100 |
2,729.0 |
2,379.0 |
350.0 |
12.9% |
32.9 |
1.2% |
95% |
False |
False |
169,666 |
| 120 |
2,729.0 |
2,214.0 |
515.0 |
19.0% |
32.8 |
1.2% |
97% |
False |
False |
141,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,868.5 |
|
2.618 |
2,813.0 |
|
1.618 |
2,779.0 |
|
1.000 |
2,758.0 |
|
0.618 |
2,745.0 |
|
HIGH |
2,724.0 |
|
0.618 |
2,711.0 |
|
0.500 |
2,707.0 |
|
0.382 |
2,703.0 |
|
LOW |
2,690.0 |
|
0.618 |
2,669.0 |
|
1.000 |
2,656.0 |
|
1.618 |
2,635.0 |
|
2.618 |
2,601.0 |
|
4.250 |
2,545.5 |
|
|
| Fisher Pivots for day following 17-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,710.3 |
2,708.8 |
| PP |
2,708.7 |
2,705.7 |
| S1 |
2,707.0 |
2,702.5 |
|